Description
Type: int
Sub-scope of the statistics to further reduce the entities used as basis for the statistics.
Valid values:
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1 = Visible
Only includes visible orders and/or quotes.
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2 = Hidden
Only includes hidden orders and/or quotes.
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3 = Indicative
Only includes IOIs and non-tradable quotes.
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4 = Tradeable
Excludes IOIs and indicative quotes.
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5 = Passive
Only includes resting orders and tradeable quotes.
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6 = Market consensus
Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band.
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7 = Power
Outages due to power failure.
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8 = Hardware error
Outages due to a hardware malfunction or failure.
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9 = Software error
Outages due to a software malfunction or failure.
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10 = Network error
Outages due to network error.
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11 = Failed
Transaction voided by the execution venue.
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12 = Executed
Total or partial execution of an order or quote.
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13 = Entered
Order or quote entry.
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14 = Modified
Order or quote modification.
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15 = Cancelled
Order or quote cancellation.
- 16 = Market data access
- 17 = Terminal access
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18 = Volume
Specifies sub-scope of market data per volume.
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19 = Cleared
Cleared trade.
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20 = Settled
Settled trade.
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21 = Other
Any other fees incurred by the client.
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22 = Monetary
Monetary benefits offered to the clients.
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23 = Non-monetary
Non-monetary benefits offered to the clients
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24 = Gross
Total fees excluding rebates and discounts.
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25 = Large in scale
Means an order classified as large in scale in accordance with a regulatory definition.
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26 = Neither hidden nor large in scale
Excluding orders pending disclosures and LIS.
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27 = Corporate action
Specifies type of trading suspension.
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28 = Venue decision
Specifies type of trading suspension.
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29 = Minimum time period
Minimum time period for the event defined by scope.
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30 = Open
Open status of RFQs (request for quotes), no quotes have been provided.
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31 = Not executed
Orders or quotes that didn't execute.
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32 = Aggressive
Order or Quote entered into the order book that took liquidity.
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33 = Directed
An order where execution venue is specified by the client.