We using Fix Protocol Plugin (open source from Connamara) and indexing Fix logs. There is field NoMDEntries which is struct/object. The structure has price and entry type. If we do a visualization with entry type versus avg price, it gives same price across both. The issue seem to be related to behavior of Array as documented.
It is true that we can not group on object component fields? How can we convert Object(Array) to nested. The PUT gives error
reason": "object mapping [NoMDEntries] can't be changed from non-nested to nested".