# 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 |