Description

Type: int

Sub-scope of the statistics to further reduce the entities used as basis for the statistics.

Valid values:

  • 1 = Visible

    Only includes visible orders and/or quotes.

  • 2 = Hidden

    Only includes hidden orders and/or quotes.

  • 3 = Indicative

    Only includes IOIs and non-tradable quotes.

  • 4 = Tradeable

    Excludes IOIs and indicative quotes.

  • 5 = Passive

    Only includes resting orders and tradeable quotes.

  • 6 = Market consensus

    Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band.

  • 7 = Power

    Outages due to power failure.

  • 8 = Hardware error

    Outages due to a hardware malfunction or failure.

  • 9 = Software error

    Outages due to a software malfunction or failure.

  • 10 = Network error

    Outages due to network error.

  • 11 = Failed

    Transaction voided by the execution venue.

  • 12 = Executed

    Total or partial execution of an order or quote.

  • 13 = Entered

    Order or quote entry.

  • 14 = Modified

    Order or quote modification.

  • 15 = Cancelled

    Order or quote cancellation.

  • 16 = Market data access
  • 17 = Terminal access
  • 18 = Volume

    Specifies sub-scope of market data per volume.

  • 19 = Cleared

    Cleared trade.

  • 20 = Settled

    Settled trade.

  • 21 = Other

    Any other fees incurred by the client.

  • 22 = Monetary

    Monetary benefits offered to the clients.

  • 23 = Non-monetary

    Non-monetary benefits offered to the clients

  • 24 = Gross

    Total fees excluding rebates and discounts.

  • 25 = Large in scale

    Means an order classified as large in scale in accordance with a regulatory definition.

  • 26 = Neither hidden nor large in scale

    Excluding orders pending disclosures and LIS.

  • 27 = Corporate action

    Specifies type of trading suspension.

  • 28 = Venue decision

    Specifies type of trading suspension.

  • 29 = Minimum time period

    Minimum time period for the event defined by scope.

  • 30 = Open

    Open status of RFQs (request for quotes), no quotes have been provided.

  • 31 = Not executed

    Orders or quotes that didn't execute.

  • 32 = Aggressive

    Order or Quote entered into the order book that took liquidity.

  • 33 = Directed

    An order where execution venue is specified by the client.

Used In