Entities used as basis for the statistics.
1 | = | Bid prices | Added EP191
| | [BidPrices] |
2 | = | Offer prices | Added EP191
| | [OfferPrices] |
3 | = | Bid depth | Added EP191
| | [BidDepth] |
4 | = | Offer depth | Added EP191
| | [OfferDepth] |
5 | = | Orders | Added EP191
| | [Orders] |
6 | = | Quotes | Added EP191
| | [Quotes] |
7 | = | Orders and Quotes | Added EP191
| | [OrdersAndQuotes] |
8 | = | Trades | Added EP191
| | [Trades] |
9 | = | Trade prices | Added EP191
| | [TradePrices] |
10 | = | Auction prices | Added EP191
| | [AuctionPrices] |
11 | = | Opening prices | Added EP191
| | [OpeningPrices] |
12 | = | Closing prices | Added EP191
| | [ClosingPrices] |
13 | = | Settlement prices | Added EP191
| | [SettlementPrices] |
14 | = | Underlying prices | Added EP191
| | [UnderlyingPrices] |
15 | = | Open interest | Added EP191
| | [OpenInterest] |
16 | = | Index values | Added EP191
| | [IndexValues] |
17 | = | Margin rates | Added EP191
| | [MarginRates] |
18 | = | Outages System halt due to a technical malfunction or failure. | Added EP231
| | [Outages] |
19 | = | Scheduled auctions | Added EP231
| | [ScheduledAuctions] |
20 | = | Reference prices | Added EP231
| | [ReferencePrices] |
21 | = | Trade value Trade size multiplied by price. | Added EP231
| | [TradeValue] |
22 | = | Market data fee items Fees related to market data access. | Added EP231
| | [MarketDataFeeItems] |
23 | = | Rebates Rebate items offered to the client. | Added EP231
| | [Rebates] |
24 | = | Discounts Discounts offered to the client. | Added EP231
| | [Discounts] |
25 | = | Payments Other benefits offered to the client. | Added EP231
| | [Payments] |
26 | = | Taxes Taxes incurred. | Added EP231
| | [Taxes] |
27 | = | Levies Levies incurred. | Added EP231
| | [Levies] |
28 | = | Benefits Benefits offered to the client. | Added EP231
| | [Benefits] |
29 | = | Fees | Added EP231
| | [Fees] |
30 | = | Orders and RFQs (Request for quotes) | Added EP231
| | [OrdersRFQs] |
31 | = | Market makers | Added EP231
| | [MarketMakers] |
32 | = | Trading interruptions Disruption in trading due to an automatic or manual decision. | Added EP231
| | [TradingInterruptions] |
33 | = | Trading suspensions An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority. | Added EP231
| | [TradingSuspensions] |
34 | = | No quotes Period of no quotes received. | Added EP231
| | [NoQuotes] |
35 | = | Request for quotes | Added EP231
| | [RequestForQuotes] |
36 | = | Trade volume Quantity traded. | Added EP236
| | [TradeVolume] |