New York Stock Exchange NYSE Enumerations#

NYSE stands for the New York Stock Exchange. Located on Wall Street in New York City, it is the world’s largest equities-based exchange by market capitalization. It functions as a centralized marketplace where shares in major public companies are bought and sold.

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_TYPE_EXT - Extended trade type code

  • ODD_LOT - Indicates whether a trade was an odd lot

  • 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.

  • RPI - Indicates the presence of Retail Price Improvement interest on bid and/or ask side

  • COND - Condition code

  • COND2 - Second condition code

  • COND3 - Third condition code

  • MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue

  • REASON_CODE - Reason for an instrument status update

  • SHORT_SALE_RESTRICTION - Indicates whether short selling is permitted

  • SESSION - Trading session to which the update relates, e.g. “Day”, “Night”, “T”, “T+1”

  • UPDATE_TYPE - Type of update

  • ORDER_TYPE - Type of order.

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, trades against hidden liquidity)

B

Buy

S

Sell
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

A

Auction trade

H

Regular trade against hidden liquidity
TRADE_TYPE_EXT - Enumeration#

Enumeration ID

Enumeration Description

@

Standard settlement

‘” “’

No trade-through exemption

F

Intremarket sweep

O

Market center opening trade

5

Re-opening trade

6

Market center closing trade

T

Extended hours

U

Extended hours + out of sequence

Z

Out of sequence

I

Odd lot trade
ODD_LOT - Enumeration#

Enumeration ID

Enumeration Description

Y

Odd lot

‘””’

Not an odd lot
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

C

Closing auction

E

Extended hours (Early session)

L

Extended hours (Late session)

O

Opening auction

U

Unscheduled auction
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book
RPI - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No retail interest

A

Retail interest on bid side

B

Retail interest on ask side

C

Retail interest on bid and ask side
COND - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No condition

P

Closing auction extended due to extreme closing imbalance

R

Significant closing imbalance (imbalance >500 round lots at 15:50 ET)
COND2 - Enumeration#

Enumeration ID

Enumeration Description

0

Auction will run

1

Auction will run + interest exists within the auction collars or imbalance is zero

2

Auction will not run because of an imbalance outside the auction collars

3

Auction will not run and will transition to the closing auction instead
COND3 - Enumeration#

Enumeration ID

Enumeration Description

0

No imbalance freeze

1

Imbalance freeze - MOO/LOO orders cannot be entered / modified / cancelled
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

4

Halted

6

Suspended

B

Begin accepting orders

E

Early session

L

Late session

O

Core session

P

Pre-open

X

Closed
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

1

Market-wide circuit breaker (MWCB) halt level 1

2

Market-wide circuit breaker (MWCB) halt level 2

3

Market-wide circuit breaker (MWCB) halt level 3

6

Suspended

A

Additional information requested

C

Regulatory concern

D

News disseminated

E

Merger effective

F

ETF component prices not available

I

Order imbalance

M

LULD pause

N

Corporate action

O

New security offering

P

News pending

V

Intraday indicative value not available

X

Equipment changeover
SHORT_SALE_RESTRICTION - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

0

No short selling restriction

1

Short selling restriction in effect
SESSION - Enumeration#

Enumeration ID

Enumeration Description

Main

Main trading session

Pre-Market

Extended hours - pre-market session

Post-Market

Extended hours - post-market session
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

N

Fill (non-printable - does not appear in trade tickers as the execution is part of an aggregated auction print)

O

Partial fill (non-printable)

P

Partial fill

R

Refresh
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order