Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Descriptions Page 480
4.12.8 TD946 MTD - Permanent Market Making Quote Request Performance
Description This report contains information on the on-request market maker
performance in products for which the member is registered in the
Permanent Market Making (PMM) program. The reporting period starts
on the first business day of the current month. This report indicates
whether the market maker is on target to comply with his obligations.
Frequency Daily.
Availability This report is available for trading members only.
XML Report Structure
M/O Text Report Heading
td946
rptHd
exchNam m
envText m
rptCod m
rptNam m
rptPrntEffDat m
rptPrntRunDat m
td946Grp
, repeated 0 ... variable times:
td946KeyGrp
membExchIdCod m EXCHANGE MEMBER
membExchIdNam m
repPerFromDat m REPORTING PERIOD
repPerToDat m
td946Rec
, repeated 1 ... variable times:
prodId o PRODUCT
quoReqTot o QUOTE REQUESTS TOTAL
mtdCutLim o VIOLATION PERCENT
goodQuoReqResp o GOOD QUOTE REQ RESPONSES
quoReqViol o QUOTE REQ VIOLATIONS
shtQuoPct o PERCENT SHORT QUOTES
valQuoReqViol o VIOLATION PERCENT
valQuoReqTot o VIOLATION PERCENT
valGoodQuoReqResp o VIOLATION PERCENT
violPct o VIOLATION PERCENT
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