Message
MarketDataStatisticsRequest (DO)
| ID | 151 |
| Pedigree | Added EP191 |
The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType=DO | Added EP191 | ||
2452 | Y | Unique message identifier for the request or the identifier of a previous request when unsubscribing. | Added EP191 | ||
263 | Y | Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information. | Added EP191 | ||
Parties | Added EP191 | ||||
75 | Used to specify the business date. | Added EP191 | |||
1301 | Used to specify a single market. | Added EP191 | |||
1300 | Used to specify a single market segment. | Added EP191 | |||
1396 | Added EP191 | ||||
1397 | Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. | Added EP191 | |||
1398 | Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. | Added EP191 | |||
1465 | Used to reference an entire group of instruments for which a single set of statistics is to be calculated. | Added EP191 | |||
Instrument | Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. | Added EP191 | |||
InstrumentExtension | Added EP201 | ||||
FinancingDetails | Added EP201 | ||||
UndInstrmtGrp | Added EP191 | ||||
InstrmtLegGrp | Added EP191 | ||||
RelatedInstrumentGrp | Added EP201 | ||||
MDStatisticReqGrp | Y | Used to specify the parameters for the calculation of statistics. | Added EP191 Updated EP271 | ||
60 | Time that the request was submitted. | Added EP191 | |||
58 | Added EP191 | ||||
354 | Must be set if EncodedText(355) field is specified and must immediately precede it. | Added EP191 | |||
355 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. | Added EP191 | |||
StandardTrailer | Added EP191 |
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