Blue Ocean ATS Enumerations#

Blue Ocean ATS (BOATS) is a US-based Alternative Trading System (ATS) run by Blue Ocean Technologies, enabling trading of U.S. stocks (NMS) during non-traditional hours, specifically 8 PM to 4 AM ET, Sunday to Thursday, bridging the overnight gap

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_PERIOD - Market period during which a trade was executed.

  • 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

  • SHORT_SALE_RESTRICTION - Indicates whether short selling is permitted

  • 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

H

Trade against hidden liquidity
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No market phase

1

Opening (pre-market)

2

Trading

3

Post-trading

4

Closed

H

Halted

P

Paused

Q

Quoting
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

A

Administrative

R

Regulatory

X

None
SHORT_SALE_RESTRICTION - Enumeration#

Enumeration ID

Enumeration Description

0

No short sellling restriction

1

Short selling restriction in effect
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

P

Partial fill
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

limit order