Euronext Milan (Borsa Italiana) - Equities Enumerations#
Borsa Italiana is Italy’s main stock exchange located in Milan, facilitating trading in Italian equities.
The following fields have Enumerations:
AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order.
BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.
MKT_PHASE (before 20230327) -
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).
ORDER_TYPE - Type of order.
TRADE_PERIOD - Market period during which a trade was executed.
TRADE_TYPE - Type of trade
UPDATE_TYPE - Type of update
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Undefined (e.g. auction trades, off-book trades) |
B |
Buy |
S |
Sell |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Lit order book |
1 |
Off-book |
2 |
Dark book |
R |
Request for Quote |
‘””’ |
Not applicable |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Not applicable |
1 |
Inactive |
2 |
Suspended |
a |
Opening auction call |
b |
Post-close |
c |
Closed |
d |
Closing auction call |
e |
Re-opening auction call |
f |
Frozen |
g |
OPA auction call |
H |
Halted |
I |
Re-opening auction call (circuit breaker) |
J |
Halted (matching partition suspended) |
K |
Halted (trading system suspended) |
L |
Halt (circuit breaker) |
P |
Regulatory halt |
Q |
Quoting period |
R |
Resume order deletion period |
S |
Trading stop |
t |
End of trade reporting |
T |
Regular trading |
u |
Closing price crossing |
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 |
|---|---|
AC |
Auction call - Closing |
ACQ |
Auction call - Closing - Quoting period |
AO |
Auction call - Opening |
AS |
Auction call - Standard |
CC |
Closed - Closing |
CO |
Closed - Opening |
HC |
Halted - Closing |
HCS |
Halted - Closing - Trading at last + random uncrossing |
HCT |
Halted - Closing - Trading at last |
HO |
Halted - Opening |
HS |
Halted - Standard |
HSR |
Halted - Standard - Random uncrossing |
HST |
Halted - Standard - Trading at last |
IC |
Inaccessible - Closing |
IO |
Inaccessible - Opening |
OCS |
Continuous trading - Closing - Trading at last + random uncrossing |
OCT |
Continuous trading - Closing - Trading at last |
OSR |
Continuous trading - Standard - Random uncrossing |
OST |
Continuous trading - Standard - Trading at last |
SC |
Suspended - Closing |
SCS |
Suspended - Closing - Trading at last + random uncrossing |
SCT |
Suspended - Closing - Trading at last |
SO |
Suspended - Opening |
SS |
Suspended - Standard |
SSR |
Suspended - Standard - Random uncrossing |
SST |
Suspended - Standard - Trading at last |
UC |
Uncrossing - Closing |
UCR |
Uncrossing - Closing - Random uncrossing |
UCS |
Uncrossing - Closing - Trading at last + random uncrossing |
UO |
Uncrossing - Opening |
UOR |
Uncrossing - Opening - Random uncrossing |
USR |
Uncrossing - Standard - Random uncrossing |
UST |
Uncrossing - Standard - Trading at last |
ZC |
Reserved - Closing |
ZCS |
Reserved - Closing - Trading at last + random uncrossing |
ZCT |
Reserved - Closing - Trading at last |
ZO |
Reserved - Opening |
ZS |
Reserved - Standard |
ZSR |
Reserved - Standard - Random uncrossing |
ZST |
Reserved - Standard - Trading at last |
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 |
|---|---|
1 |
Central Limit Order Book |
2 |
Quote-Driven Market |
3 |
Dark Book |
4 |
Off Book |
5 |
Periodic Auction |
6 |
Request for Quote |
7 |
Hybrid / Other |
- |
Not applicable |
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 |
D |
Dark trade |
R |
Trade receiving price improvement |
Y |
Exchange for physical |
Z |
Package trade |
Enumeration ID |
Enumeration Description |
|---|---|
1 |
Auction |
2 |
Continuous trading |
3 |
At Market Close trading |
4 |
Out of Main Session 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 |
- |
Not applicable |
Enumeration ID |
Enumeration Description |
|---|---|
L |
Limit order |
M |
Market order |
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 |
‘””’ |
Not applicable |
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Undefined |
1 |
Regular trade |
10 |
Exchange for Physical - cash leg |
100 |
Regular trade with provisional price |
101 |
Large in Scale (LiS) trade with provisional price |
102 |
Large in Scale (LiS) package trade with provisional price |
103 |
Issuing / tender offer trade |
104 |
RFQ trade |
105 |
Auction Volume Discovery (AVD) trade |
20 |
Best of Book trade |
24 |
Trade cancellation |
25 |
Off-market trade |
26 |
Delta Neutral trade |
27 |
VWAP trade |
28 |
Euronext Fund Service trade |
29 |
Secondary listing place trade |
33 |
Dark trade |
39 |
Guaranteed Cross (negotiated trade in liquid security) |
4 |
Large in Scale (LiS) package trade |
40 |
Guaranteed Cross (negotiated trade in illiquid security) |
41 |
Large in Scale trade |
5 |
Guaranteed Cross |
Enumeration ID |
Enumeration Description |
|---|---|
A |
Add |
D |
Delete |
M |
Modify |