Athens Stock Exchange Enumerations#

The Athens Stock Exchange is the stock exchange of Greece, based in the capital city of Athens.[4] It was founded in 1876. There are currently five markets operating in ATHEX: regulated securities market, regulated derivatives market, Alternative market, carbon market (for EUAs) and OTC market.[4] In the regulated securities market investors can trade in stocks, bonds, ETFs and other related securities. On the stock exchange 172 stocks are currently traded representing 166 companies.

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.
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).
ORDER_TYPE - Type of order.
REASON_CODE - Reason for an instrument status update
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
9	Off-exchange

MKT_PHASE - Enumeration#
Enumeration ID	Enumeration Description
-	Char 2- Trading Status - Undefined
A	Char 1 - Mkt Phase - At The Close orders added to orderbook
C	Char 1 - Mkt Phase - Closing price trading
H	Char 2 - Trading Status - Halted
P	Char 1 -Mkt Phase - Auction call
R	Char 2 - Trading Status - Re-opening
S	Char 2 - Trading Status - Suspended
T	Char 1 - Mkt Phase - Continuous trading

MMT_ALGO_IND - Enumeration#
Enumeration ID	Enumeration Description
-	Not an algorithmic trade
H	Algorithmic trade

MMT_BENCHMARK_IND - Enumeration#
Enumeration ID	Enumeration Description
-	Not a benchmark trade
B	Benchmark trade
S	Reference price 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
1	Limited details
2	Daily aggregated trade
3	Volume omission trade
4	4 weeks aggregated trade
5	Indefinite aggregated trade
6	Volume omission trade eligible for enrichment in aggregated form
7	Full details of earlier Limited Details trade
8	Full details of earlier Daily Aggregated trade
9	Full details of earlier Volume Omission trade
V	Full details of 4 Weeks Aggregated trade
W	Full details of Volume Omission trade eligible for enrichment in aggregated form

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
1	Central Limit Order Book
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
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
D	Dark trade
Y	Exchange for physical
Z	Package trade

MMT_TRD_MODE - Enumeration#
Enumeration ID	Enumeration Description
-	Not applicable
1	Auction
2	Continuous trading
3	At Market Close trading
5	Trade reporting (on-exchange)
6	Trade reporting (off-exchange)
7	Trade reporting (Systematic Internaliser)
I	Intraday auction
K	Closing auction
O	Opening auction
U	Unscheduled auction

ORDER_TYPE - Enumeration#
Enumeration ID	Enumeration Description
L	Limit order
M	Market order

REASON_CODE - Enumeration#
Enumeration ID	Enumeration Description
‘””’	Unspecified
E	Halted by the exchange
V	Volatility halt

TRADE_PERIOD - Enumeration#
Enumeration ID	Enumeration Description
A	Auction
C	Closing Auction
I	Intraday Auction
O	Opening Auction
T	Trading at last price
U	Unscheduled Auction
-	Regular trading

TRADE_TYPE - Enumeration#
Enumeration ID	Enumeration Description
‘””’	Regular trade
B	Off-book trade
O	OTC trade

UPDATE_TYPE - Enumeration#
Enumeration ID	Enumeration Description
A	Add
D	Delete
M	Modify