Code Set
MDStatisticSubScopeCodeSet
| ID | 2458 |
| Type | int |
| Pedigree | Added EP191 |
Sub-scope of the statistics to further reduce the entities used as basis for the statistics.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Visible | 1 | Visible | Only includes visible orders and/or quotes. | Added EP191 |
| Hidden | 2 | Hidden | Only includes hidden orders and/or quotes. | Added EP191 |
| Indicative | 3 | Indicative | Only includes IOIs and non-tradable quotes. | Added EP191 |
| Tradeable | 4 | Tradeable | Excludes IOIs and indicative quotes. | Added EP191 |
| Passive | 5 | Passive | Only includes resting orders and tradeable quotes. | Added EP191 |
| MarketConsensus | 6 | Market consensus | Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. | Added EP191 |
| Power | 7 | Power | Outages due to power failure. | Added EP231 |
| HardwareError | 8 | Hardware error | Outages due to a hardware malfunction or failure. | Added EP231 |
| SoftwareError | 9 | Software error | Outages due to a software malfunction or failure. | Added EP231 |
| NetworkError | 10 | Network error | Outages due to network error. | Added EP231 |
| Failed | 11 | Failed | Transaction voided by the execution venue. | Added EP231 |
| Executed | 12 | Executed | Total or partial execution of an order or quote. | Added EP231 |
| Entered | 13 | Entered | Order or quote entry. | Added EP231 |
| Modified | 14 | Modified | Order or quote modification. | Added EP231 |
| Cancelled | 15 | Cancelled | Order or quote cancellation. | Added EP231 |
| MarketDataAccess | 16 | Market data access | Added EP231 | |
| TerminalAccess | 17 | Terminal access | Added EP231 | |
| Volume | 18 | Volume | Specifies sub-scope of market data per volume. | Added EP231 |
| Cleared | 19 | Cleared | Cleared trade. | Added EP231 |
| Settled | 20 | Settled | Settled trade. | Added EP231 |
| Other | 21 | Other | Any other fees incurred by the client. | Added EP231 |
| Monetary | 22 | Monetary | Monetary benefits offered to the clients. | Added EP231 |
| NonMonetary | 23 | Non-monetary | Non-monetary benefits offered to the clients | Added EP231 |
| Gross | 24 | Gross | Total fees excluding rebates and discounts. | Added EP231 |
| LargeInScale | 25 | Large in scale | Means an order classified as large in scale in accordance with a regulatory definition. | Added EP231 |
| NeitherHiddenNorLargeInScale | 26 | Neither hidden nor large in scale | Excluding orders pending disclosures and LIS. | Added EP231 |
| CorporateAction | 27 | Corporate action | Specifies type of trading suspension. | Added EP231 |
| VenueDecision | 28 | Venue decision | Specifies type of trading suspension. | Added EP231 |
| MinimumTimePeriod | 29 | Minimum time period | Minimum time period for the event defined by scope. | Added EP231 |
| Open | 30 | Open | Open status of RFQs (request for quotes), no quotes have been provided. | Added EP231 |
| NotExecuted | 31 | Not executed | Orders or quotes that didn't execute. | Added EP231 |
| Aggressive | 32 | Aggressive | Order or Quote entered into the order book that took liquidity. | Added EP236 |
| Directed | 33 | Directed | An order where execution venue is specified by the client. | Added EP236 |
Used in components:
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy