Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 988
6.1074 spreadBidPrice
Description This field contains the upper bid price which determines the appro-
priate maximum quote spread value for a specified product.
Format numeric 10, 5
Where used: TA111 All Active/Inactive Series
6.1075 spreadDaysMonth
Description This field contains the upper limit of days/month to expiration for which
the related quote spreads are applied.
Format alphanumeric 3
Where used: TA111 All Active/Inactive Series
6.1076 spreadQuality
Description This field contains Spread Quality on that trading day which is a perfor-
mance measure based on the average spread of all series quoted in
the strike price window of a Market Maker in a product for a day.
Format numeric 5, 4
Where used: TD980 Excessive System Usage Report
TD981 Month-to-Date OTR
6.1077 spreadTickValue
Description This field contains the spread tick value in either an absolute or
percentage format.
Format numeric 10, 5
To Next Page
Loading...
