Entities used as basis for the statistics.
Code | Meaning |
---|---|
1 | Bid prices |
2 | Offer prices |
3 | Bid depth |
4 | Offer depth |
5 | Orders |
6 | Quotes |
7 | Orders and Quotes |
8 | Trades |
9 | Trade prices |
10 | Auction prices |
11 | Opening prices |
12 | Closing prices |
13 | Settlement prices |
14 | Underlying prices |
15 | Open interest |
16 | Index values |
17 | Margin rates |
18 | Outages |
19 | Scheduled auctions |
20 | Reference prices |
21 | Trade value |
22 | Market data fee items |
23 | Rebates |
24 | Discounts |
25 | Payments |
26 | Taxes |
27 | Levies |
28 | Benefits |
29 | Fees |
30 | Orders and RFQs (Request for quotes) |
31 | Market makers |
32 | Trading interruptions |
33 | Trading suspensions |
34 | No quotes |
35 | Request for quotes |
36 | Trade volume |