BIVA (Bolsa Institucional de Valores) Enumerations#

The Institutional Stock Exchange, commonly known as BIVA, is Mexico’s second stock exchange, based in Mexico City. BIVA began operations on 25 July 2018 and trades the same instruments as the other exchange in Mexico, the Bolsa Mexicana de Valores: equities, debts, warrants and some Mexican-specific instruments such as CKDs and FIBRAs.

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

  • REASON_CODE - Reason for an instrument status update

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

  • TRADE_TYPE - Type of trade

  • TRADING_STATUS - Indicates whether the instrument is subject to a halt or suspension

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

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

B

Buy

S

Sell

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

2

Dark book

8

Market on close (MOC) book

MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No market phase

E

End of system hours

M

End of market hours

P

Post-close

Q

Start of market hours

S

Start of system hours

T

End of post-close

U

Scheduled auction end

V

Scheduled auction start

REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not applicable

A

Continuous auction start

B

Continuous auction end

C

Non-compliant with listing requirements

E

Expired

H

Volatility auction

I

Start of Indication of Interest (IOA)

L

Not yet available for trading

M

Suspended by Market Surveillance

N

Normal trading

O

Suspended by market of origin

Q

News pending

S

Static price band breach

TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

C

Closing auction

I

Intraday auction

O

Opening auction

T

Trading at closing price

U

Unscheduled auction

TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

BLK

Block trade

C

Intentional cross

E

Exceptional Cross (at VWAP/TWAP)

I

IPO cross

R

Regular trade

U

Unintentional cross

TRADING_STATUS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Active

V

Suspended