Leg Markup
The ‘Leg Markup’ Table
The leg_markup table records the fixed markup components applied to each leg of an order. Each record is identified by the order ID and leg ID, and splits the fixed markup into the part based on the MarkupProfile Bid and Ask markup settings and the part based on the skew setting. A record is written only for legs with a non-zero skew markup; markup_fix + markup_skew equals the leg's markup_fix.
| Attribute | Description |
|---|---|
| order | The unique ID for an order in the XCore system. |
| leg | The unique identifier of the leg of the order. |
| markup_fix | The fixed markup in decimal format applied to the leg based on the MarkupProfile markup_bid and markup_ask settings. |
| markup_skew | The skew markup in decimal format applied to the leg based on the MarkupProfile markup_skew setting, which shifts both bid and ask prices in the same direction while preserving the spread. |