Madrid Stock Exchange (SIBE) Enumerations#

The Madrid Stock Exchange is one of four regional stock exchanges in Spain that make up the overall Spanish stock market.

The following fields have Enumerations:

  • 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).

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

  • TRADE_TYPE [until 20221111] -

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

2

Dark book

9

Off-exchange

R

Request for Quote
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

-

Inactive [until 20221111]

1

Pre-trading

100

Trading at last price

101

End of closing auction

102

Closing price calculation

2

Opening auction

3

Continuous trading

4

Closing auction

5

Post-trading

6

Intraday auction

9

Unscheduled auction

A

Accepting orders

a

Auction

B

Break

C

Closed

c

Extended closing auction

E

Post-trading

H

Halted

H100

Regulatory halt [until 20221111]

H101

Halted by Market Surveillance [until 20221111]

H102

Knocked out [until 20221111]

H103

Knock-in pending [until 20221111]

I

Intraday auction

k

Knocked out

L

Closing auction

m

Manual auction

M

Pre-trading

n

Not tradable

N

Unscheduled auction [until 20221111]

N100

Manual auction [until 20221111]

N101

Opening auction extension [until 20221111]

N102

Closing auction extension [until 20221111]

N103

Volatility auction [until 20221111]

o

Extended opening auction

r

Regulatory halt

s

Halted by Market Surveillance

T

Continuous trading

U

Underlying halted

V

Suspended

v

Volatility auction

X

Extraordinary market conditions [until 20221111]

Z

Trading at last price
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

1

Central Limit Order Book

3

Dark Book

4

Off Book

5

Periodic auction

6

Request for Quotes
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

R

Trade receiving price improvement

Y

Exchange for physical

Z

Package trade
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

2

Continuous trading

3

Trading at closing price

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
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

A

Auction

C

Closing Auction

I

Intraday Auction

O

Opening Auction

T

Trading at last price

U

Unscheduled Auction

-

Regular trading
TRADE_TYPE [until 20221111] - Enumeration#

Enumeration ID

Enumeration Description

1001

Communicated application

1002

Authorised application (volume)

1003

Authorised application (corporate interest)

1004

Authorised application (execution of contracts)

1005

Authorised application (other reasons)

1006

Validation (communicated)

1007

Authorised validation (volume)

1008

Authorised validation (corporate interest)

1009

Authorised validation (execution of contracts)

1010

Authorised validation (other reasons)

1011

Transaction between members (communicated)

1012

Transaction between members (authorised)

1013

Transaction between members (volume)

1014

Transaction between members (corporate interest)

1015

Transaction between members (execution of contracts)

1016

Transaction between members (other reasons)

1017

Application to cater for a linked position

1018

Transaction to cater for a linked position

1019

Option exercise

1020

Block trade

1021

Public offer (buy)

1022

Public offer (sell)

1023

Public offer (subscription)

1024

Special trade (Delta neutral)

1025

Special trade (VWAP)

1026

Forced buying

1027

Forced selling

1028

NAV special trade T+1

1029

NAV special trade T+2

1030

NAV special trade T+3

1031

Transaction without CCP

1032

Application without CCP

1033

Investment fund T+1

1034

Investment fund T+2

1035

Investment fund T+3

1036

VWAP trade

34

Block trade

D

Trade cancellation [until 20161230]

I

Regular trade [until 20161230]

T1

Trade from continuous trading

T2

Opening auction trade

T3

Closing auction trade

T4

Volatility auction trade

T5

Trade from manual auction

T6

Trade from extended opening auction

T7

Trade from extended closing auction

T8

Trade from closing price trading