Japan Consolidated Equities Enumerations

Consolidated data from all Japanese equities exchanges.

The following fields have Enumerations:

• 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_SESSION - Trading session from which a trade originates, e.g. “Day”, “Night”

• 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.

BOOK_TYPE - Enumeration

Enumeration ID	Enumeration Description
0	Lit order book
1	Off-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
CHIJ	CBOE Japan
SBIJ	JapanNext
XTKS	Tokyo Stock Exchange

TRADE_PERIOD - Enumeration

Enumeration ID	Enumeration Description
-	Regular trading
C	Closing auction
O	Opening auction
U	Unscheduled auction

TRADE_SESSION - Enumeration

Enumeration ID	Enumeration Description
Afternoon	Afternoon session
Day	Day session
Morning	Morning session
Night	Night session
Off-Market	Off-exchange trading

TRADE_TYPE - Enumeration

Enumeration ID	Enumeration Description
‘””’	As for underlying venues

TRADE_VENUE - Enumeration

Enumeration ID	Enumeration Description
CHIJ	CBOE Japan
SBIJ	JapanNext
XTKS	Tokyo Stock Exchange