TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2472MDStatisticRatioTypeRatioTypint

Ratios between various entities.


MDStatisticRatioTypeCodeSet
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]
Added EP191

Used in components:
[MDStatisticParameters]