Taiwan Consolidated Equities Enumerations#

Consolidated data from all Taiwan equities exchanges.

The following fields have Enumerations:

  • ASK_COND - Quote condition applicable to the best ask

  • BID_COND - Quote condition applicable to the best bid

  • 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.

ASK_COND - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No condition

1

Ask price on lower limit

2

Ask price on upper limit
BID_COND - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No condition

1

Bid price on lower limit

2

Bid price on upper limit
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

3

Odd lot book

6

Auction 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

ROCO

Taipei Exchange

XTAI

Taiwan Stock Exchange
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Other auction [e.g. after-hours odd lot auction]

C

Closing auction

I

Intraday auction

O

Opening auction

T

Trading at closing price

U

Unscheduled auction
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

As for underlying venues
TRADE_VENUE - Enumeration#

Enumeration ID

Enumeration Description

ROCO

Taipei Exchange

XTAI

Taiwan Stock Exchange