Best of Book) Enumerations#

Euronext operates regulated exchanges in Paris, Amsterdam, Brussels, and Lisbon, facilitating trading in equities, ETFs, warrants, certificates, bonds, derivatives, commodities, and indices.

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 20170717) -
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_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
R	Request for Quote
‘””’	Not applicable

MKT_PHASE (before 20170717) - Enumeration#
Enumeration ID	Enumeration Description
CLAU	Closing auction uncrossing
CLCA	Closing auction call
CLSD	Closed
COAU	Core auction uncrossing
COCA	Core auction call
COCO	Continuous trading
COMO	Core monitoring
EAMO	Early monitoring
HALT	Halted
LAMO	Late monitoring
TAL	Trading at Last

MKT_PHASE - Enumeration#
Enumeration ID	Enumeration Description
AC	Auction call - Closing
AO	Auction call - Opening
AS	Auction call - Standard
CC	Closed - Closing
CO	Closed - Opening
HC	Halted - Closing
HCS	Halted - Closing - Trading at last + random uncrossing
HCT	Halted - Closing - Trading at last
HO	Halted - Opening
HSR	Halted - Standard - Random uncrossing
HST	Halted - Standard - Trading at last
IC	Inaccessible - Closing
IO	Inaccessible - Opening
OCS	Continuous trading - Closing - Trading at last + random uncrossing
OCT	Continuous trading - Closing - Trading at last
OSR	Continuous trading - Standard - Random uncrossing
OST	Continuous trading - Standard - Trading at last
SC	Suspended - Closing
SCS	Suspended - Closing - Trading at last + random uncrossing
SCT	Suspended - Closing - Trading at last
SO	Suspended - Opening
SS	Suspended - Standard
SSR	Suspended - Standard - Random uncrossing
SST	Suspended - Standard - Trading at last
UC	Uncrossing - Closing
UCR	Uncrossing - Closing - Random uncrossing
UCS	Uncrossing - Closing - Trading at last + random uncrossing
UO	Uncrossing - Opening
UOR	Uncrossing - Opening - Random uncrossing
USR	Uncrossing - Standard - Random uncrossing
UST	Uncrossing - Standard - Trading at last
ZC	Reserved - Closing
ZCS	Reserved - Closing - Trading at last + random uncrossing
ZCT	Reserved - Closing - Trading at last
ZO	Reserved - Opening
ZS	Reserved - Standard
ZSR	Reserved - Standard - Random uncrossing
ZST	Reserved - Standard - Trading at last

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
6	Request for Quote

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
P	Peg order [until 20170714]

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
A	Auction
C	Closing Auction
I	Intraday Auction
O	Opening Auction
U	Unscheduled Auction
-	Regular trading
‘””’	Not applicable

TRADE_TYPE - Enumeration#
Enumeration ID	Enumeration Description
‘””’	Undefined
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
103	Issuing / Tender offer trade
104	RFQ trade
105	Auction Volume Discovery (AVD) trade
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
46	Non-standard settlement
47	Repo
48	Exchange Granted trade
49	Other
5	Guaranteed Cross
50	Odd lot trade
VAL	Valuation trade [until 20180625]

UPDATE_TYPE - Enumeration#
Enumeration ID	Enumeration Description
A	Add
D	Delete
M	Modify