Bucharest Stock Exchange Enumerations#

The Bucharest Stock Exchange is the stock exchange of Romania located in Bucharest

The following fields have Enumerations:

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

  • 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

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

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

B

Buy

S

Sell
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

0

Pre-trading

1

Suspended

10

Volatility auction

2

Deleted

3

Open

4

Closed

5

Opening/closing (uncrossing)

6

Pre-open

7

Pre-close

8

Trading at last
MMT_ALGO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not an algorithmic trade

H

Algorithmic trade
MMT_BENCHMARK_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_CROSS_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

X

Cross trade
MMT_DEFERRAL_TYPE - Enumeration#

Enumeration ID

Enumeration Description

-

No deferral / unspecified
MMT_DIVIDEND_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_DUP_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Unique trade report
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

N

Negotiated trade
MMT_OFF_BOOK_AUTO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_PRICE_FORMING_IND - Enumeration#

Enumeration ID

Enumeration Description

P

Plain vanilla (price-forming) trade
MMT_PUB_MODE - Enumeration#

Enumeration ID

Enumeration Description

-

Immediate publication
MMT_TRANS_CAT - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

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
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

01

On-book - Buy-side aggressor

02

On-book - Sell-side aggressor

03

On-book - Routed trade

04

On-book - Auction trade

05

On-book - Cross trade

11

Off-book - Buy-side aggressor

12

Off-book - Sell-side aggressor

13

Off-book - Routed trade

14

Off-book- Auction trade

15

Off-book - Cross trade

21

Special auction (public offering / tender offer / redemption) - Buy-side aggressor

22

Special auction (public offering / tender offer / redemption) - Sell-side aggressor

23

Special auction (public offering / tender offer / redemption) - Routed trade

24

Special auction (public offering / tender offer / redemption) - Auction trade

25

Special auction (public offering / tender offer / redemption) - Cross trade