Nasdaq Nordic (Stockholm, Copenhagen, Helsinki, Iceland) - Equities Enumerations#

Nasdaq Nordic operates the stock exchanges in Stockholm, Copenhagen, Helsinki and Iceland facilitating trading in Nordic 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 - 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_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.

  • REASON_CODE - Reason for an instrument status update

  • 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. auction trades, off-book trades)

B

Buy

S

Sell
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

2

Dark book

6

Auction book

9

Off-exchange
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

10

Extended trading [until 20190719]

11

Mid-price auction [until 20190719]

14

End of trading [until 20190719]

15

Statistics [until 20190719]

16

Order expiry [until 20190719]

18

Suspended [until 20190719]

19

Technical halt [until 20190719]

22

Trading at closing price

4

Terminating

A

Trading at closing price

C

Closed

H

Halted

I

Scheduled intraday auction

L

Closing auction

O

Opening auction

P

Pre-trading

Q

Unscheduled intraday auction

S

Post-trading

T

Continuous trading
MMT_ALGO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not an algorithmic trade

H

Algorithmic trade
MMT_BENCHMARK_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

1

Benchmark trade executed at the closing price

2

Portfolio trade + benchmark trade executed at the closing price

3

Contingent trade + benchmark trade executed at the closing price

4

Contingent trade + portfolio trade + benchmark trade executed at the closing price

B

Benchmark trade

C

Contingent trade

M

Benchmark trade + contingent trade

N

Contingent trade + portfolio trade

O

Benchmark trade + contingent trade + portfolio trade

P

Portfolio trade

S

Reference price trade

Y

Benchmark trade + portfolio trade
MMT_CROSS_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not a cross trade

X

Agency cross trade
MMT_DEFERRAL_TYPE - Enumeration#

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
MMT_DUP_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Unique trade report

1

Duplicative trade reported to more than one APA

2

Intra-group trade

3

Duplicative intra-group trade report

4

Cross-border duplicative trade report

5

Duplicative report within jurisdiction + cross-border duplicative trade report

6

Intra-group trade + duplicative within jurisdiction + cross-border duplicative trade report

7

Intra-group trade + cross-border duplicative trade report
MMT_MKT_MECH - Enumeration#

Enumeration ID

Enumeration Description

1

Central Limit Order Book

3

Dark Book

4

Off Book

5

Periodic Auction
MMT_MOD_IND - Enumeration#

Enumeration ID

Enumeration Description

-

New trade

A

Amended trade

C

Trade cancellation
MMT_NEGOTIATED_IND - Enumeration#

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 current market price

7

OTC trade larger than LIS brought onto a venue

8

Negotiated trade with pre-trade transparency waiver

9

Large in Scale OTC negotiated trade in liquid instruments brought onto a venue

a

Large in Scale OTC negotiated trade in illiquid instruments brought onto a venue

b

Large in Scale OTC negotiated trade subject to conditions other than the current market price and brought onto a venue

c

Large in Scale OTC negotiated trade with pre-trade transparency waiver brought onto a venue

N

Negotiated trade
MMT_OFF_BOOK_AUTO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

M

Off-book manual

Q

Off-book automated
MMT_PRICE_FORMING_IND - Enumeration#

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

Z

Price not applicable
MMT_PUB_MODE - Enumeration#

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)
MMT_TRANS_CAT - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

D

Dark trade

G

RFMD give-up trade

R

Received price improvement

Z

Package trade
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

1

Auction

2

Continuous trading

3

Trading at market close

5

Trade reporting (on-exchange)

6

Trade reporting (off-exchange)

7

Trade reporting (Systematic Internaliser)

I

Intraday auction

K

Closing auction

O

Opening auction

P

On demand auction

U

Unscheduled auction
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

m

Market maker order

M

Market order
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

AEX

Auction extension

E

Auction extension

KO

Knock-out

MH

Matching halt

MMM

Market maker missing

RES

Resting

RH

Regulatory halt

S1

Suspended due to Market abuse

S2

Suspended due to takeover bid

S3

Suspended due to failure of issuer to disclose information

S7

Suspended for technical / administrative reasons

S8

Suspended due to suspension on another trading venue

S9

Suspended for other reasons

TH

Trading halt

TS

Trading stop

UNQ

Underlying not quoted

VHD

Volatility halt (dynamic)

VHS

Volatility halt (static)
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

A

Auction

C

Closing Auction

I

Intraday Auction

O

Opening Auction

T

Trading at last price

U

Unscheduled Auction

p

Auction initiated by market participant

-

Regular trading
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Nordic@Mid trade

1

Automatch

158

OTC trade with standard settlement

164

OTC trade with non-standard settlement

237

SI trade with standard settlement

246

SI trade with non-standard settlement

248

Non-price forming trade

300

Auction on Demand trade

301

Trade at closing price

32

Off-book trade [until 20100205]

52

Exercise Related trade [until 20231231]

64

Off-book trade with standard settlement

65

Routed trade

69

Exchange Granted trade

75

Contingent trade

76

Beneficial ownership transfer [until 20231231]

80

Portfolio trade

82

Off-book trade with non-standard settlement

84

Pre-opening trade

86

VWAP trade

AV

Auction Volume Discovery trade

XQ

Non-price forming trade
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

P

Partial fill