Imported from previous forum
The Global Technical Committee has reviewed and preliminarily approved the GExMC Market Data Statistics Extensions. This gap analysis proposal submitted by Deutsche Börse and the Global Exchanges and Markets Committee proposes to enhance market data messages to support additional market data statistics information. The proposal includes the addition of two new market data statistics messages (MarketDataStatisticsRequest and MarketDataStatisticsReport).
Several new data elements are proposed to identify the statistic and specify basic types, scope, frequency, time interval and time delay for the statistic. The proposal includes new data elements to convey the value, type, status and time of the statistic. New data elements are proposed to identify messages, qualify the response and group multiple statistics into a single message exchange.
The document now enters a public comment period in which public review and feedback is encouraged. Once the public comment period closes, the Global Technical Governance Board will meet to review public comments before final approval.
Please post feedback, comments, and questions as replies to this discussion thread.
A link to the proposal can be found at:
http://www.fixtradingcommunity.org/pg/file/fplpo/read/577189/fix-protocol-ga-md-statistics
The public comment period ends on January 14, 2014.