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MDStatisticRptGrp

ID2249
Abbr NameStatsRpt
PedigreeAdded EP191
This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters.
Field
Name
Type
Req'd
Comments
Pedigree
2474
NoMDStatistics
NumInGroup
Added EP191
MDStatisticParameters
MDStatisticParameters
Required if NoMDStatistics(2474) > 0.
Added EP191
2475
MDStatisticID
String
Required if NoMDStatistics(2474) > 0.
Added EP191
2476
MDStatisticTime
UTCTimestamp
Conditionally required when MDStatisticValue(2478) is specified.
Added EP191
2477
MDStatisticStatus
MDStatisticStatusCodeSet
May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component.
If not specified the default is MDStatisticStatus(2477)=1 (Active).
Added EP191
2478
MDStatisticValue
float
Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component.
Added EP191
2479
MDStatisticValueType
MDStatisticValueTypeCodeSet
Added EP191
2480
MDStatisticValueUnit
OrderDelayUnitCodeSet
Added EP191
Used in messages:

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