Description

Type: int

Ratios between various entities.

Valid values:

  • 1 = Buyers to sellers
  • 2 = Upticks to downticks

    Can also be used with a scope of multiple instruments representing an index.

  • 3 = Market maker to non-market maker

    Use to identify share of market making activity.

  • 4 = Automated to non-automated

    Use to identify ratio of orders and quotes resulting from automated trading.

  • 5 = Orders to trades

    Use with scope of trades.

  • 6 = Quotes to trades

    Use with scope of trades.

  • 7 = Orders and quotes to trades

    Use with scope of trades.

  • 8 = Failed to total traded value

    Total value of failed trades over total traded value.

  • 9 = Benefits to total traded value

    Total value of all benefits over total traded value.

  • 10 = Fees to total traded value

    Total value of all fees excluding rebates over total traded value.

  • 11 = Trade volume to total traded volume

    Total value of failed trades over total traded value.

  • 12 = Orders to total number of orders

    Orders pertaining to a type over total number of orders.

Used In