European Equities Market Volume Summary User Guide
The data shown here is made available “as is” and on an “as available” basis and may not be accurate or up to date. To the maximum extent permitted by law, Cboe accepts no responsibility for any errors, omissions, or inaccuracies of the data.
All data provided on the market volume summary is obtained through one or more data vendors. Each data vendor processes the market data they receive before sending it on to Cboe Europe. Therefore the accuracy of market data displayed by Cboe Europe will be affected by the choice of data vendor and any pre-processing performed by the data vendor. Depending on which data vendor is in use for the day, market data from some venues may or may not be present.
The market volume summary relies on the reporting venue to correctly specify the MMT flags on each of their trades. Venues may differ in their interpretation of certain MMT flags, or in some cases omit certain flags entirely, in which case Cboe Europe utilises a best-guess approach based on the available data for each trade. For certain venues Cboe Europe ignores MMT flags set by the venue because they do not conform with how other market participants are using these flags.