Nextrade ATS Enumerations#

Nextrade (NXT) is South Korea’s first licensed Alternative Trading System (ATS), operating alongside the traditional Korea Exchange.

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_PERIOD - Market period during which a trade was executed.

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

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

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

B

Buy

S

Sell

TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

BLK

Block trade

BKT

Basket trade

CL

Trade at closing price

TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

E

Extended hours (early session)

L

Extended hours (late session)

T

Trading at last price

U

Unscheduled auction

o

Opening auction (extended hours)

u

Unscheduled auction (extended hours)

-

Regular trading

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book