Ratios between various entities.
1 | = | Buyers to sellers | Added EP191
| | [BuyersToSellers] |
2 | = | Upticks to downticks Can also be used with a scope of multiple instruments representing an index. | Added EP191
| | [UpticksToDownticks] |
3 | = | Market maker to non-market maker Use to identify share of market making activity. | Added EP191
| | [MarketMakerToNonMarketMaker] |
4 | = | Automated to non-automated Use to identify ratio of orders and quotes resulting from automated trading. | Added EP191
| | [AutomatedToNonAutomated] |
5 | = | Orders to trades Use with scope of trades. | Added EP191
| | [OrdersToTrades] |
6 | = | Quotes to trades Use with scope of trades. | Added EP191
| | [QuotesToTrades] |
7 | = | Orders and quotes to trades Use with scope of trades. | Added EP191
| | [OrdersAndQuotesToTrades] |
8 | = | Failed to total traded value Total value of failed trades over total traded value. | Added EP231
| | [FailedToTotalTradedValue] |
9 | = | Benefits to total traded value Total value of all benefits over total traded value. | Added EP231
| | [BenefitsToTotalTradedValue] |
10 | = | Fees to total traded value Total value of all fees excluding rebates over total traded value. | Added EP231
| | [FeesToTotalTradedValue] |
11 | = | Trade volume to total traded volume Total value of failed trades over total traded value. | Added EP236
| | [TradeVolumeToTotalTradedVolume] |
12 | = | Orders to total number of orders Orders pertaining to a type over total number of orders. | Added EP236
| | [OrdersToTotalNumberOrders] |