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FIXtags

FIX TAG 2472

MDStatisticRatioType

intAdded FIX.5.0SP2 · EP191

Definition

Ratios between various entities.

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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 12

ValueMeaning
1

Buyers to sellers

2

Upticks to downticks

Additional detail from the official source

Can also be used with a scope of multiple instruments representing an index.

3

Market maker to non-market maker

Additional detail from the official source

Use to identify share of market making activity.

4

Automated to non-automated

Additional detail from the official source

Use to identify ratio of orders and quotes resulting from automated trading.

5

Orders to trades

Additional detail from the official source

Use with scope of trades.

6

Quotes to trades

Additional detail from the official source

Use with scope of trades.

7

Orders and quotes to trades

Additional detail from the official source

Use with scope of trades.

8

Failed to total traded value

Additional detail from the official source

Total value of failed trades over total traded value.

9

Benefits to total traded value

Additional detail from the official source

Total value of all benefits over total traded value.

10

Fees to total traded value

Additional detail from the official source

Total value of all fees excluding rebates over total traded value.

11

Trade volume to total traded volume

Additional detail from the official source

Total value of failed trades over total traded value.

12

Orders to total number of orders

Additional detail from the official source

Orders pertaining to a type over total number of orders.

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.