Nasdaq CXC Enumerations#

Nasdaq CXC is Nasdaq’s dark pool ATS that allows participants to execute orders anonymously at or better than the NBBO without displaying quotes.

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

BYPASS - Enumeration#
Enumeration ID	Enumeration Description
‘””’	Not a bypass trade
Y	Bypass trade

MKT_PHASE - Enumeration#
Enumeration ID	Enumeration Description
C	End of transmission
E	End of system hours
H	Halted
M	End of market hours
O	Start of messages
Q	Start of market hours
R	Resume after market-wide circuit breaker
S	Start of system hours
T	Trading
W	Market-wide circuit breaker

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)
CT	Cash today
DD	Delayed delivery
ND	Next day

TRADE_PERIOD - Enumeration#
Enumeration ID	Enumeration Description
-	Regular trading
C	Closing auction (Market on close)

TRADE_TYPE - Enumeration#
Enumeration ID	Enumeration Description
‘””’	Regular trade
B	Basis cross
C	Contingent cross
D	Derivative-related cross
H	Hidden order execution
I	Internal cross
N	NAV cross
L	M-ELO (Midpoint Extended Life Order) trade
V	VWAP cross
X	Intentional cross