FIX Protocol Tag 2456: MDStatisticType
MDStatisticType is an integer field used in 2 FIX message types: Market Data Statistics Request (35=DO) and Market Data Statistics Report (35=DP). It is defined in FIX 5.0 SP2 and has 30 enumerated values.
- Tag number
- 2456
- Data type
- INT
- FIX versions
- FIX 5.0 SP2
- Used in
- 2 message types
Tag 2456 in each FIX version
Values and message usage as defined in a specific version.
Data type
INT: A whole number without a decimal point. It may be negative.
Valid values
30 enumerated values across all FIX versions.
| 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 |
Example
2456=1
Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.
Decode a message with this tagMessage types that use tag 2456
Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.
Field 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.