# Aquis Stock Exchange Enumerations Aquis Exchange PLC is a creator and facilitator of next-generation financial markets, through the provision of accessible, simple and efficient stock exchanges, trading venues and technology The following fields have Enumerations: * MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue * MMT_ALGO_IND - Identifies whether a trade involved an algorithmic order. * MMT_BENCHMARK_IND - Identifies whether a trade was priced according to a defined benchmark (e.g. VWAP) or reference price (e.g. midpoint of the primary market BBO), or whether it was part of a trade in multiple instruments (contingent trade or portfolio trade). * MMT_CROSS_IND - Identifies agency cross trades, where a broker crossed two client orders outside the order book. * MMT_DEFERRAL_TYPE - Type of publication deferral or subsequent enrichment applied to a trade report. * MMT_DIVIDEND_IND - Identifies whether a trade includes special dividend arrangements, e.g. a trade sold cum-dividend during an ex-dividend period. * MMT_DUP_IND - Identifies trades reported to more than one Approved Publication Arrangement. * MMT_MKT_MECH - Market mechanism through which a trade was executed. * MMT_MOD_IND - Identifies trade cancellations, or amendments of a previous trade. * MMT_NEGOTIATED_IND - Indicates privately negotiated trades, or Systematic Internaliser trades exempt from pre-trade transparency. * MMT_OFF_BOOK_AUTO_IND - Identifies whether an off-book trade report was executed via a manual or automated process. * MMT_PRICE_FORMING_IND - Identifies whether a trade is price-forming, or contributes to the price discovery process. * MMT_PUB_MODE - Identifies whether a trade was subject to delayed publication, and the reason for the deferral. * MMT_TRANS_CAT - Identifies various special categories of trade. * MMT_TRD_MODE - Trading period during which an on-book trade was executed, or origin of an off-book trade report (on-exchange / off-exchange / SI). * TRADE_TYPE - Type of trade * TRADING_STATUS - Indicates whether the instrument is subject to a halt or suspension #### MKT_PHASE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | 0 | Closed | | 1 | Open | | 8 | Pre-open | | 9 | Pre-close | #### MMT_ALGO_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not an algorithmic trade | #### MMT_BENCHMARK_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|------------------------------------------------------------------------------------| | - | Not applicable | | 1 | Benchmark trade executed at the closing price | | 2 | Portfolio trade + benchmark trade executed at the closing price | | 3 | Contingent trade + benchmark trade executed at the closing price | | 4 | Contingent trade + portfolio trade + benchmark trade executed at the closing price | | B | Benchmark trade | | C | Contingent trade | | M | Benchmark trade + contingent trade | | N | Contingent trade + portfolio trade | | O | Benchmark trade + contingent trade + portfolio trade | | P | Portfolio trade | | S | Reference price trade | | Y | Benchmark trade + portfolio trade | #### MMT_CROSS_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not a cross trade | | X | Agency cross trade | #### MMT_DEFERRAL_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | No deferral / unspecified | #### MMT_DIVIDEND_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | | E | Ex-/cum-dividend | #### MMT_DUP_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------------------| | - | Unique trade report | | 1 | Duplicative trade reported to more than one APA | #### MMT_MKT_MECH - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | 2 | Quote-Driven Market | | 4 | Off Book | #### MMT_MOD_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | New trade | | A | Amended trade | | C | Trade cancellation | #### MMT_NEGOTIATED_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------------------------------------------------------------------------------------------------| | - | Not applicable | | 1 | Negotiated trade in liquid instruments | | 2 | Negotiated trade in illiquid instruments | | 3 | Negotiated trade subject to conditions other than the market price | | 4 | Pre-trade transparency waiver for illiquid instrument on an SI | | 5 | Pre-trade transparency waiver for trade larger than Standard Market Size on an SI | | 6 | Pre-trade transparency waivers for trade larger than Standard Market Size on an SI and illiquid instrument on an SI | | 7 | Large in Scale OTC trade brought onto a venue | | 8 | Negotiated trade with pre-trade transparency waiver | | 9 | Large in Scale OTC trade in liquid instruments brought onto a venue | | a | Large in Scale OTC trade in illiquid instruments brought onto a venue | | b | Large in Scale OTC trade subject to conditions other than the current market price and brought onto a venue | | c | Large in Scale OTC trade with pre-trade transparency waiver brought onto a venue | | N | Negotiated trade | #### MMT_OFF_BOOK_AUTO_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | | M | Off-book manual | | Q | Off-book automated | #### MMT_PRICE_FORMING_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------------------------| | J | Trade not contributing to the price discovery process | | N | Price not available but pending | | P | Plain vanilla (price-forming) trade | | T | Non-price forming (technical) trade | #### MMT_PUB_MODE - Enumeration | Enumeration ID | Enumeration Description | |------------------|----------------------------------------------------------------------------| | - | Immediate publication | | 1 | Delayed publication / late reported | | 2 | Deferred publication (Large in Scale) | | 3 | Deferred publication (illiquid instrument) | | 4 | Deferred publication (size specific to instrument) | | 5 | Deferred publication (illiquid instrument and size specific to instrument) | | 6 | Deferred publication (illiquid instrument and Large in Scale) | #### MMT_TRANS_CAT - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | #### MMT_TRD_MODE - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------| | 5 | Trade reporting (on-exchange) | #### TRADE_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | 8 | Trade report | #### TRADING_STATUS - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | 1 | Active | | 2 | Halted | | 3 | Suspended |