Code Set
MDStatisticRatioTypeCodeSet
| ID | 2472 |
| Type | int |
| Pedigree | Added EP191 |
Ratios between various entities.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| BuyersToSellers | 1 | Buyers to sellers | Added EP191 | |
| UpticksToDownticks | 2 | Upticks to downticks | Can also be used with a scope of multiple instruments representing an index. | Added EP191 |
| MarketMakerToNonMarketMaker | 3 | Market maker to non-market maker | Use to identify share of market making activity. | Added EP191 |
| AutomatedToNonAutomated | 4 | Automated to non-automated | Use to identify ratio of orders and quotes resulting from automated trading. | Added EP191 |
| OrdersToTrades | 5 | Orders to trades | Use with scope of trades. | Added EP191 |
| QuotesToTrades | 6 | Quotes to trades | Use with scope of trades. | Added EP191 |
| OrdersAndQuotesToTrades | 7 | Orders and quotes to trades | Use with scope of trades. | Added EP191 |
| FailedToTotalTradedValue | 8 | Failed to total traded value | Total value of failed trades over total traded value. | Added EP231 |
| BenefitsToTotalTradedValue | 9 | Benefits to total traded value | Total value of all benefits over total traded value. | Added EP231 |
| FeesToTotalTradedValue | 10 | Fees to total traded value | Total value of all fees excluding rebates over total traded value. | Added EP231 |
| TradeVolumeToTotalTradedVolume | 11 | Trade volume to total traded volume | Total value of failed trades over total traded value. | Added EP236 |
| OrdersToTotalNumberOrders | 12 | Orders to total number of orders | Orders pertaining to a type over total number of orders. | Added EP236 |
Used in components:
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy