Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions
Page 504
4.13.2
TE540 Daily Order Maintenance
Description
For each market participant and for each exchange, this report lists all
orders regularly entered, traded, changed or deleted during the day.
The report is split per business unit, session and trader and sorted per
product, instrument type, instrument and time.
Frequency
Daily.
Availability
This report is available for trading members only.
XML Report Structure
M/O Text Report Heading
te540
rptHdr
exchNam
te540Grp, repeated 0 ... variable times:
te540KeyGrp
participantGrp
participant
te540Grp1, repeated 1 ... variable times:
te540KeyGrp1
businessUnitGrp
businessUnit
te540Grp2, repeated 1 ... variable times:
te540KeyGrp2
user
te540Grp3, repeated 1 ... variable times:
te540KeyGrp3
instrumentGrp