NSE International Exchange Enumerations#

NSE IX offers Indian single stock and index derivatives, currency derivatives, commodity derivatives, depository receipts, and global stocks, with most trading in USD.

The following fields have Enumerations:

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

  • CALL_PUT_IND - “C” - Call option, “P” - Put option

  • 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.

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

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

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

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

  • UPDATE_TYPE - Type of update

  • ORDER_TYPE - Type of order.

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

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, leg trades)

B

Buy

S

Sell
CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

LEG

Strategy leg trade [Synthetic trade reported on each outright leg when two spread orders are matched]
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

C

Closing auction

O

Opening auction

T

Trading at closing price

-

Regular trading
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-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
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
BUY_ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency
SELL_ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

P

Partial fill
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency