StatisticsSnapshot (k)
| ID | 15745 |
A snapshot of an instrument’s statistics that is used for recovery.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
83 | Y | Length of message including this field. | |||
90 | Y | 0x6b=Statistics Snapshot | |||
185 | Y | Time the message was generated. | |||
70 | Y | GTP Instrument identifier. | |||
171 | Y | 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. | |||
118 | Y | Official Opening Price for the instrument. If the Opening Price is cleared manually by the venue ‘-1’ will be stamped. | |||
117 | Y | Official Closing Price for the instrument. If the Closing Price is cleared manually by the venue ‘-1’ will be stamped. | |||
190 | Y | Current trading day high price excluding off-book trades. | |||
194 | Y | Current trading day low price excluding off-book trades. | |||
189 | Y | Current trading day high price of all trades. | |||
193 | Y | Current trading day low price of all trades. | |||
1 | Y | 52-week high price of all trades. | |||
2 | Y | 52-week low price of all trades. | |||
120 | Y | Please refer to Description in Statistics Update message for valid values. This will be blank if no Opening Price is contained within the snapshot. | |||
31 | Y | Please refer to Description in Statistics Update message for | |||
62 | Y | Contains the last reported Indicative Auction Crossing Price/Yield. | |||
61 | Y | Quantity to be matched at the last reported indicative price. | |||
64 | Y | Quantity that was eligible to be matched at the indicative price but was not matched at the last indicative price. | |||
63 | Y | ||||
16 | Y | The best bid price at the time the instrument moves into closing auction session. | |||
14 | Y | The best offer price at the time the instrument moves into closing auction session. | |||
17 | Y | The best bid size at the time the instrument moves into closing auction session. | |||
15 | Y | The best offer size at the time the instrument moves into closing auction session. | |||
191 | Y | Current trading day high price of off-book trades. | |||
195 | Y | Current trading day low price of off-book trades. | |||
121 | Y | Total of unsettled derivatives contracts. | |||
219 | Y | Derivatives volatility. | |||
11 | Y | ||||
78 | Y | Executed price at which the instrument was last traded. If no relevant trades have taken place the value ‘0’ will be populated. | |||
79 | Y | Executed quantity of the trade which set the ‘Last Trade Price’. If no relevant trades have taken place the value ‘0’ will be populated. | |||
80 | Y | Transaction time of the trade which set the ‘Last Trade Price’. If no relevant trades have taken place the value ‘0’ will be populated. | |||
177 | Y | Reference Price as reported by the source venue. | |||
46 | Y | Reference Price as reported by the source venue. |
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