Description
Type: int
Entities used as basis for the statistics.
Valid values:
- 1 = Bid prices
- 2 = Offer prices
- 3 = Bid depth
- 4 = Offer depth
- 5 = Orders
- 6 = Quotes
- 7 = Orders and Quotes
- 8 = Trades
- 9 = Trade prices
- 10 = Auction prices
- 11 = Opening prices
- 12 = Closing prices
- 13 = Settlement prices
- 14 = Underlying prices
- 15 = Open interest
- 16 = Index values
- 17 = Margin rates
-
18 = Outages
System halt due to a technical malfunction or failure.
- 19 = Scheduled auctions
- 20 = Reference prices
-
21 = Trade value
Trade size multiplied by price.
-
22 = Market data fee items
Fees related to market data access.
-
23 = Rebates
Rebate items offered to the client.
-
24 = Discounts
Discounts offered to the client.
-
25 = Payments
Other benefits offered to the client.
-
26 = Taxes
Taxes incurred.
-
27 = Levies
Levies incurred.
-
28 = Benefits
Benefits offered to the client.
- 29 = Fees
- 30 = Orders and RFQs (Request for quotes)
- 31 = Market makers
-
32 = Trading interruptions
Disruption in trading due to an automatic or manual decision.
-
33 = Trading suspensions
An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority.
-
34 = No quotes
Period of no quotes received.
- 35 = Request for quotes
-
36 = Trade volume
Quantity traded.