# German Regional Exchanges (Berlin, Munich, Dusseldorf, Hamburg, Hannover) Enumerations These are the regional stock exchanges in major German cities like Berlin, Munich, Dusseldorf, Hamburg, and Hannover, providing trading venues for local companies and securities. The following fields have Enumerations: * 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). * TRADE_PERIOD - Market period during which a trade was executed. * TRADE_TYPE - Type of trade #### BOOK_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | ‘””’ | Not applicable | | 1 | Off-book | | 9 | Off-exchange | | Q | Quote-driven trading | #### MKT_PHASE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | ACALL | Auction Call | | CACAL | Continuous auction call | | IIPO | Intraday auction call | | SUSP | Suspended | | VOLA | Volatility interruption | #### MMT_ALGO_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not an algorithmic trade | | H | Algorithmic trade | #### MMT_BENCHMARK_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | | 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 | #### MMT_DIVIDEND_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | #### MMT_DUP_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Unique trade report | #### MMT_MKT_MECH - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | - | Not applicable | | 2 | Quote-Driven Market | | 4 | Off Book | | 7 | Other / Hybrid | | 8 | Hybrid | | 9 | Other | #### 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 | #### 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 | #### MMT_TRD_MODE - Enumeration | Enumeration ID | Enumeration Description | |------------------|--------------------------------| | - | Not applicable | | 6 | Trade reporting (off-exchange) | | I | Intraday auction | | K | Closing auction | | O | Opening auction | | U | Unscheduled auction | #### TRADE_PERIOD - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | ‘””’ | Not applicable | | A | Auction | | C | Closing Auction | | I | Intraday Auction | | O | Opening Auction | | U | Unscheduled Auction | | - | Regular trading | #### TRADE_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|--------------------------------| | ‘””’ | No condition | | 100 | Opening auction | | 101 | Intraday auction | | 102 | Volatility auction | | 103 | Closing auction | | 104 | Cross auction | | 107 | IPO auction | | 108 | Liquidity improvement cross | | 109 | Special auction | | 2 | Opening | | 3 | Regular trading | | 5 | Fixing | | 9 | Closing | | C | Trading at close | | F | Off-book | | M | Price from subscription period | | X | Regular trade |