Cboe Canada (formerly Neo Exchange) Enumerations#

Cboe Canada, formerly Neo Exchange, is an equities exchange in Canada operated by Cboe Global Markets.

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.

  • BYPASS - Identifies whether the trade resulted from a Bypass order

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

  • ODD_LOT - Indicates whether a trade was an odd lot

  • ORDER_TYPE - Type of order.

  • REASON_CODE - Reason for an instrument status update

  • SPECIAL_TERMS - Indicates any non-standard settlement / execution terms associated with a trade

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

  • TRADE_TYPE - Type of trade

  • UPDATE_TYPE - Type of update

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. off-book trades, auction trades)

B

Buy

S

Sell
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

2

Dark book

3

Odd lot book

4

Special terms book
BYPASS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not a bypass trade

Y

Bypass trade
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

2

Suspended [until 20250228]

9

MOC imbalance [until 20250228]

A

Opening auction call

a

Pre-open [until 20250228]

b

Closed [until 20250228]

c

End of day [until 20250228]

d

Closing auction call [until 20250228]

e

No matching halt - auction [until 20250228]

F

Full halt [no order entry or modification]

H

Halted

J

Halted (matching partition suspended) [until 20250228]

K

Halted (system suspended) [until 20250228]

l

No matching halt [until 20250228]

M

Delayed close

O

Pre-close

o

Pre-open [until 20250228]

P

Post-close

r

Pre-close [until 20250228]

S

Suspended

T

Regular trading

u

Extended trading [until 20250228]

X

Extended hours

y

Pre-trading [until 20250228]
ODD_LOT - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Board lot

Y

Odd lot
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

0

Scheduled transition [until 20250228]

1

Extended By Market Ops [until 20250228]

2

Shortened By Market Ops [until 20250228]

3

Market order imbalance [until 20250228]

4

Price outside executable range [until 20250228]

5

Circuit breaker [until 20250228]

50

Single Stock Circuit Breaker (SSCB) [until 20250228]

51

SSCB Extended [until 20250228]

52

Market maker delayed opening / re-opening [until 20250228]

53

Auction execution [until 20250228]

9

Unspecified [until 20250228]

C

Closing offset phase (Closing auction book)

D

Delayed opening

I

Imbalance phase (Closing auction book)

O

Opening rescheduled

R

Re-opening rescheduled

‘””’

No reason / unspecified
SPECIAL_TERMS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Standard settlement

Y

Special settlement terms
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Auction

C

Closing auction

O

Opening auction

T

Trading at closing price

U

Unscheduled auction
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

11

Basis cross

12

Contingent cross

14

VWAP cross

15

Regular cross

16

Bypass cross [until 20250228]

18

Derivative cross

5

Internal cross

20

NAV cross

H

Regular Trade against hidden liquidity
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

M

Modify

F

Fill

P

Partial fill