Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Descriptions Page 499
tradVolume o TRADED VOLUME
volFactor o VOL FACTOR
quotePerformance o QUOTE PERFORMANCE
quoteSizeQuality o QUOTE SIZE QUALITY
spreadQuality o SPREAD QUALITY
floorType o FLOOR TYPE
floor o FLOOR
volLim o VOLUME LIMIT
mtdVolLim o VOLUME LIMIT (MtD)
mtdOrderedVol o ORDERED VOLUME (MtD)
mtdOtr o ORDER TO TRADE RATIO (MtD)
Text Report Structure
Participant Participant Long Name
----------- ----------------------------------------
XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
Total trading days in the current month Trading Days (Month-to-Date)
--------------------------------------- ----------------------------
99 99
Product
-------
XXXX
TRADING DAY MM PROGRAM MM PACKAGE MM REQ GRACE FACTOR MM-BASE TRADED VOLUME VOL FACTOR QUOTE PERFORMANCE QUOTE SIZE QUALITY
SPREAD QUALITY FLOOR TYPE FLOOR VOLUME LIMIT VOLUME LIMIT (MtD) ORDERED VOLUME (MtD)
ORDER TO TRADE RATIO (MtD)
----------- ---------- ---------- ------- ------------ ------------ ------------- ---------- ----------------- ------------------
31-12-09 XXXX XXXXX 99.9999 9.9999 999999999999 999999999999 9999 9.9999 999999999999
9.9999 XXXXXXXXXXXX 999999999999 999999999999 999999999999 9999999999999
999.9999