This second textfield allows you to group the data by FIX tags.
Its rules are simple:
- Enter one or more comma separated FIX tags to define the data-slicing.
- Use square brackets to group together FIX tags into oneslice
- Use the word 'fix' to drill-down to the very FIX messages.
A few examples:
Groups the items by account, then by security exchange before reaching the FIX messages
- 167, [55,200]
Groups the items first by product type (options or futures) followed by the combined value of the ticker and maturity month year (aka contract)
Groups the items by volume (last shares). Sort them and you will know your largest transactions.
We hope you like it.