Statistics (w)
| ID | 37784 |
Contains a set of statistics that are updated frequently, usually as a result of executions.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
83 | Y | Length of message including this field. | |||
90 | Y | 0x77=Statistics | |||
185 | Y | Time the message was generated. | |||
70 | Y | GTP Instrument identifier. | |||
171 | Y | Venue from which market data is received for the instrument. Please refer to the Additional Field Values section for valid values. | |||
220 | Y | Cumulative volume of all trades for the trading day. | |||
221 | Y | Cumulative volume for the trading day excluding off-book trades. | |||
223 | Y | Volume weighted average price for the day for all trades. | |||
224 | Y | Volume weighted average price for the day excluding off- book trades. | |||
110 | Y | Count of all trades for the day. | |||
111 | Y | Count of trades for the day excluding off-book trades. | |||
205 | Y | Turnover of all trades for the day. | |||
206 | Y | Turnover for the day excluding off-book trades. |
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