India Consolidated Equities Enumerations

Consolidated data from all Indian equities exchanges.

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.

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

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

• 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)
B	Buy
S	Sell

BOOK_TYPE - Enumeration

Enumeration ID	Enumeration Description
0	Lit order book
1	Off-book
3	Odd lot book

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
XBOM	Bombay Stock Exchange
XNSE	National Stock Exchange of India

TRADE_PERIOD - Enumeration

Enumeration ID	Enumeration Description
-	Regular trading
C	Closing auction
I	Intraday auction
O	Opening auction
T	Trading at closing price

TRADE_TYPE - Enumeration

Enumeration ID	Enumeration Description
‘””’	Regular trade
BLK	Block trade
BT	Bunched trade [Aggregated trade where the individual executions are not sent by the exchange]

TRADE_VENUE - Enumeration

Enumeration ID	Enumeration Description
XBOM	Bombay Stock Exchange
XNSE	National Stock Exchange of India