The Nasdaq Enumerations#

The Nasdaq is an American multinational financial services corporation that operates the world’s second-largest stock exchange by market capitalization

The following fields have Enumerations:

  • AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order.

  • TRADE_TYPE - Type of trade

  • TRADE_TYPE_EXT - Extended trade type code

  • ODD_LOT - Indicates whether a trade was an odd lot

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

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

  • RPI - Indicates the presence of Retail Price Improvement interest on bid and/or ask side

  • MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue

  • REASON_CODE - Reason for an instrument status update

  • SHORT_SALE_RESTRICTION - Indicates whether short selling is permitted

  • PART_TYPE - Indicates the type of market participant identified by PART_ID

  • FINANCIAL_STATUS - Indicates the regulatory status of a security or its issuer

  • UPDATE_TYPE - Type of update

  • ORDER_TYPE - Type of order.

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, trades against hidden liquidity)

B

Buy

S

Sell
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

A

Auction trade

H

Regular trade against hidden liquidity
TRADE_TYPE_EXT - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified [for future use]
ODD_LOT - Enumeration#

Enumeration ID

Enumeration Description

Y

Odd lot

‘””’

Round lot
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

C

Closing auction

E

Extended hours (Early session)

L

Extended hours (Late session)

O

Opening auction

P

Public offering / buyback auction

U

Unscheduled auction

u

Unscheduled auction (extended hours)
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book
RPI - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No retail interest
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

C

End of day

E

End of system hours

H

Halted

O

Start of day

P

LULD pause

Q

Quote only

T

Trading
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

A

Anticipated quotation release time for IPO

C

IPO release cancelled / postponed

C3

Issuer news not forthcoming, quotation / trading to resume

C4

Listing requirements met, quotation / trading to resume

C9

Filings met, quotation / trading to resume

C11

Halt concluded by other regulatory authority, quotation / trading to resume

H4

Non-compliance with listing requirements

H9

Filings not current

H10

SEC trading suspension

H11

Regulatory concern

IPO1

IPO issue not yet trading

IPOE

Positioning window extension for IPO security

IPOQ

IPO security released for quotation

LUDP

Volatility trading pause

LUDS

Volatility trading pause (straddle condition)

M1

Corporate action

M2

Quotation not available

MWC0

Market-wide circuit breaker (MWCB) carried over from previous day

MWC1

MWCB level 1 breached

MWC2

MWCB level 2 breached

MWC3

MWCB level 3 breached

MWCQ

MWCB resumption

O1

Halted by Market Operations

R1

New issue available

R2

Issue available

R4

Qualification issues reviewed / resolved, quotation / trading to resume

R9

Filing requirements satisfied / resolved, quotation / trading to resume

T1

News pending

T2

News disseminated

T3

News disseminated, quotation / trading to resume

T5

Trading pause

T6

Extraordinary market activity

T7

Quotation only period

T8

ETF halt

T12

Information requested by Nasdaq
SHORT_SALE_RESTRICTION - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

0

No short selling restriction

1

Short selling restriction in effect
PART_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Penalty

N

Normal

P

Passive

R

Pre-syndicate

S

Syndicate
FINANCIAL_STATUS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

C

Creation / redemption suspended (ETPs)

D

Deficient

E

Delinquent

G

Deficient + bankrupt

H

Deficient + delinquent

J

Delinquent + bankrupt

K

Deficient + delinquent + bankrupt

N

Normal

Q

Bankrupt

S

Suspended
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

N

Fill (non-printable - does not appear in trade tickers as the execution is part of an aggregated auction print)

O

Partial fill (non-printable)

P

Partial fill
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order