Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Code Set

MDStatisticSubScopeCodeSet

ID2458
Typeint
PedigreeAdded EP191
Sub-scope of the statistics to further reduce the entities used as basis for the statistics.
NameValueSynopsisElaborationPedigree
Visible1VisibleOnly includes visible orders and/or quotes.Added EP191
Hidden2HiddenOnly includes hidden orders and/or quotes.Added EP191
Indicative3IndicativeOnly includes IOIs and non-tradable quotes.Added EP191
Tradeable4TradeableExcludes IOIs and indicative quotes.Added EP191
Passive5PassiveOnly includes resting orders and tradeable quotes.Added EP191
MarketConsensus6Market consensusOnly includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band.Added EP191
Power7PowerOutages due to power failure.Added EP231
HardwareError8Hardware errorOutages due to a hardware malfunction or failure.Added EP231
SoftwareError9Software errorOutages due to a software malfunction or failure.Added EP231
NetworkError10Network errorOutages due to network error.Added EP231
Failed11FailedTransaction voided by the execution venue.Added EP231
Executed12ExecutedTotal or partial execution of an order or quote.Added EP231
Entered13EnteredOrder or quote entry.Added EP231
Modified14ModifiedOrder or quote modification.Added EP231
Cancelled15CancelledOrder or quote cancellation.Added EP231
MarketDataAccess16Market data accessAdded EP231
TerminalAccess17Terminal accessAdded EP231
Volume18VolumeSpecifies sub-scope of market data per volume.Added EP231
Cleared19ClearedCleared trade.Added EP231
Settled20SettledSettled trade.Added EP231
Other21OtherAny other fees incurred by the client.Added EP231
Monetary22MonetaryMonetary benefits offered to the clients.Added EP231
NonMonetary23Non-monetaryNon-monetary benefits offered to the clientsAdded EP231
Gross24GrossTotal fees excluding rebates and discounts.Added EP231
LargeInScale25Large in scaleMeans an order classified as large in scale in accordance with a regulatory definition.Added EP231
NeitherHiddenNorLargeInScale26Neither hidden nor large in scaleExcluding orders pending disclosures and LIS.Added EP231
CorporateAction27Corporate actionSpecifies type of trading suspension.Added EP231
VenueDecision28Venue decisionSpecifies type of trading suspension.Added EP231
MinimumTimePeriod29Minimum time periodMinimum time period for the event defined by scope.Added EP231
Open30OpenOpen status of RFQs (request for quotes), no quotes have been provided.Added EP231
NotExecuted31Not executedOrders or quotes that didn't execute.Added EP231
Aggressive32AggressiveOrder or Quote entered into the order book that took liquidity.Added EP236
Directed33DirectedAn order where execution venue is specified by the client.Added EP236
Used in components:

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