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LSEG Group Ticker Plant20.8

Y

Length of message including this field.

Y

0x77=Statistics

Y

Time the message was generated.

Y

GTP Instrument identifier.

Y

Venue from which market data is received for the instrument.

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.