Budapest Stock Exchange Enumerations#

The Budapest Stock Exchange (BSE) facilitates trading in shares, bonds, investment funds, derivatives, and other securities issued by Hungarian and foreign companies.

The following fields have Enumerations:

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

  • CALL_PUT_IND - “C” - Call option, “P” - Put option

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

  • TRADE_TYPE - Type of trade

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not applicable

0

Lit order book

1

Off-book

9

Off-exchange

Q

Quote-driven trading
CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

1

Halted

1001

Opening auction

1002

Intraday auction

1003

Closing auction

1004

Between auctions

1006

Volatility auction

1007

Extended volatility auction

1008

Opening auction call

1009

Opening auction pre-orderbook balancing

1010

Opening auction orderbook balancing

1011

Intraday auction call

1012

Intraday auction pre-orderbook balancing

1013

Intraday auction orderbook balancing

1014

Closing auction call

1015

Closing auction pre-orderbook balancing

1016

Closing auction orderbook balancing

1017

Pre-listing

1018

Deleted

1019

Continuous auction pre-call

1020

Continuous auction call

1027

Market halted

1028

Post-trading

1029

Potential volatility interruption

1030

Frozen volatility interruption

1031

Market order interruption

1032

Potential market order interruption

1033

Trading at close

2

Suspended

2001

Opening order collection

2002

Opening transaction

2003

Continuous trading

2004

Closing order collection

2005

Closing transaction

3

Volatility auction

32

Start of day

4

Extended volatility auction

6

Closed

7

Pre-trading

8

Continuous trading

9

Not tradable
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

1

Benchmark trade executed at the closing price

2

Portfolio trade + benchmark trade executed at the closing price

3

Contingent trade + benchmark trade executed at the closing price

4

Contingent trade + portfolio trade + benchmark trade executed at the closing price

B

Benchmark trade

C

Contingent trade

M

Benchmark trade + contingent trade

N

Contingent trade + portfolio trade

O

Benchmark trade + contingent trade + portfolio trade

P

Portfolio trade

S

Reference price trade

Y

Benchmark trade + portfolio 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
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

-

Not applicable

1

Central Limit Order Book

2

Quote-Driven Market

4

Off Book

7

Other / Hybrid

8

Hybrid

9

Other
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 current market price

7

OTC trade larger than LIS brought onto a venue

8

Negotiated trade with pre-trade transparency waiver

9

Large in Scale OTC negotiated trade in liquid instruments brought onto a venue

a

Large in Scale OTC negotiated trade in illiquid instruments brought onto a venue

b

Large in Scale OTC negotiated trade subject to conditions other than the current market price and brought onto a venue

c

Large in Scale OTC negotiated trade with pre-trade transparency waiver brought onto a venue

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

Z

Price not applicable
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

Z

Package trade
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

1

Auction

2

Continuous trading

3

Trading at market close

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_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not applicable

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

1

Regular trade

11

Price without turnover (Valuation trade)

12

Continuous auction

13

Reference price

14

Trade at closing price

2

Negotiated trade

6

Opening auction

7

Intraday auction

8

Closing auction

9

Volatility auction