Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Descriptions Page 527
4.13.8 TE930 T7 Daily Trade Statistics
Description This report provides the daily information for T7 trades executed on the
simple instrument level, included flexible instruments. The daily prices
and trade volumes are listed for all options and futures series and
summarised on the product level. This report is similar to the report
TD930, that is based on clearing positions. In contrast, the report
TE930 is based on the deal information directly obtained from T7. For
Variance Futures and Total Return Futures, the report TE930 is based
only on trading notations.
Frequency Daily.
Availability This report is available for all members.
CRE Area Public.
XML Report Structure
M/O Text Report Heading
te930
rptHdr
exchNam m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
te930Grp
, repeated 0 ... variable times:
te930KeyGrp
product m Product
undrPrvClsPrc o PreviousClose
undrLstClsPrc o UnderClose
te930Grp1
, repeated 1 ... variable times:
te930KeyGrp1
cntrClasCod o CP
te930Rec
, repeated 1 ... variable times:
instrumentId m Instrument Id
instrumentMnemonic m Instrument Mnemonic
lstSetlmtPrc_1 o LstSetlPrc
opnPrc o OpnPrc
dlyHghPrcSignd o DlyHghPrcSignd
To Next Page
Loading...
Need help?
General
