Type: int
Type of statistics
Added in protocol FIX.5.0 (EP 47)
See in: FIX.5.0SP1, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Exchange Last | FIX.5.0 (EP 47) |
| 2 | High / Low Price | FIX.5.0 (EP 47) |
| 3 | Average Price (VWAP, TWAP … ) | FIX.5.0 (EP 47) |
| 4 | Turnover (Price * Qty) | FIX.5.0 (EP 47) |