Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 1223
Where used: CC040 Liquidating Values
CC740 Liquidating Values
6.1858 volatilityPuVu
Description This field contains the volatility for the price-up/volatility-up scenario.
Format numeric 5, 2
Where used: CC040 Liquidating Values
CC740 Liquidating Values
6.1859 volFactor
Description This field contains Volume Factor which is used to calcued Volume
Component
Format numeric 4
Where used: TD980 Excessive System Usage Report
TD981 Month-to-Date OTR
6.1860 volLim
Description This field contains the Volume Limit of this trading day
Format numeric 12
Where used: TD981 Month-to-Date OTR
6.1861 volLimQty
Description This field contains the market maker protection volume limit quantity.
Format numeric 9