FIX 5.0 SP2 Tag 2456: MDStatisticType
MDStatisticType is an integer field used in 2 FIX 5.0 SP2 message types: Market Data Statistics Request (35=DO) and Market Data Statistics Report (35=DP). In FIX 5.0 SP2 it has 30 enumerated values.
- Tag number
- 2456
- Data type
- INT
- FIX version
- FIX 5.0 SP2
- Used in
- 2 message types
Data type
INT: A whole number without a decimal point. It may be negative.
Valid values in FIX 5.0 SP2
30 enumerated values.
| Value | Meaning |
|---|---|
| 1 | Count |
| 2 | Average volume |
| 3 | Total volume |
| 4 | Distribution |
| 5 | Ratio |
| 6 | Liquidity |
| 7 | VWAP |
| 8 | Volatility |
| 9 | Duration |
| 10 | Tick |
| 11 | Average value |
| 12 | Total value |
| 13 | High |
| 14 | Low |
| 15 | Midpoint |
| 16 | First |
| 17 | Last |
| 18 | Final |
| 19 | Exchange best |
| 20 | Exchange best with volume |
| 21 | Consolidated best |
| 22 | Consolidated best with volume |
| 23 | TWAP |
| 24 | Average duration |
| 25 | Average price |
| 26 | Total fees |
| 27 | Total benefits |
| 28 | Median value |
| 29 | Average liquidity |
| 30 | Median duration |
FIX 5.0 SP2 message types that use tag 2456
| MsgType | Message | Use in the message |
|---|---|---|
| DO | Market Data Statistics Request | Optional, in component MDStatisticParameters within group NoMDStatistics (2474) |
| DP | Market Data Statistics Report | Optional, in component MDStatisticParameters within group NoMDStatistics (2474) |
Also in other versions
Tag 2456 is defined only in FIX 5.0 SP2.
Tag 2456 across all FIX versions
Decode a message with this tagField and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.