Description
Type: int
Ratios between various entities.
Valid values:
- 1 = Buyers to sellers
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2 = Upticks to downticks
Can also be used with a scope of multiple instruments representing an index.
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3 = Market maker to non-market maker
Use to identify share of market making activity.
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4 = Automated to non-automated
Use to identify ratio of orders and quotes resulting from automated trading.
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5 = Orders to trades
Use with scope of trades.
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6 = Quotes to trades
Use with scope of trades.
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7 = Orders and quotes to trades
Use with scope of trades.
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8 = Failed to total traded value
Total value of failed trades over total traded value.
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9 = Benefits to total traded value
Total value of all benefits over total traded value.
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10 = Fees to total traded value
Total value of all fees excluding rebates over total traded value.
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11 = Trade volume to total traded volume
Total value of failed trades over total traded value.
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12 = Orders to total number of orders
Orders pertaining to a type over total number of orders.