Johannesburg Stock Exchange Enumerations#
The Johannesburg Stock Exchange is the largest stock exchange in Africa, trading South African stocks across sectors.
The following fields have Enumerations:
BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.
EVENT_CODE - Event that triggered an instrument status update
MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue
REASON_CODE - Reason for an instrument status update
TRADE_PERIOD - Market period during which a trade was executed.
TRADE_TYPE - Type of trade
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Lit order book |
1 |
Off-book |
6 |
Auction book |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Unspecified |
0 |
Scheduled transition |
1 |
Extended by Market Ops |
2 |
Shortened by Market Ops |
3 |
Market order imbalance |
4 |
Price outside range |
5 |
Circuit breaker |
9 |
Unspecified |
Enumeration ID |
Enumeration Description |
|---|---|
a |
Opening auction call |
b |
Post-close |
c |
Market close |
d |
Closing auction call |
E |
EOD volume auction call |
e |
Volatility auction call |
f |
Re-opening auction call |
H |
Halted |
I |
Inactive |
l |
Pause |
p |
Futures close out auction |
s |
Closing price crossing |
S |
Suspended |
T |
Regular trading |
u |
Intraday auction call |
v |
End of trade reporting |
w |
No active session |
x |
End of post-close |
y |
Pre-trading |
z |
Closing price publication |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Unspecified |
1 |
System issues |
101 |
Instrument-level circuit breaker |
102 |
Halted |
2 |
Company announcement expected |
3 |
Halt requested by company |
4 |
Suspension requested by company |
5 |
Halt / suspension initiated by JSE |
9998 |
Matching partition suspended |
9999 |
System suspended |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Regular trading |
A |
Auction |
C |
Closing auction |
I |
Intraday auction |
O |
Opening auction |
T |
Trading at closing price |
U |
Unscheduled auction |
Enumeration ID |
Enumeration Description |
|---|---|
A |
Auction trade (volatility auction) |
AT |
Automated trade |
BK |
Book build trade |
BT |
Block trade |
C |
Auction trade (closing auction) |
CF |
Corporate finance trade |
E |
Auction trade (re-opening auction) |
HO |
Automated trade against hidden order |
K |
Auction trade (intraday auction) |
L |
Auction trade (futures close out auction) |
LC |
Off-book post contra trade |
LT |
Late trade |
O |
Auction trade (opening auction) |
OP |
Off order book principal trade |
PC |
On-book post contra trade |
PF |
Portfolio trade |
UT |
Uncrossing trade [until 20210531] |
VT |
EOD volume auction |
XT |
Cross trade |