Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Tag Descriptions
Page 680
Format
numeric 4
TA115 Total Return Futures Parameters
6.303 dayTesVol
Description
This field contains the total TES contract volume of the current day.
Format
numeric 9
TE930 T7 Daily Trade Statistics
6.304 dayTotVol
Description
This field contains the total volume of the current day.
Format
numeric 9
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
TD940 Daily Regular Market Making Quote Request Performance
TD941 Daily Permanent Market Making Quote Request Performance
TD942 Daily Advanced Market Making Quote Request Performance