Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Tag Descriptions
Page 823
6.690 mtdCutLim
Description
This field contains monthly cut limit, which is the maximum number of
quote requests used for calculating the violation percentage.
Format
numeric 10
TD945 MTD - Regular Market Making Quote Request Performance
TD946 MTD - Permanent Market Making Quote Request Performance
TD947 MTD - Advanced Market Making Quote Request Performance
6.691 mtdDays
Description
This field contains the total trading days till date
Format
numeric 2
6.692 mtdOrderedVol
Description
This field contains the cumulated ordered volume on this trading day
and all previous days of the month which is divided by volume limit to
get the order to trade ratio.
Format
numeric 13
6.693 mtdOtr
Description
This field contains order to trade ratio (month-to-date) per product.
Format
numeric 7, 4