Session statistics provide data for the trading session including:
- MDP 3.0 - High Bid and Low Ask
- MDP 3.0 - Indicative Opening
- MDP 3.0 - Opening Price
- MDP 3.0 - Session High and Low Trade Price
- MDP 3.0 - Electronic Volume
- MDP 3.0 - Session Statistics Reset
The last Session Statistics message of the event will be sent with tag 5799-MatchEventIndicator=00001000. In the case where the Session Statistics message is also the last message in the event, it will contain tag 5799-MatchEventIndicator=10001000.