Equiduct Exchange Enumerations#

Equiduct is a pan-European regulated market and MTF owned by Boerse Berlin, providing trading in over 6,000 equities and ETFs across 12 European markets.

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
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

A

Auction

H

Halted

T

Trading
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

1

Benchmark trade executed at the closing price

2

Portfolio trade + benchmark trade executed at the closing price

3

Contingent trade + benchmark trade executed at the closing price

4

Contingent trade + portfolio trade + benchmark trade executed at the closing price

B

Benchmark trade

C

Contingent trade

M

Benchmark trade + contingent trade

N

Contingent trade + portfolio trade

O

Benchmark trade + contingent trade + portfolio trade

P

Portfolio trade

S

Reference price trade

Y

Benchmark trade + portfolio trade
MMT_CROSS_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not a 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

1

Central Limit Order Book

4

Off Book

8

Hybrid
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 current market price

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

P

Plain vanilla (price-forming) 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

-

No condition
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

2

Continuous trading

5

Trade reporting (on-exchange)

I

Intraday auction

K

Closing auction

O

Opening auction

U

Unscheduled auction
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

AC

Closing procedure

ACF

Closing freeze (prior to uncrossing)

AE

Auction due to external market status

AO

Opening procedure

AOF

Opening freeze

AU

Unscheduled auction

AUM

Market order extension

AUV

Volatliity extension

AV

Volatility auction

C

Closed

CC

Post-close

CO

Pre-trading

H

Halted

HE

Halted due to external market status

S

Suspended
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

A

Auction

C

Closing Auction

I

Intraday Auction

O

Opening Auction

U

Unscheduled Auction

-

Regular trading
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Standard CLOB trade

A

Auction trade

b

Apex Liquidity Provision order trade (buy side aggressor)

B

VBBO trade (buy side aggressor)

C

Closing cross trade

D

Trade report subject to conditions other than market price

L

Late trade report

N

Off-book, on-exchange trade

O

Opening cross trade

P

Trade report from previous day

s

Apex Liquidity Provision order trade (sell side aggressor)

S

VBBO trade (sell side aggressor)

U

Uncrossing trade
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

P

Partial fill