Component
MDStatisticParameters
| ID | 2250 |
| Pedigree | Added EP191 |
This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited.
The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range.
The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
2456 | Y | Added EP191 | |||
2457 | Y | Added EP191 | |||
2458 | Added EP191 | ||||
2459 | Added EP191 | ||||
2454 | Added EP191 | ||||
2455 | Added EP191 | ||||
2481 | Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it. | Added EP191 | |||
2482 | Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field. | Added EP191 | |||
264 | May be used to specify the market depth up to specified level. | Added EP191 | |||
2460 | Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination. | Added EP191 | |||
2461 | Conditionally required when MDStatisticFrequencyPeriod(2460) is specified. | Added EP191 | |||
2462 | Conditionally required when MDStatisticDelayUnit(2463) is specified. | Added EP191 | |||
2463 | Conditionally required when MDStatisticDelayPeriod(2462) is specified. | Added EP191 | |||
2464 | Y | Added EP191 | |||
2465 | Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit). | Added EP191 | |||
2466 | Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak). | Added EP191 | |||
2467 | Conditionally required when MDStatisticIntervalPeriod(2466) is specified. | Added EP191 | |||
2468 | Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day. | Added EP191 | |||
2469 | Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day. | Added EP191 | |||
2470 | Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight. | Added EP191 | |||
2471 | Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data. | Added EP191 | |||
2472 | Conditionally required when MDStatisticType(2456) = 5(Ratio). | Added EP191 | |||
NestedParties | Added EP236 | ||||
2584 | Added EP236 | ||||
1815 | Added EP191 | ||||
40 | Added EP191 | ||||
59 | Added EP191 | ||||
276 | Added EP191 | ||||
277 | Added EP191 | ||||
54 | Added EP191 | ||||
578 | Added EP191 | ||||
336 | Added EP191 | ||||
625 | Added EP191 | ||||
1024 | Added EP231 | ||||
2711 | Added EP231 | ||||
338 | Added EP231 | ||||
1022 | Added EP231 | ||||
1629 | Added EP231 | ||||
1916 | Conditionally required when ExposureDuration(1629) is specified. | Added EP231 | |||
1057 | Added EP231 |
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