CSE2 Exchange Enumerations#

CSE2 is the Canadian Securities Exchange’s alternative trading system, offering an unprotected market for trading securities listed on the CSE and other Canadian marketplaces.

The following fields have Enumerations:

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

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

  • BYPASS - Identifies whether the trade resulted from a Bypass order

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

  • ODD_LOT - Indicates whether a trade was an odd lot

  • ORDER_TYPE - Type of order.

  • SPECIAL_TERMS - Indicates any non-standard settlement / execution terms associated with a trade

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

  • TRADE_TYPE - Type of trade

  • UPDATE_TYPE - Type of update

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

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

B

Buy

S

Sell
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

3

Odd lot book

4

Special terms book
BYPASS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not a bypass trade

Y

Bypass trade
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

D

Delayed open

E

End of system hours

H

Halted

M

End of market hours

N

End of closing price trading session

Q

Start of market hours

S

Start of system hours

SUSP

Suspended

V

Opening auction

X

Closing price trading session
ODD_LOT - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Board lot

Y

Odd lot
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
SPECIAL_TERMS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No special terms (standard settlement)

C

Cash [until 20241004]

CT

Cash today

DD

Delayed delivery

NN

Non-net

NR

Non-resident
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

C

Closing auction

O

Opening auction

T

Trading at closing price

U

Unscheduled auction
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

A

NAV cross

C

Contingent cross

E

Derivative-related cross

G

Regular (intentional) cross

I

Internal cross

L

Closing price cross

S

Basis cross

V

VWAP cross
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

P

Partial fill