Hong Kong Stock Exchange Enumerations#

The Hong Kong Stock Exchange (HKEX) offers trading in equities, bonds, ETFs, and derivatives issued by Hong Kong and international companies.

The following fields have Enumerations:

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

  • CALL_PUT_IND - “C” - Call option, “P” - Put option

  • MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue

  • TRADE_PERIOD - Market period during which a trade was executed.

  • TRADE_TYPE - Type of trade

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

3

Odd lot book

CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option

MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

10

End of day

105

Reference price fixing

106

No cancellation

107

Randomized closing auction matching

108

Randomized matching

15

Continuous trading

16

Closed

17

Exchange intervention

3

Pre-trading

36

Opening auction matching

4

Closing auction matching

44

No cancel / modification

5

Closing auction call

58

Pause

67

Order cancellation

69

Opening auction call

TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Auction

C

Closing auction

O

Opening auction

U

Unscheduled auction

TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Automatch

104

Overseas trade

15

Non-direct off-exchange trade

20

Late trade (previous day off-exchange)

25

Auction trade

30

Direct off-exchange trade

31

Automatch internalised trade

4

Odd lot