# 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              |