TSX Alpha Enumerations#

TSX Alpha Exchange (Alpha) is a trading venue owned and operated by TMX Group (TMX) trading Toronto Stock Exchange (TSX) and TSX Venture Exchange (TSXV) listed securities.

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.

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

  • MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue

  • ODD_LOT - Indicates whether a trade was an odd lot

  • ORDER_TYPE - Type of order.

  • 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

  • UPDATE_TYPE - Type of update

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

3

Odd lot book

4

Special terms book
BYPASS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not a bypass trade

Y

Bypass trade
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

AS

Halted

C

Closed

F

Extended hours close

I

Inhibited

IS

Inhibited, halted

N

Extended hours CXLs

O

Opening

P

Pre-open

S

Open
ODD_LOT - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Board lot

Y

Odd lot
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
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

NN

Non-net

NR

Non-resident
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

7

NAV cross

C

Contingent cross

G

VWAP cross

I

Derivative-related cross

J

Regular (intentional) cross

O

Basis cross

S

Special Trading Session cross

X

Internal cross
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

P

Partial fill