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MarketDataStatisticsReport (DP)

ID152
PedigreeAdded EP191
The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument.
Field
Name
Type
Req'd
Comments
Pedigree
StandardHeader
StandardHeader
Y
MsgType = DP
Added EP191
ApplicationSequenceControl
ApplicationSequenceControl
Added EP191
2453
MDStatisticRptID
String
Y
Unique message identifier for the report.
Added EP191
2452
MDStatisticReqID
String
Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
Added EP191
2473
MDStatisticRequestResult
MDStatisticRequestResultCodeSet
Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
Added EP191
325
UnsolicitedIndicator
UnsolicitedIndicatorCodeSet
Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
Added EP191
Parties
Parties
Added EP191
582
CustOrderCapacity
CustOrderCapacityCodeSet
Added EP236
75
TradeDate
LocalMktDate
Added EP191
1301
MarketID
Exchange
Added EP191
1300
MarketSegmentID
String
Added EP191
1396
MarketSegmentDesc
String
Added EP191
1397
EncodedMktSegmDescLen
Length
Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.
Added EP191
1398
EncodedMktSegmDesc
data
Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.
Added EP191
1465
SecurityListID
String
Added EP191
15
Currency
Currency
Added EP236
2897
CurrencyCodeSource
CurrencyCodeSourceCodeSet
Added EP273
Instrument
Instrument
Added EP191
InstrumentExtension
InstrumentExtension
Added EP201
FinancingDetails
FinancingDetails
Added EP201
UndInstrmtGrp
UndInstrmtGrp
Added EP191
InstrmtLegGrp
InstrmtLegGrp
Added EP191
RelatedInstrumentGrp
RelatedInstrumentGrp
Added EP201
MDStatisticRptGrp
MDStatisticRptGrp
Y
Specifies the resulting statistics information and corresponding statistical parameters.
Added EP191
60
TransactTime
UTCTimestamp
Time that the report was provided.
Added EP191
58
Text
String
Added EP191
354
EncodedTextLen
Length
Must be set if EncodedText(355) field is specified and must immediately precede it.
Added EP191
355
EncodedText
data
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
Added EP191
StandardTrailer
StandardTrailer
Y
Added EP191

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