FIX 5.0 SP2 Tag 2457: MDStatisticScope
MDStatisticScope 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 36 enumerated values.
- Tag number
- 2457
- 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
36 enumerated values.
| Value | Meaning |
|---|---|
| 1 | Bid prices |
| 2 | Offer prices |
| 3 | Bid depth |
| 4 | Offer depth |
| 5 | Orders |
| 6 | Quotes |
| 7 | Orders and quotes |
| 8 | Trades |
| 9 | Trade prices |
| 10 | Auction prices |
| 11 | Opening prices |
| 12 | Closing prices |
| 13 | Settlement prices |
| 14 | Underlying prices |
| 15 | Open interest |
| 16 | Index values |
| 17 | Margin rates |
| 18 | Outages |
| 19 | Scheduled auctions |
| 20 | Reference prices |
| 21 | Trade value |
| 22 | Market data fee items |
| 23 | Rebates |
| 24 | Discounts |
| 25 | Payments |
| 26 | Taxes |
| 27 | Levies |
| 28 | Benefits |
| 29 | Fees |
| 30 | Orders rf qs |
| 31 | Market makers |
| 32 | Trading interruptions |
| 33 | Trading suspensions |
| 34 | No quotes |
| 35 | Request for quotes |
| 36 | Trade volume |
FIX 5.0 SP2 message types that use tag 2457
| 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 2457 is defined only in FIX 5.0 SP2.
Tag 2457 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.