Canadian Consolidated Equities (all Trades, Quotes, NBBO) Enumerations#

Consolidated data from all Canadian equities exchanges, covering Trades, Quotes and NBBO.

The following fields have Enumerations:

  • AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order.

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

  • BUYER - ID of the market participant on the buy side of a trade

  • BYPASS - Identifies whether the trade resulted from a Bypass order

  • ODD_LOT - Indicates whether a trade was an odd lot

  • OMD_STATUS - Indicates an instrument’s current trading status. Values are normalized across all DBs.

  • QUOTE_VENUE - Venue (MIC) from which a quote originates

  • SELLER - ID of the market participant on the sell side of a trade

  • SPECIAL_TERMS - Indicates any non-standard settlement / execution terms associated with a trade

  • TRADE_PERIOD - Market period during which a trade was executed.

  • TRADE_TYPE - Type of trade

  • TRADE_VENUE - Identifies the venue where a trade was executed. Typically a MIC, with the special values “XOFF” for off-exchange and “SINT” for Systematic Internaliser trades.

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, off-book trades)

B

Buy

S

Sell
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

2

Dark book

3

Odd lot book

4

Special terms book

6

Auction book

‘””’

Not applicable
BUYER - Enumeration#

Enumeration ID

Enumeration Description

10

StephenAvenue Securities Inc.

100

TSX Buy-ins

101

Societe Generale Capital Canada Inc.

11

Jefferies Securities Inc.

123

Citigroup Global Markets Canada

124

Questrade Inc.

13

Instinet Canada Ltd.

14

Virtu Canada Corp.

15

UBS Securities Canada Inc./UBS Valeurs Mobilieres Canada Inc.

150

Generation IACP Inc.

16

Paradigm Capital Inc.

17

Integral Wealth Securities Limited

19

Desjardins Securities Inc.

2

RBC Capital Markets

200

Acumen Capital Finance Partners Ltd.

203

Assante Capital Management Ltd.

205

Lightyear Capital Inc.

206

Moomoo Financial Canada Inc

208

Kingwest and Company

21

PGM Global Inc.

22

Fidelity Clearing Canada ULC

222

JP Morgan Securities Canada Inc.

23

State Street Global Markets Canada Inc.

24

Clarus Securities Inc

25

Odlum Brown Ltd.

26

Wells Fargo Securities Canada Ltd.

28

CI Investment Services Inc.

3

ATB Securities Inc.

300

CSE Buy-ins

301

NEO Buy-ins

33

Canaccord Genuity Corp.

34

Maison Placements Canada Inc.

35

Friedberg Mercantile Group

36

W.D. Latimer Co. Ltd.

38

Liquidnet Canada Inc

39

Merrill Lynch Canada Inc.

4

Cantor Fitzgerald Canada Corporation

43

Caldwell Securities Ltd.

48

Laurentian Bank Securities Inc.

5

Citadel Securities Canada ULC

53

Morgan Stanley Canada Ltd.

55

Velocity Trade Capital Ltd.

56

Edward Jones

57

Interactive Brokers Canada Inc

59

Ventum Financial Corp.

6

INFOR Financial Inc.

62

Haywood Securities Inc.

65

Goldman Sachs Canada Inc.

68

Leede Financial Inc.

7

TD Securities Inc.

73

Cormark Securities Inc./Valeurs Mobilieres Cormark Inc.

76

iA Private Wealth Inc.

77

Peters & Co. Ltd.

79

CIBC World Markets Inc.

80

National Bank Financial Inc.

82

Stifel Nicolaus Canada Inc.

83

Research Capital Corporation

84

Independent Trading Group

85

Scotia Capital Inc.

86

Pictet Canada L.P.

87

Beacon Securities Ltd.

88

Aviso?Financial Inc.

89

Raymond James Ltd.

9

BMO Nesbitt Burns Inc.

90

Barclays Capital Canada Inc.

91

JonesTrading Canada Inc.

92

Pollitt & Co. Inc.

94

Hampton Securities Ltd.

98

Red Cloud Securites Inc.
BYPASS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not a bypass trade

Y

Bypass trade
ODD_LOT - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Board lot

Y

Odd lot
OMD_STATUS - Enumeration#

Enumeration ID

Enumeration Description

A

Auction

B

Break / Pause

C

Closing auction

D

Delisted / Pending deletion

H

Halted

I

Scheduled intraday auction

M

Mandatory quoting period

N

New instrument / Pre-listing

O

Opening auction

P

Pre-market

Q

Indicative quoting period

R

Off-book trade reporting

S

Suspended

T

Continuous trading

U

Unscheduled auction

c

Closed

i

IPO / Public offering auction

n

No market phase / Unspecified

o

Order management

p

Post-market

t

Trading at last price
QUOTE_VENUE - Enumeration#

Enumeration ID

Enumeration Description

CHIC

Chi-X Canada

CSE2

Canadian Securities Exchange

LICA

Liquidnet Canada

LYNX

Lynx

MATN

CBOE Canada - MatchNow

NEOD

CBOE Canada - Neo Dark

NEOE

CBOE Canada - Neo L

NEON

CBOE Canada - Neo LN

OMGA

Omega

PURE

Canadian Securities Exchange - Pure

XATS

Alpha Exchange

XATX

Alpha-X

XCX2

CX2

XCXD

Nasdaq CXD

XICX

Instinet Canada Cross

XTSE

Toronto Stock Exchange
SELLER - Enumeration#

Enumeration ID

Enumeration Description

10

StephenAvenue Securities Inc.

100

TSX Buy-ins

101

Societe Generale Capital Canada Inc.

11

Jefferies Securities Inc.

123

Citigroup Global Markets Canada

124

Questrade Inc.

13

Instinet Canada Ltd.

14

Virtu Canada Corp.

15

UBS Securities Canada Inc./UBS Valeurs Mobilieres Canada Inc.

150

Generation IACP Inc.

16

Paradigm Capital Inc.

17

Integral Wealth Securities Limited

19

Desjardins Securities Inc.

2

RBC Capital Markets

200

Acumen Capital Finance Partners Ltd.

203

Assante Capital Management Ltd.

205

Lightyear Capital Inc.

206

Moomoo Financial Canada Inc

208

Kingwest and Company

21

PGM Global Inc.

22

Fidelity Clearing Canada ULC

222

JP Morgan Securities Canada Inc.

23

State Street Global Markets Canada Inc.

24

Clarus Securities Inc

25

Odlum Brown Ltd.

26

Wells Fargo Securities Canada Ltd.

28

CI Investment Services Inc.

3

ATB Securities Inc.

300

CSE Buy-ins

301

NEO Buy-ins

33

Canaccord Genuity Corp.

34

Maison Placements Canada Inc.

35

Friedberg Mercantile Group

36

W.D. Latimer Co. Ltd.

38

Liquidnet Canada Inc

39

Merrill Lynch Canada Inc.

4

Cantor Fitzgerald Canada Corporation

43

Caldwell Securities Ltd.

48

Laurentian Bank Securities Inc.

5

Citadel Securities Canada ULC

53

Morgan Stanley Canada Ltd.

55

Velocity Trade Capital Ltd.

56

Edward Jones

57

Interactive Brokers Canada Inc

59

Ventum Financial Corp.

6

INFOR Financial Inc.

62

Haywood Securities Inc.

65

Goldman Sachs Canada Inc.

68

Leede Financial Inc.

7

TD Securities Inc.

73

Cormark Securities Inc./Valeurs Mobilieres Cormark Inc.

76

iA Private Wealth Inc.

77

Peters & Co. Ltd.

79

CIBC World Markets Inc.

80

National Bank Financial Inc.

82

Stifel Nicolaus Canada Inc.

83

Research Capital Corporation

84

Independent Trading Group

85

Scotia Capital Inc.

86

Pictet Canada L.P.

87

Beacon Securities Ltd.

88

Aviso?Financial Inc.

89

Raymond James Ltd.

9

BMO Nesbitt Burns Inc.

90

Barclays Capital Canada Inc.

91

JonesTrading Canada Inc.

92

Pollitt & Co. Inc.

94

Hampton Securities Ltd.

98

Red Cloud Securites Inc.
SPECIAL_TERMS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No special terms (standard settlement)

C

Cash

CT

Cash today

DC

Derivative-related contingent trade

DD

Delayed delivery

ND

Next day

NN

Non-net

NR

Non-resident

Y

Special settlement terms
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Auction

C

Closing auction

E

Extended hours (early session)

I

Intraday auction

L

Extended hours (late session)

O

Opening auction

P

Public offering / buyback auction

T

Trading at closing price

U

Unscheduled auction

c

Post-close auction

e

Extended hours

o

Opening auction (extended hours)

p

Auction initiated by market participant

u

Unscheduled auction (extended hours)

‘””’

Not applicable
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘Values are exchange-specific - e.g. if the CLOUD_DB field is set to “TSX”

refer to the TRADE_TYPE values for TSX’
TRADE_VENUE - Enumeration#

Enumeration ID

Enumeration Description

CHIC

Chi-X Canada

CSE2

Canadian Securities Exchange

LICA

Liquidnet Canada

LYNX

Lynx

MATN

CBOE Canada - MatchNow

NEOD

CBOE Canada - Neo Dark

NEOE

CBOE Canada - Neo L

NEON

CBOE Canada - Neo LN

OMGA

Omega

PURE

Canadian Securities Exchange - Pure

XATS

Alpha Exchange

XATX

Alpha-X

XCX2

CX2

XCXD

Nasdaq CXD

XICX

Instinet Canada Cross

XTSE

Toronto Stock Exchange