Definition
The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument.
Message structure 4020 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
Nested fields load when needed. Open the full static layout (also works without JavaScript).
StandardHeaderComponentRequired
MsgType = DP
StandardHeader definition & usage →
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ApplicationSequenceControlComponent—
ApplicationSequenceControl definition & usage →
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Unique message identifier for the report.
Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
PartiesRepeating groupCount tag 453—
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Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.
InstrumentComponent—
Instrument definition & usage →
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InstrumentExtensionComponent—
InstrumentExtension definition & usage →
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FinancingDetailsComponent—
FinancingDetails definition & usage →
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UndInstrmtGrpRepeating groupCount tag 711—
UndInstrmtGrp definition & usage →
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InstrmtLegGrpRepeating groupCount tag 555—
InstrmtLegGrp definition & usage →
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RelatedInstrumentGrpRepeating groupCount tag 1647—
RelatedInstrumentGrp definition & usage →
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MDStatisticRptGrpRepeating groupCount tag 2474Required
Specifies the resulting statistics information and corresponding statistical parameters.
MDStatisticRptGrp definition & usage →
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Time that the report was provided.
Must be set if EncodedText(355) field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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