Luxembourg Stock Exchange Enumerations#
The Luxembourg Stock Exchange specializes in the listing of international securities like bonds and funds.
The following fields have Enumerations:
CALL_PUT_IND - “C” - Call option, “P” - Put option
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).
REASON_CODE - Reason for an instrument status update
TRADE_TYPE - Type of trade
Enumeration ID |
Enumeration Description |
|---|---|
C |
Call option |
P |
Put option |
Enumeration ID |
Enumeration Description |
|---|---|
1 |
Auction |
10 |
Halted |
201 |
Closed (pre-trading) |
202 |
Auction call |
203 |
Auction uncrossing |
204 |
Continuous trading |
205 |
Closing auction call |
206 |
Closing auction uncrossing |
207 |
Trading at last |
209 |
Closed (post-trading) |
211 |
Inaccessible |
8 |
Suspended |
9 |
Reserved |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not an algorithmic trade |
H |
Algorithmic trade |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not a benchmark trade |
B |
Benchmark trade |
S |
Reference price trade |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not a cross trade |
X |
Agency cross trade |
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 |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not applicable |
E |
Ex-/cum-dividend |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Unique trade report |
1 |
Duplicative trade reported to more than one APA |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not applicable |
1 |
Central Limit Order Book |
4 |
Off Book |
Enumeration ID |
Enumeration Description |
|---|---|
- |
New trade |
A |
Amended trade |
C |
Trade cancellation |
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 |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not applicable |
M |
Off-book manual |
Q |
Off-book automated |
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 |
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) |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not applicable |
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 |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Unspecified |
0 |
Scheduled transition |
11 |
Knock-in by the issuer |
12 |
Knock-out by the exchange |
13 |
Knock-out by the issuer |
15 |
Action by Market Operations |
20 |
New listing |
21 |
Status change in the underlying security |
22 |
Trade price outside the Liquidity Provider quote |
23 |
Technical halt |
4 |
Collars breached |
7 |
Automatic re-opening |
8 |
No liquidity provider quote |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Unspecified |
1 |
Standard trade |
24 |
Trade cancellation |
25 |
Off-market trade |
27 |
VWAP trade |
32 |
OTC trade |
33 |
Dark trade |
5 |
Guaranteed Cross |