Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Reports Concepts used by Eurex
Page 54
2
XML Reports Concepts used by Eurex
In this chapter the main concepts of the XML Reports offered by Eurex are explained.
2.1
Eurex Terminology
Throughout the Eurex XML Reports documentation, specific terms are used to refer to certain
objects known to the Eurex system. To avoid misunderstandings the most important terms are
described in this paragraph.
The term
product
refers to a set of options or futures contracts, all based on the same specific
underlying security or other value (an underlying), that have been admitted to trading at the
Eurex Exchanges (e.g., futures on the German Stock Index DAX, options on the registered stock
of BMW). A product is identified by its product Id, e.g. “FGBL”.
The term
underlying
is, in each case, the point of reference for the product (e.g., the underlying
of the product FDAX is the German Stock Index DAX; the underlying of the product options on
the registered stock of BMW is the registered stock of BMW).
A
futures contract
is uniquely defined with the fields product Id, contract expiration month and
contract expiration year. An
option contract
is uniquely defined with the fields product Id, contract
class code, contract expiration month, contract expiration year, strike price (or contract exercise
price) and version number.
A
futures combination
is uniquely defined by its two future contract legs. Both legs share the
same product.
A
strategy
is uniquely defined by its strategy type and up to four legs, each determined by a buy/
sell indicator, an option or futures contract specification, a strategy leg underlying price and a
strategy leg volume.
A
flexible option
is uniquely defined by its product Id, contract class code, contract expiration
date, strike price, version number, exercise style (european/american option) and settlement
type (cash/physical).
A
flexible future
is uniquely defined by its product Id, contract expiration date and settlement
type.
2.2
XML Report Layout
The XML Report layout consists of the basic elements structures, structure members and data
types.
2.2.1
Structures
Structures are ordered collections of structure members.
They may contain fields and/or substructures as members, forming a structure tree. On top level
(the root of each structure tree) there is the main report structure.
Most structures are defined as a part of one report. Structures used in several reports are called
common structures.
