Td941 Daily Permanent Market Making Quote Request Performance - Siemens SIMATIC PROFINET Function Manual

Eurex
XML Report Reference Manual
XML Report Descriptions
4.12.3

TD941 Daily Permanent Market Making Quote Request Performance

Description
Frequency
Availability
XML Report Structure
td941
rptHd
exchNam
envText
rptCod
rptNam
rptPrntEffDat
rptPrntRunDat
td941Grp, repeated 0 ... variable times:
td941KeyGrp
membExchIdCod
membExchIdNam
td941Rec, repeated 1 ... variable times:
prodId
dCutLim
quoReqTot
goodQuoReqResp
quoReqViol
shtQuoPct
valQuoReqViol
valQuoReqTot
valGoodQuoReqResp
RESPONSES
violPct
This report describes the on-request market making quality for the
Permanent Market Making (PMM) program of a member by comparing
the number of quote requests of the day to the number of quote
request violations of the member.
Daily.
This report is available for trading members only.
M/O Text Report Heading
m
m
m
m
m
m
m EXCHANGE MEMBER
m
o PRODUCT
o DAY CUT LIMIT
o QUOTE REQUESTS TOTAL
o GOOD QUOTE REQ RESPONSES
o QUOTE REQ VIOLATIONS
o PERCENT SHORT QUOTES
o VALID QUO REQ VIOLATION
o VALID QUO REQ TOTAL
o VALID GOOD QUOTE REQ
o VIOLATION PERCENT
Version V 3.1.3
05.04.2017
Page 472