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LSEG Group Ticker Plant20.8

Y

Length of message including this field.

Y

0x6b=Statistics Snapshot

Y

Time the message was generated.

Y

GTP Instrument identifier.

Y

Please refer to the Additional Field Values section for valid values.

Y

Cumulative volume of all trades for the trading day.

Y

Cumulative volume for the trading day excluding off-book trades.

Y

Volume weighted average price for the day for all trades.

Y

Volume weighted average price for the day excluding off- book trades.

Y

Count of all trades for the day.

Y

Count of trades for the day excluding off-book trades.

Y

Turnover of all trades for the day.

Y

Turnover for the day excluding off-book trades.

Y

Official Opening Price for the instrument.

If the Opening Price is cleared manually by the venue ‘-1’ will be stamped.

Y

Official Closing Price for the instrument.

If the Closing Price is cleared manually by the venue ‘-1’ will be stamped.

Y

Current trading day high price excluding off-book trades.

Y

Current trading day low price excluding off-book trades.

Y

Current trading day high price of all trades.

Y

Current trading day low price of all trades.

Y

52-week high price of all trades.

Y

52-week low price of all trades.

Y

Please refer to Description in Statistics Update message for valid values.

This will be blank if no Opening Price is contained within the snapshot.

Y

Please refer to Description in Statistics Update message for

Y

Contains the last reported Indicative Auction Crossing Price/Yield.

Y

Quantity to be matched at the last reported indicative price.

Y

Quantity that was eligible to be matched at the indicative price but was not matched at the last indicative price.

Y

Y

The best bid price at the time the instrument moves into closing auction session.

Y

The best offer price at the time the instrument moves into closing auction session.

Y

The best bid size at the time the instrument moves into closing auction session.

Y

The best offer size at the time the instrument moves into closing auction session.

Y

Current trading day high price of off-book trades.

Y

Current trading day low price of off-book trades.

Y

Total of unsettled derivatives contracts.

Y

Derivatives volatility.

Y

Y

Executed price at which the instrument was last traded. If no relevant trades have taken place the value ‘0’ will be populated.

Y

Executed quantity of the trade which set the ‘Last Trade Price’. If no relevant trades have taken place the value ‘0’ will be populated.

Y

Transaction time of the trade which set the ‘Last Trade Price’. If no relevant trades have taken place the value ‘0’ will be populated.

Y

Reference Price as reported by the source venue.