NYSE Arca Equities Enumerations#

NYSE Arca is a fully electronic U.S. securities exchange and a subsidiary of the New York Stock Exchange (NYSE) Group. Originally founded as the Archipelago Exchange (ArcaEx), it merged with the NYSE in 2006. Today, it is the global market leader in trading Exchange-Traded Products (ETPs) like ETFs and ETNs

The following fields have Enumerations:

  • AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order.

  • TRADE_TYPE - Type of trade

  • TRADE_TYPE_EXT - Extended trade type code

  • ODD_LOT - Indicates whether a trade was an odd lot

  • TRADE_PERIOD - Market period during which a trade was executed.

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

  • RPI - Indicates the presence of Retail Price Improvement interest on bid and/or ask side

  • COND - Condition code

  • COND2 - Second condition code

  • COND3 - Third condition code

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

  • REASON_CODE - Reason for an instrument status update

  • SHORT_SALE_RESTRICTION - Indicates whether short selling is permitted

  • SESSION - Trading session to which the update relates, e.g. “Day”, “Night”, “T”, “T+1”

  • UPDATE_TYPE - Type of update

  • ORDER_TYPE - Type of order.

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, trades against hidden liquidity)

B

Buy

S

Sell
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

A

Auction trade

H

Regular trade against hidden liquidity
TRADE_TYPE_EXT - Enumeration#

Enumeration ID

Enumeration Description

@

Standard settlement

‘” “’

No trade-through exemption

F

Intremarket sweep

O

Market center opening trade

5

Re-opening trade

6

Market center closing trade

T

Extended hours

U

Extended hours + out of sequence

Z

Out of sequence

I

Odd lot trade
ODD_LOT - Enumeration#

Enumeration ID

Enumeration Description

Y

Odd lot

‘””’

Not an odd lot
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

C

Closing auction

E

Extended hours (Early session)

L

Extended hours (Late session)

O

Opening auction

U

Unscheduled auction

o

Opening auction (extended hours)

u

Unscheduled auction (extended hours)
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book
RPI - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No retail interest
COND - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No condition

P

Closing auction extended due to extreme closing imbalance
COND2 - Enumeration#

Enumeration ID

Enumeration Description

0

Auction will run

1

Auction will run + interest exists within the auction collars or imbalance is zero

2

Auction will not run because of an imbalance outside the auction collars

3

Auction will not run and will transition to the closing auction instead
COND3 - Enumeration#

Enumeration ID

Enumeration Description

0

No imbalance freeze

1

Imbalance freeze - MOO/LOO orders cannot be entered / modified / cancelled
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

4

Halted

6

Suspended

B

Begin accepting orders

E

Early session

L

Late session

O

Core session

P

Pre-open

X

Closed
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

1

Market-wide circuit breaker (MWCB) halt level 1

2

Market-wide circuit breaker (MWCB) halt level 2

3

Market-wide circuit breaker (MWCB) halt level 3

6

Suspended

A

Additional information requested

C

Regulatory concern

D

News disseminated

E

Merger effective

F

ETF component prices not available

I

Order imbalance

M

LULD pause

N

Corporate action

O

New security offering

P

News pending

V

Intraday indicative value not available

X

Equipment changeover
SHORT_SALE_RESTRICTION - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

0

No short selling restriction

1

Short selling restriction in effect
SESSION - Enumeration#

Enumeration ID

Enumeration Description

Main

Main trading session

Pre-Market

Extended hours - pre-market session

Post-Market

Extended hours - post-market session
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

N

Fill (non-printable - does not appear in trade tickers as the execution is part of an aggregated auction print)

O

Partial fill (non-printable)

P

Partial fill

R

Refresh
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order