FIX TAG 2464
MDStatisticIntervalType
Definition
Type of interval over which statistic is calculated.
Compare versions
Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 5.0 SP2 FIX Latest · EP309
This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.
Values 8
| Value | Meaning |
|---|---|
1 | Sliding window Additional detail from the official sourceWindow is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). |
2 | Sliding window peak Additional detail from the official sourceHighest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. |
3 | Fixed date range Additional detail from the official sourceInterval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. |
4 | Fixed time range Additional detail from the official sourceInterval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). |
5 | Current time unit Additional detail from the official sourceRelative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). |
6 | Previous time unit Additional detail from the official sourceRelative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). |
7 | Maximum range Additional detail from the official sourceUse to convey record values over the lifetime of the system or venue. |
8 | Maximum range up to previous time unit Additional detail from the official sourceUse to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) |
About the int data type
Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").
Used in messages 2
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=DOMarketDataStatisticsRequestMDStatisticReqGrp / MDStatisticParameters35=DPMarketDataStatisticsReportMDStatisticRptGrp / MDStatisticParameters