maker
The maker logs in the stats folder offer a snapshot of the market conditions for a specific currency pair, provided by a particular liquidity provider, captured every minute. It details the buying and selling prices (bid and ask), the frequency of price updates, the spread between buying and selling prices, and data transmission quality (in terms of delays). This minute-by-minute data is vital for assessing short-term market dynamics and the performance consistency of the liquidity provider.
XCore writes the statistics to stats/maker/maker.csv; each line covers one provider and symbol for one minute.
Starting with XCore 6.01, maker stats data is also available in ClickHouse database. You can request access by contacting our support team in Microsoft Teams or the ticketing system.
| Heading | Description |
|---|---|
| time | End of the minute, as yyyy-MM-dd HH:mm:ss.SSS. |
| maker | The liquidity provider that supplied the data. |
| symbol | The symbol. |
| instrument | The instrument on the provider side. |
| delay_avg | Average delay, in milliseconds, between the timestamp the provider put on its quotes and their receipt in XCore. |
| delay_min | Minimum delay in milliseconds. |
| delay_max | Maximum delay in milliseconds. When a positive delay limit is configured on the provider stream and this value exceeds it, XCore writes a MAKER_QUOTE_DELAY warning to the system log. |
| bid_count | Total number of valid bid updates across all layers during the period. |
| bid_depth_min | Minimal bid depth during the period. |
| bid_depth_max | Maximal bid depth during the period. |
| bid_tob_count | Number of top of book (ToB) bid price updates during the period. |
| bid_tob_avg | Average ToB bid price. |
| bid_tob_open | ToB bid price at the start of the period. |
| bid_tob_high | Highest ToB bid price recorded during the period. |
| bid_tob_low | Lowest ToB bid price recorded during the period. |
| bid_tob_close | ToB bid price at the end of the period. |
| ask_count | Total number of valid ask updates across all layers during the period. |
| ask_depth_min | Minimal ask depth during the period. |
| ask_depth_max | Maximal ask depth during the period. |
| ask_tob_count | Number of ToB ask price updates during the period. |
| ask_tob_avg | Average ToB ask price. |
| ask_tob_open | ToB ask price at the start of the period. |
| ask_tob_high | Highest ToB ask price recorded during the period. |
| ask_tob_low | Lowest ToB ask price recorded during the period. |
| ask_tob_close | ToB ask price at the end of the period. |
| spread_avg | The average ToB spread recorded during the period. |
| spread_open | The spread at the start of the period. |
| spread_high | The highest spread recorded during the period. |
| spread_low | The lowest spread recorded during the period. |
| spread_close | The spread at the end of the period. |
Example
time,maker,symbol,instrument,delay_avg,delay_min,delay_max,bid_count,bid_depth_min,bid_depth_max,bid_tob_count,bid_tob_avg,bid_tob_open,bid_tob_high,bid_tob_low,bid_tob_close,ask_count,ask_depth_min,ask_depth_max,ask_tob_count,ask_tob_avg,ask_tob_open,ask_tob_high,ask_tob_low,ask_tob_close,spread_avg,spread_open,spread_high,spread_low,spread_close
2026-09-23 12:48:00.000,Maker_1,EURUSD,EUR/USD,0.72222,0,2,36,2,2,18,1.10002,1.10002,1.10003,1.10001,1.10003,36,2,2,18,1.10048,1.10048,1.10049,1.10047,1.10047,0.00046,0.00046,0.00048,0.00044,0.00044