Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Descriptions Page 554
4.15.9 TT132 Market Maker Protection
Description For each market participant and for each exchange, this report lists all
market maker protection (mmp) activities during the day, i.e. the
maintenance of the mmp limits, the inactivation and the reactivation of
quotes.
Reports are split per Business Unit and Product and sorted by Time
and mmp Activity.
When the quote trading exceeds a defined mmp limit on product or
instrument type level, corresponding quotes are inactivated. For each
quote inactivation (manual or due to a mmp limit break) and for each
manual reactivation, two records are generated with the same time:
- one with the mmp limits and the quote inactivation status,
- one with the corresponding mmp counters which are reset when
quotes are reactivated.
Frequency Daily.
Availability This report is available for trading members only.
XML Report Structure
M/O Text Report Heading
tt132
rptHdr
exchNam m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
tt132Grp
, repeated 0 ... variable times:
tt132KeyGrp
participantGrp
participant m Participant
partLngName m Participant Long Name
tt132Grp1
, repeated 1 ... variable times:
tt132KeyGrp1
businessUnitGrp
businessUnit m BU
busUntLngName m BU Long Name
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