Euronext Dublin (Irish Stock Exchange) Enumerations#

Euronext Dublin, formerly the Irish Stock Exchange, is part of the Euronext group, offering trading in equities, bonds, funds, and derivatives of Irish and international companies.

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 (before 20190204) -

  • MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20190204) - Byte 2 (Market period) -

  • MKT_PHASE (from 20190204) - Byte 3 (Phase qualifier) -

  • MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20190204) - Byte 3 (Phase qualifier) -

  • MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20190204) - Byte 2 (Market period) -

  • MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20190204) - Byte 2 (Market period) -

  • MKT_PHASE (from 20190204) - Byte 3 (Phase qualifier) -

  • MKT_PHASE (from 20190204) - Byte 2 (Market period) -

  • MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20190204) - Byte 3 (Phase qualifier) -

  • MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) -

  • 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_ENTRY_STATUS - Indicates the availability of order entry / modification / cancellation

  • 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

2

Dark book

‘””’

Not applicable
MKT_PHASE (before 20190204) - Enumeration#

Enumeration ID

Enumeration Description

201

Restricted

202

Book

211

Closing auction freeze

ADD

New instrument before its first day of trading

CCAL

Closing auction call

COBB

Closing auction orderbook balancing

CPOB

Closing auction pre-orderbook balancing

ENDT

End of trading

HALT

Halted

HOL

Holiday

IAIP

Intraday auction freeze

ICAL

Intraday auction call

IOBB

Intraday auction orderbook balancing

IPOB

Intraday auction pre-orderbook balancing

OAIP

Opening IPO auction

OCAL

Opening auction call

OOBB

Opening auction orderbook balancing

OPOB

Opening auction pre-orderbook balancing

POST

Post-trading

PRET

Pre-trading

STAR

Start of trading

SUSP

Suspended

TRAD

Continuous trading

UNDE

Undefined

VOLA

Volatility auction
MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

‘” “’

Undefined
MKT_PHASE (from 20190204) - Byte 2 (Market period) - Enumeration#

Enumeration ID

Enumeration Description

‘” “’

Undefined
MKT_PHASE (from 20190204) - Byte 3 (Phase qualifier) - Enumeration#

Enumeration ID

Enumeration Description

‘” “’

Undefined
MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

A

Auction call
MKT_PHASE (from 20190204) - Byte 3 (Phase qualifier) - Enumeration#

Enumeration ID

Enumeration Description

C

Call BBO only
MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

C

Closed
MKT_PHASE (from 20190204) - Byte 2 (Market period) - Enumeration#

Enumeration ID

Enumeration Description

C

Closing
MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

H

Halted

I

Inaccessible

N

Continuous uncrossing

O

Continuous trading
MKT_PHASE (from 20190204) - Byte 2 (Market period) - Enumeration#

Enumeration ID

Enumeration Description

O

Opening
MKT_PHASE (from 20190204) - Byte 3 (Phase qualifier) - Enumeration#

Enumeration ID

Enumeration Description

Q

Quoting period

R

Random uncrossing
MKT_PHASE (from 20190204) - Byte 2 (Market period) - Enumeration#

Enumeration ID

Enumeration Description

S

Standard
MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

S

Suspended
MKT_PHASE (from 20190204) - Byte 3 (Phase qualifier) - Enumeration#

Enumeration ID

Enumeration Description

T

Trading at last
MKT_PHASE (from 20190204) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

U

Uncrossing

Z

Reserved
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

-

Not applicable

1

Central Limit Order Book

3

Dark 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

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_ENTRY_STATUS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

C

Cancel only

D

No orderbook access

E

Order entry/cancel/modify enabled

M

Cancel and modify only
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

A

Action by Market Operations

C

Scheduled transition

D

Status change in the underlying security

E

Knocked out by the exchange

I

Knocked in by the issuer

K

Knocked out by issuer

L

Trade price outside Liquidity Provider quote

M

Status change on the primary market

N

No liquidity provider quote

O

Collars breached

P

New listing

T

Automatic reopening
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not applicable

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

‘””’

Unspecified

1

Regular trade

10

Exchange for Physical - cash leg

100

Regular trade with provisional price

101

Large in Scale (LiS) trade with provisional price

102

Large in Scale (LiS) package trade with provisional price

20

Best of Book trade

24

Trade cancellation

25

Off-market trade

26

Delta Neutral trade

27

VWAP trade

28

Euronext Fund Service trade

29

Secondary listing place trade

33

Dark trade

39

Guaranteed Cross (negotiated trade in liquid security)

4

Large in Scale (LiS) package trade

40

Guaranteed Cross (negotiated trade in illiquid security)

41

Large in Scale trade

5

Guaranteed Cross

OTC

Off-book trade [until 20190201]

T

Auction trade [until 20190201]

X

Standard trade [until 20190201]
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

M

Modify