Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Descriptions Page 470
4.12.2 TD940 Daily Regular Market Making Quote Request Performance
Description This report describes the on-request market making quality for the
Regular Market Making (RMM) program of a member by comparing
the number of quote requests of the day to the number of quote
request violations of the member.
Frequency Daily.
Availability This report is available for trading members only.
XML Report Structure
M/O Text Report Heading
td940
rptHd
exchNam m
envText m
rptCod m
rptNam m
rptPrntEffDat m
rptPrntRunDat m
td940Grp
, repeated 0 ... variable times:
td940KeyGrp
membExchIdCod m EXCHANGE MEMBER
membExchIdNam m
td940Rec
, repeated 1 ... variable times:
prodId o PRODUCT
dCutLim o DAY CUT LIMIT
quoReqTot o QUOTE REQUESTS TOTAL
goodQuoReqResp o GOOD QUOTE REQ RESPONSES
quoReqViol o QUOTE REQ VIOLATIONS
shtQuoPct o PERCENT SHORT QUOTES
valQuoReqViol o VALID QUO REQ VIOLATION
valQuoReqTot o VALID QUO REQ TOTAL
valGoodQuoReqResp o VALID GOOD QUOTE REQ
RESPONSES
violPct o VIOLATION PERCENT
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