Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 823
6.690 mtdCutLim
Description This field contains monthly cut limit, which is the maximum number of
quote requests used for calculating the violation percentage.
Format numeric 10
Where used: TD945 MTD - Regular Market Making Quote Request Performance
TD946 MTD - Permanent Market Making Quote Request Performance
TD947 MTD - Advanced Market Making Quote Request Performance
6.691 mtdDays
Description This field contains the total trading days till date
Format numeric 2
Where used: TD981 Month-to-Date OTR
6.692 mtdOrderedVol
Description This field contains the cumulated ordered volume on this trading day
and all previous days of the month which is divided by volume limit to
get the order to trade ratio.
Format numeric 13
Where used: TD981 Month-to-Date OTR
6.693 mtdOtr
Description This field contains order to trade ratio (month-to-date) per product.
Format numeric 7, 4
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