Nagoya Stock Exchange Enumerations#
The Nagoya Stock Exchange (NSE) offers trading in equities, bonds, and other securities issued by Japanese companies.
The following fields have Enumerations:
ASK_COND - Quote condition applicable to the best ask
BID_COND - Quote condition applicable to the best bid
BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.
TRADE_PERIOD - Market period during which a trade was executed.
TRADE_SESSION - Trading session from which a trade originates, e.g. “Day”, “Night”
TRADE_TYPE - Type of trade
Enumeration ID |
Enumeration Description |
|---|---|
0 |
No bid |
1 |
Regular ask |
2 |
Regular ask (buying up) [intermediate quote when an incoming order trades through multiple price points] |
3 |
Pre-open ask |
4 |
Special ask [circuit breaker to prevent an excessive drop in price from one trade to the next - ask set to the lower limit] |
5 |
Sequential execution ask [circuit breaker caused by a large drop in price from a rapid string of executions - ask set to the lower limit] |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
No bid |
1 |
Regular bid |
2 |
Regular bid (selling down) [intermediate quote when an incoming order trades through multiple price points] |
3 |
Pre-open bid |
4 |
Special bid [circuit breaker to prevent an excessive increase in price from one trade to the next - bid set to the upper limit] |
5 |
Sequential execution bid [circuit breaker caused by a large price increase from a rapid string of executions - bid set to the upper limit] |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Lit order book |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Regular trading |
C |
Closing auction |
O |
Opening auction |
U |
Unscheduled auction |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Off-market trading (ToSTNet) |
1 |
Morning session |
2 |
Afternoon session |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Regular trade |