Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 680
Format numeric 4
Where used: TA115 Total Return Futures Parameters
6.303 dayTesVol
Description This field contains the total TES contract volume of the current day.
Format numeric 9
Where used: TE930 T7 Daily Trade Statistics
6.304 dayTotVol
Description This field contains the total volume of the current day.
Format numeric 9
Where used: TD930 Daily Trade Statistics
TE930 T7 Daily Trade Statistics
6.305 dCutLim
Description This field contains the daily cut limit, which is the maximum number of
quote requests used for calculating the daily violation percentage.
Format numeric 10
Where used: TD940 Daily Regular Market Making Quote Request Performance
TD941 Daily Permanent Market Making Quote Request Performance
TD942 Daily Advanced Market Making Quote Request Performance