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FIX MESSAGE 35=DO

MarketDataStatisticsRequest

MsgType (35) = DOMarketDataAdded FIX.5.0SP2

Definition

The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information.

Additional detail from the official source

The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or group of instruments by means of the component blocks Instrument, UndInstrmtGrp and InstrmtLegGrp.

Fields specified in the request are used as filter criteria to restrict the resulting data returned.

Message structure 4006 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

Nested fields load when needed. Open the full static layout (also works without JavaScript).

  1. StandardHeaderComponentRequired

    MsgType = DO

    Open this block to load its fields in message context, or follow the definition link.

  2. 2452 MDStatisticReqIDStringRequired

    Unique message identifier for the request or the identifier of a previous request when unsubscribing.

  3. Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information.

  4. PartiesRepeating groupCount tag 453

    Open this block to load its fields in message context, or follow the definition link.

  5. 75 TradeDateLocalMktDate

    Used to specify the business date.

  6. 1301 MarketIDExchange

    Used to specify a single market.

  7. Used to specify a single market segment.

  8. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.

  9. Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.

  10. Used to reference an entire group of instruments for which a single set of statistics is to be calculated.

  11. InstrumentComponent

    Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated.

    Open this block to load its fields in message context, or follow the definition link.

  12. InstrumentExtensionComponent

    Open this block to load its fields in message context, or follow the definition link.

  13. FinancingDetailsComponent

    Open this block to load its fields in message context, or follow the definition link.

  14. UndInstrmtGrpRepeating groupCount tag 711

    Open this block to load its fields in message context, or follow the definition link.

  15. InstrmtLegGrpRepeating groupCount tag 555

    Open this block to load its fields in message context, or follow the definition link.

  16. RelatedInstrumentGrpRepeating groupCount tag 1647

    Open this block to load its fields in message context, or follow the definition link.

  17. MDStatisticReqGrpRepeating groupCount tag 2474Required

    Used to specify the parameters for the calculation of statistics.

    Open this block to load its fields in message context, or follow the definition link.

  18. 60 TransactTimeUTCTimestamp

    Time that the request was submitted.

  19. 58 TextString
  20. Must be set if EncodedText(355) field is specified and must immediately precede it.

  21. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.

  22. StandardTrailerComponent

    Open this block to load its fields in message context, or follow the definition link.