Korea Consolidated Equities Enumerations#

Consolidated data from all Korean 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_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

2

Dark 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

XKOS

Kosdaq

XKRX

Korea Exchange
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

C

Closing auction

E

Outside hours (Early session)

L

Outside hours (Late session)

O

Opening auction

T

Trading at closing price

U

Unscheduled auction

c

Post-close auction

u

Unscheduled auction (extended hours)
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

1

Regular trade

10

Pre-opening basket trade

11

K-Blox block trade

12

Basket trade

13

Single price post-market trade

14

Quote without trade (valuation price)

15

Pre-open A-Blox block trade

16

A-Blox block trade

17

Buy-in trade

18

Auction trade (volatility auction)

19

Auction trade (extended volatility auction)

2

Pre-opening trade (at previous close)

20

Auction trade (off-hours volatility auction)

21

Auction trade (extended off-hours volatility auction)

3

After-hours block trade

32

Block trade

33

Block trade (pre-market)

34

Block trade (post-market)

4

After-hours trade at closing price

5

Pre-opening block trade

6

After-hours K-Blox block trade

7

After-hours basket trade

8

Single price auction trade

9

Pre-opening K-Blox block trade
TRADE_VENUE - Enumeration#

Enumeration ID

Enumeration Description

XKOS

Kosdaq

XKRX

Korea Exchange