FIX Protocol Tag 2457: MDStatisticScope
MDStatisticScope 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 36 enumerated values.
- Tag number
- 2457
- Data type
- INT
- FIX versions
- FIX 5.0 SP2
- Used in
- 2 message types
Tag 2457 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
36 enumerated values across all FIX versions.
| 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 |
Example
2457=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 2457
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.