# 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 |