Code Set
MDStatisticScopeCodeSet
| ID | 2457 |
| Type | int |
| Pedigree | Added EP191 |
Entities used as basis for the statistics.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| BidPrices | 1 | Bid prices | Added EP191 | |
| OfferPrices | 2 | Offer prices | Added EP191 | |
| BidDepth | 3 | Bid depth | Added EP191 | |
| OfferDepth | 4 | Offer depth | Added EP191 | |
| Orders | 5 | Orders | Added EP191 | |
| Quotes | 6 | Quotes | Added EP191 | |
| OrdersAndQuotes | 7 | Orders and Quotes | Added EP191 | |
| Trades | 8 | Trades | Added EP191 | |
| TradePrices | 9 | Trade prices | Added EP191 | |
| AuctionPrices | 10 | Auction prices | Added EP191 | |
| OpeningPrices | 11 | Opening prices | Added EP191 | |
| ClosingPrices | 12 | Closing prices | Added EP191 | |
| SettlementPrices | 13 | Settlement prices | Added EP191 | |
| UnderlyingPrices | 14 | Underlying prices | Added EP191 | |
| OpenInterest | 15 | Open interest | Added EP191 | |
| IndexValues | 16 | Index values | Added EP191 | |
| MarginRates | 17 | Margin rates | Added EP191 | |
| Outages | 18 | Outages | System halt due to a technical malfunction or failure. | Added EP231 |
| ScheduledAuctions | 19 | Scheduled auctions | Added EP231 | |
| ReferencePrices | 20 | Reference prices | Added EP231 | |
| TradeValue | 21 | Trade value | Trade size multiplied by price. | Added EP231 |
| MarketDataFeeItems | 22 | Market data fee items | Fees related to market data access. | Added EP231 |
| Rebates | 23 | Rebates | Rebate items offered to the client. | Added EP231 |
| Discounts | 24 | Discounts | Discounts offered to the client. | Added EP231 |
| Payments | 25 | Payments | Other benefits offered to the client. | Added EP231 |
| Taxes | 26 | Taxes | Taxes incurred. | Added EP231 |
| Levies | 27 | Levies | Levies incurred. | Added EP231 |
| Benefits | 28 | Benefits | Benefits offered to the client. | Added EP231 |
| Fees | 29 | Fees | Added EP231 | |
| OrdersRFQs | 30 | Orders and RFQs (Request for quotes) | Added EP231 | |
| MarketMakers | 31 | Market makers | Added EP231 | |
| TradingInterruptions | 32 | Trading interruptions | Disruption in trading due to an automatic or manual decision. | Added EP231 |
| TradingSuspensions | 33 | Trading suspensions | An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority. | Added EP231 |
| NoQuotes | 34 | No quotes | Period of no quotes received. | Added EP231 |
| RequestForQuotes | 35 | Request for quotes | Added EP231 | |
| TradeVolume | 36 | Trade volume | Quantity traded. | Added EP236 |
Used in components:
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