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LSEG Group Ticker Plant20.8

Y

Length of message including this field.

Y

0x6A=Statistics Update

Y

Time the message was generated.

Y

GTP Instrument identifier.

Y

Venue from which market data is received for the instrument.

Please refer the Additional Field Values section for valid values.

Y

The statistic that is disseminated with this message instance:

Y

The value of price type statistics.

If the Opening or Closing Price is cleared manually by the venue, ‘-1’ will be stamped.

Contains the PBBO Midpoint Price when Statistic Type =18.

Price should be ignored when Statistic Type = 19.

Y

The value of size type statistics.

Y

Populated if the Statistic Type is 1:

Y

Quantity that is eligible to be matched at the indicative price but will not be matched.

Y

Populated if the Statistic Type is 1: