Mexico Stock Exchange (BMV) Enumerations#

The Mexican Stock Exchange, commonly known as Mexican Bolsa, Mexbol, or BMV, is one of two stock exchanges in Mexico, the other being BIVA - Bolsa Institucional de Valores.

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

  • 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

2

Dark book

6

Auction book

MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

0

Order cancellation

1

Opening auction

10

Suspended series

11

Listing suspended

12

Unscheduled auction due to breach of listing requirements

13

Orderbook cleared after continuous auction

14

Orderbook cleared after intraday auction

15

News pending

16

Settlement auction

17

Extraordinary settlement auction

18

Single daily auction for CKDes

19

Closed

2

Pre-market

3

Auction allocation (uncrossing)

4

Auction allocation completed

5

End of auction

6

Continuous trading

7

Volatility auction

8

Continuous auction due to >20 days of inactivity

9

Demerger / spin-off auction

TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Other auction (e.g. VWAP auction)

C

Closing auction

O

Opening auction

T

Trading at closing price

U

Unscheduled auction

TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

16

Market on Close trade

26

Midpoint trade

30

Regular trade

31

Daily VWAP trade

44

Exception trade (VWAP)

46

Exception trade (TWAP)

47

Block trade

54

Market on Close trade (INAV)

6

Crossing trade (Unintentional cross)

8

Closing price trade