National Stock Exchange of India - Equities Enumerations#

The NSE is India’s largest stock exchange offering trading in Indian company stocks and equity products.

The following fields have Enumerations:

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

  • ALGO_TYPE - Type of algorithm / routing properties associated with an order

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

  • BUY_ALGO_TYPE - Type of algorithm / routing properties associated with the order on the buy side of a trade

  • BUY_ORDER_CAPACITY - Indicates whether the buyer was acting in a Principal / Agency / Custodial capacity

  • ORDER_CAPACITY - Indicates whether the participant that entered the order was acting in a Principal / Agency / Custodial capacity

  • SELL_ALGO_TYPE - Type of algorithm / routing properties associated with the order on the sell side of a trade

  • SELL_ORDER_CAPACITY - Indicates whether the seller was acting in a Principal / Agency / Custodial capacity

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

  • TRADE_TYPE - Type of trade

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades)

B

Buy

S

Sell
ALGO_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Algo order

1

Non-algo order

2

Algo order through Smart Order Router

3

Non-algo order through Smart Order Router
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book
BUY_ALGO_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Algo order

1

Non-algo order

2

Algo order through Smart Order Router

3

Non-algo order through Smart Order Router
BUY_ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency
ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency
SELL_ALGO_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Algo order

1

Non-algo order

2

Algo order through Smart Order Router

3

Non-algo order through Smart Order Router
SELL_ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

C

Closing auction

O

Opening auction

T

Trading at closing price
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade