Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Descriptions Page 207
4.2.47 CB715 Average Pricing
Description This C7 report shows details about Average Pricing or De-Merge trans-
actions. Average Pricing is the merge of multiple transactions from the
current day, with the same instrument, same account and the same
buy/sell side. For each Average Pricing transaction the report shows all
related transactions as well as the resulting volume weighted average
price.
The report is available in xml- and csv-format.
In addition the report contains information on flexible contracts.
The report is available for EUREX/ECAG Members.
Frequency Daily.
Availability This report is available for clearing and trading members.
XML Report Structure
M/O Text Report Heading
cb715
rptHdr
exchNam m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
cb715Grp
, repeated 0 ... variable times:
cb715KeyGrp
membClgIdCod m Clearing Member
cb715Grp1
, repeated 1 ... variable times:
cb715KeyGrp1
membExchIdCod m Exchange Member
cb715Grp2
, repeated 1 ... variable times:
cb715KeyGrp2
currTypCod m Clearing Instrument Currency
cb715Grp3
, repeated 1 ... variable times:
cb715KeyGrp3
accountName m AccountName
cb715Grp4
, repeated 1 ... variable times:
cb715KeyGrp4