Cboe BZX Equities Enumerations#

Cboe BZX 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. BYX is primarily known for its distinct inverted maker-taker pricing model, which charges a fee for providing liquidity and offers a rebate for removing it, incentivizing aggressive order flow.

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

A

Auction trade

H

Regular trade against hidden liquidity

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

C

Closing auction

E

Extended hours (Early session)

L

Extended hours (Late session)

O

Opening auction

P

Public offering / buyback auction

U

Unscheduled auction
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

9

Off-exchange
RPI - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No retail interest
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