Cboe BYX Enumerations#

Cboe BYX is one of Cboe Global Markets’ four U.S. equities exchanges, operating as a distinct electronic order book for trading NMS securities with its own unique fee schedule and market model. It is well known for utilizing Periodic Auctions during regular trading hours to help minimize market impact and provide liquidity

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_TYPE_EXT - Extended trade type code

  • ODD_LOT - Indicates whether a trade was an odd lot

  • 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.

  • RPI - Indicates the presence of Retail Price Improvement interest on bid and/or ask side

  • MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue

  • 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

Regular trade against hidden liquidity

P

Periodic auction trade

R

Routed trade
TRADE_TYPE_EXT - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified [for future use]
ODD_LOT - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified [for future use]
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

E

Extended hours (Early session)

L

Extended hours (Late session)

p

Periodic auction
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

6

Auction book

9

Off-exchange
RPI - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No retail interest

A

Retail interest on bid side

B

Retail interest on ask side

C

Retail interest on bid and ask side
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

A

Accepting order for queuing

H

Halted

Q

Quote only

S

Closed

T

Trading
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