# Cyprus Stock Exchange Enumerations The Cyprus Stock Exchange (CSE) facilitates trading in equities, bonds, funds, and derivatives issued by Cypriot and international companies and governments. 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. * MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue * MMT_ALGO_IND - Identifies whether a trade involved an algorithmic order. * MMT_BENCHMARK_IND - Identifies whether a trade was priced according to a defined benchmark (e.g. VWAP) or reference price (e.g. midpoint of the primary market BBO), or whether it was part of a trade in multiple instruments (contingent trade or portfolio trade). * MMT_CROSS_IND - Identifies agency cross trades, where a broker crossed two client orders outside the order book. * MMT_DEFERRAL_TYPE - Type of publication deferral or subsequent enrichment applied to a trade report. * MMT_DIVIDEND_IND - Identifies whether a trade includes special dividend arrangements, e.g. a trade sold cum-dividend during an ex-dividend period. * MMT_DUP_IND - Identifies trades reported to more than one Approved Publication Arrangement. * MMT_MKT_MECH - Market mechanism through which a trade was executed. * MMT_MOD_IND - Identifies trade cancellations, or amendments of a previous trade. * MMT_NEGOTIATED_IND - Indicates privately negotiated trades, or Systematic Internaliser trades exempt from pre-trade transparency. * MMT_OFF_BOOK_AUTO_IND - Identifies whether an off-book trade report was executed via a manual or automated process. * MMT_PRICE_FORMING_IND - Identifies whether a trade is price-forming, or contributes to the price discovery process. * MMT_PUB_MODE - Identifies whether a trade was subject to delayed publication, and the reason for the deferral. * MMT_TRANS_CAT - Identifies various special categories of trade. * MMT_TRD_MODE - Trading period during which an on-book trade was executed, or origin of an off-book trade report (on-exchange / off-exchange / SI). * ORDER_TYPE - Type of order. * REASON_CODE - Reason for an instrument status update * 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. auction trades, off-book trades) | | B | Buy | | S | Sell | #### BOOK_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | 0 | Lit order book | | 1 | Off-book | | 9 | Off-exchange | #### MKT_PHASE - Enumeration | Enumeration ID | Enumeration Description | |------------------|-----------------------------------------------------| | – | Undefined - Undefined | | -A | Undefined - Active | | -H | Undefined - Halted | | -R | Undefined - Re-opening | | -S | Undefined - Suspended | | A- | At The Close orders added to orderbook - Undefined | | AA | At The Close orders added to orderbook - Active | | AH | At The Close orders added to orderbook - Halted | | AR | At The Close orders added to orderbook - Re-opening | | AS | At The Close orders added to orderbook - Suspended | | C- | Closing price trading - Undefined | | CA | Closing price trading - Active | | CH | Closing price trading - Halted | | CR | Closing price trading - Re-opening | | CS | Closing price trading - Suspended | | P- | Auction call - Undefined | | PA | Auction call - Active | | PH | Auction call - Halted | | PR | Auction call - Re-opening | | PS | Auction call - Suspended | | S- | Stop - Undefined | | SA | Stop - Active | | SH | Stop - Halted | | SR | Stop - Re-opening | | SS | Stop - Suspended | | T- | Continuous trading - Undefined | | TA | Continuous trading - Active | | TH | Continuous trading - Halted | | TR | Continuous trading - Re-opening | | TS | Continuous trading - Suspended | #### MMT_ALGO_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not an algorithmic trade | | H | Algorithmic trade | #### MMT_BENCHMARK_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not a benchmark trade | | B | Benchmark trade | | S | Reference price trade | #### MMT_CROSS_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not a cross trade | | X | Agency cross trade | #### MMT_DEFERRAL_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|----------------------------------------------------------------------------------| | - | No deferral / unspecified | | 1 | Limited details | | 2 | Daily aggregated trade | | 3 | Volume omission trade | | 4 | 4 weeks aggregated trade | | 5 | Indefinite aggregated trade | | 6 | Volume omission trade eligible for enrichment in aggregated form | | 7 | Full details of earlier Limited Details trade | | 8 | Full details of earlier Daily Aggregated trade | | 9 | Full details of earlier Volume Omission trade | | V | Full details of 4 Weeks Aggregated trade | | W | Full details of Volume Omission trade eligible for enrichment in aggregated form | #### MMT_DIVIDEND_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | | E | Ex-/cum-dividend | #### MMT_DUP_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------------------| | - | Unique trade report | | 1 | Duplicative trade reported to more than one APA | #### MMT_MKT_MECH - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | 1 | Central Limit Order Book | | 4 | Off Book | #### MMT_MOD_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | New trade | | A | Amended trade | | C | Trade cancellation | #### MMT_NEGOTIATED_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------------------------------------------------------------------------------------------------| | - | Not applicable | | 1 | Negotiated trade in liquid instruments | | 2 | Negotiated trade in illiquid instruments | | 3 | Negotiated trade subject to conditions other than the market price | | 4 | Pre-trade transparency waiver for illiquid instrument on an SI | | 5 | Pre-trade transparency waiver for trade larger than Standard Market Size on an SI | | 6 | Pre-trade transparency waivers for trade larger than Standard Market Size on an SI and illiquid instrument on an SI | | N | Negotiated trade | #### MMT_OFF_BOOK_AUTO_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | | M | Off-book manual | | Q | Off-book automated | #### MMT_PRICE_FORMING_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------------------------| | J | Trade not contributing to the price discovery process | | N | Price not available but pending | | P | Plain vanilla (price-forming) trade | | T | Non-price forming (technical) trade | #### MMT_PUB_MODE - Enumeration | Enumeration ID | Enumeration Description | |------------------|----------------------------------------------------------------------------| | - | Immediate publication | | 1 | Delayed publication / late reported | | 2 | Deferred publication (Large in Scale) | | 3 | Deferred publication (illiquid instrument) | | 4 | Deferred publication (size specific to instrument) | | 5 | Deferred publication (illiquid instrument and size specific to instrument) | | 6 | Deferred publication (illiquid instrument and Large in Scale) | #### MMT_TRANS_CAT - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | | D | Dark trade | | Y | Exchange for physical | | Z | Package trade | #### MMT_TRD_MODE - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------------| | - | Not applicable | | 1 | Auction | | 2 | Continuous trading | | 3 | At Market Close trading | | 5 | Trade reporting (on-exchange) | | 6 | Trade reporting (off-exchange) | | 7 | Trade reporting (Systematic Internaliser) | | I | Intraday auction | | K | Closing auction | | O | Opening auction | | U | Unscheduled auction | #### ORDER_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | L | Limit order | | M | Market order | #### REASON_CODE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | ‘””’ | Unspecified | | E | Halted by the exchange | | V | Volatility halt | #### TRADE_PERIOD - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | A | Auction | | C | Closing Auction | | I | Intraday Auction | | O | Opening Auction | | T | Trading at last price | | U | Unscheduled Auction | | - | Regular trading | #### TRADE_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | ‘””’ | Regular trade | | B | Block trade | | O | OTC trade | #### UPDATE_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | A | Add | | D | Delete | | M | Modify |