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:
- 1,207,fix
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)
- 32
Groups the items by volume (last shares). Sort them and you will know your largest transactions.
We hope you like it.