Indexes

Message Layouts
PreTrade

Message

StatisticsUpdate (j)

ID7013

Contains a set of statistics that are not updated frequently.

Field
Name
Type
Req'd
Comments
Pedigree
83
Y

Length of message including this field.

90
Y

0x6A=Statistics Update

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 the Additional Field Values section for valid values.

180
Y

The statistic that is disseminated with this message instance:

178
Y

The value of price type statistics.

If the Opening or Closing Price is cleared manually by the venue, ‘-1’ will be stamped.

Contains the PBBO Midpoint Price when Statistic Type =18.

Price should be ignored when Statistic Type = 19.

179
Y

The value of size type statistics.

11
Y

Populated if the Statistic Type is 1:

64
Y

Quantity that is eligible to be matched at the indicative price but will not be matched.

10
Y

Populated if the Statistic Type is 1:

119
Y

Populated if the Statistic Type is 2 or 3. This will be empty for the IDEM market.

Please refer to the Additional Field Values section for valid values.

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