Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions
Page 525
4.13.7
TE910 T7 Daily Trade Activity
Description
This report lists for each product and each instrument all on-exchange
match steps and TES trades created during the day and provides the
corresponding on and off-book trade volume reporting.
Reports are grouped per Product, Instrument Type and Instrument ID
and sorted per Trade Time.
For each trade, the report gives the trade type, the trade price, the
executed quantity and the number of traded buy and sell orders. It
gives also for each on-exchange match step the accumulated trade
quantity per instrument since the start of day and the relative higher
and lower trade prices at the trade time.
Frequency
Daily.
Availability
This report is available for all members.
CRE Area
Public.
XML Report Structure
M/O Text Report Heading
te910
rptHdr
exchNam
te910Grp, repeated 0 ... variable times:
te910KeyGrp
instrumentGrp
product
te910Rec, repeated 1 ... variable times:
time18