Field MDStatisticType (2456) - FIX Protocol FIX.5.0SP2 EP240
Type: int
Type of statistic value.
Added in protocol FIX.5.0SP2 (191)
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Count | FIX.5.0SP2 (191) |
| 10 | Tick | FIX.5.0SP2 (191) |
| 11 | Average value | FIX.5.0SP2 (191) |
| 12 | Total value | FIX.5.0SP2 (191) |
| 13 | High | FIX.5.0SP2 (191) |
| 14 | Low | FIX.5.0SP2 (191) |
| 15 | Midpoint | FIX.5.0SP2 (191) |
| 16 | First | FIX.5.0SP2 (191) |
| 17 | Last | FIX.5.0SP2 (191) |
| 18 | Final | FIX.5.0SP2 (191) |
| 19 | Exchange best | FIX.5.0SP2 (191) |
| 2 | Average volume | FIX.5.0SP2 (191) |
| 20 | Exchange best with volume | FIX.5.0SP2 (191) |
| 21 | Consolidated best | FIX.5.0SP2 (191) |
| 22 | Consolidated best with volume | FIX.5.0SP2 (191) |
| 23 | Time weighted average price (TWAP) | FIX.5.0SP2 (191) |
| 24 | Average duration | FIX.5.0SP2 (231) |
| 25 | Average price | FIX.5.0SP2 (231) |
| 26 | Total fees | FIX.5.0SP2 (231) |
| 27 | Total benefits | FIX.5.0SP2 (231) |
| 28 | Median value | FIX.5.0SP2 (231) |
| 29 | Average liquidity | FIX.5.0SP2 (231) |
| 3 | Total volume | FIX.5.0SP2 (191) |
| 30 | Median duration | FIX.5.0SP2 (231) |
| 4 | Distribution | FIX.5.0SP2 (191) |
| 5 | Ratio | FIX.5.0SP2 (191) |
| 6 | Liquidity | FIX.5.0SP2 (191) |
| 7 | Volume weighted average price (VWAP) | FIX.5.0SP2 (191) |
| 8 | Volatility | FIX.5.0SP2 (191) |
| 9 | Duration | FIX.5.0SP2 (191) |