Euronext Oslo - Equities Enumerations#

The Oslo Stock Exchange (Oslo Bors) is the only regulated market for trading equities, equity certificates and bonds in Norway.

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 (before 20201130) -

  • MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20201130) - Byte 2 (Market period) -

  • MKT_PHASE (from 20201130) - Byte 3 (Phase qualifier) -

  • MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20201130) - Byte 3 (Phase qualifier) -

  • MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20201130) - Byte 2 (Market period) -

  • MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20201130) - Byte 2 (Market period) -

  • MKT_PHASE (from 20201130) - Byte 3 (Phase qualifier) -

  • MKT_PHASE (from 20201130) - Byte 2 (Market period) -

  • MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) -

  • MKT_PHASE (from 20201130) - Byte 3 (Phase qualifier) -

  • MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) -

  • 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_DIVIDEND_IND - Identifies whether a trade includes special dividend arrangements, e.g. a trade sold cum-dividend during an ex-dividend period.

  • 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_ENTRY_STATUS - Indicates the availability of order entry / modification / cancellation

  • 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

R

Request for Quote

‘””’

Not applicable
MKT_PHASE (before 20201130) - Enumeration#

Enumeration ID

Enumeration Description

100

Pre-trading

102

Closing auction call

103

End of post-close

104

Re-opening auction call

106

Pre-open order entry

107

Pre-closing order entry

108

Issuing/buyback auction call

109

Admin

110

Issuing/buyback special entry

111

Pause

113

Order entry

125

Closing price publication

126

Pre-trading

127

Intraday auction call

17

Regular trading

18

Closed

2

Halted

21

Opening auction call

26

Post-close
MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

‘” “’

Undefined
MKT_PHASE (from 20201130) - Byte 2 (Market period) - Enumeration#

Enumeration ID

Enumeration Description

‘” “’

Undefined
MKT_PHASE (from 20201130) - Byte 3 (Phase qualifier) - Enumeration#

Enumeration ID

Enumeration Description

‘” “’

Undefined
MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

A

Auction call
MKT_PHASE (from 20201130) - Byte 3 (Phase qualifier) - Enumeration#

Enumeration ID

Enumeration Description

C

Call BBO only
MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

C

Closed
MKT_PHASE (from 20201130) - Byte 2 (Market period) - Enumeration#

Enumeration ID

Enumeration Description

C

Closing
MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

H

Halted

I

Inaccessible

N

Continuous uncrossing

O

Continuous trading
MKT_PHASE (from 20201130) - Byte 2 (Market period) - Enumeration#

Enumeration ID

Enumeration Description

O

Opening
MKT_PHASE (from 20201130) - Byte 3 (Phase qualifier) - Enumeration#

Enumeration ID

Enumeration Description

Q

Quoting period

R

Random uncrossing
MKT_PHASE (from 20201130) - Byte 2 (Market period) - Enumeration#

Enumeration ID

Enumeration Description

S

Standard
MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

S

Suspended
MKT_PHASE (from 20201130) - Byte 3 (Phase qualifier) - Enumeration#

Enumeration ID

Enumeration Description

T

Trading at last
MKT_PHASE (from 20201130) - Byte 1 (Orderbook state) - Enumeration#

Enumeration ID

Enumeration Description

U

Uncrossing

Z

Reserved
MMT_ALGO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not an algorithmic trade

H

Algorithmic trade
MMT_BENCHMARK_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not a benchmark trade

B

Benchmark trade

S

Reference price 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_DIVIDEND_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

E

Ex-/cum-dividend
MMT_DUP_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Unique trade report

1

Duplicative trade reported to more than one APA
MMT_MKT_MECH - Enumeration#

Enumeration ID

Enumeration Description

1

Central Limit Order Book

3

Dark Book

4

Off Book

6

Request for Quote

-

Not applicable
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 market price

4

Pre-trade transparency waiver for illiquid instrument on an SI

5

Pre-trade transparency waiver for trade larger than Standard Market Size on an SI

6

Pre-trade transparency waivers for trade larger than Standard Market Size on an SI and illiquid instrument on an SI

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
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

Y

Exchange for physical

Z

Package trade
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

2

Continuous trading

3

At Market Close trading

5

Trade reporting (on-exchange)

6

Trade reporting (off-exchange)

7

Trade reporting (Systematic Internaliser)

I

Intraday auction

K

Closing auction

O

Opening auction

U

Unscheduled auction

-

Not applicable
ORDER_ENTRY_STATUS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

C

Cancel only

D

No orderbook access

E

Order entry/cancel/modify enabled

M

Cancel and modify only
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

A

Action by Market Operations

C

Scheduled transition

D

Status change in the underlying security

E

Knocked out by the exchange

I

Knocked in by the issuer

K

Knocked out by issuer

L

Trade price outside Liquidity Provider quote

M

Status change on the primary market

N

No liquidity provider quote

O

Collars breached

P

New listing

T

Automatic reopening
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

-

Regular trading

‘””’

Not applicable
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade [until 20201127]

0

Regular trade

1

Guaranteed Cross

10

Best of Book trade

100

Regular trade with provisional price

101

Large in Scale (LiS) trade with provisional price

102

Large in Scale (LiS) package trade with provisional price

103

Issuing / Tender offer trade

104

RFQ trade

105

Auction Volume Discovery (AVD) trade

13

Guaranteed Cross (Negotiated trade in liquid security)

14

Guaranteed Cross (Negotiated trade in illiquid security)

15

Non-standard settlement

17

Odd lot trade

19

Repo

2

Auction trade

21

Exchange Granted trade

23

Other

24

Trade cancellation

28

Euronext Fund Service trade

3

Large in Scale trade

33

Dark trade

4

Large in Scale package trade

5

VWAP trade

7

Secondary listing place trade

8

Off-market trade

9

Delta Neutral trade

A

Lit Auction trade [until 20201127]

AuctTA

Re-opening auction trade [until 20201127]

AuctTC

Closing auction trade [until 20201127]

AuctTI

Intraday auction trade [until 20201127]

AuctTO

Opening auction trade [until 20201127]

DE

Exchange granted trade with delayed publication [until 20201127]

DH

Other with delayed publication [until 20201127]

DL

Odd lot with delayed publication [until 20201127]

DN

Non-standard settlement with delayed publication [until 20201127]

DR

Repo with delayed publication [until 20201127]

DT

Derivative related trade [until 20201127]

DU

Outside hours with delayed publication [until 20201127]

M

Dark midpoint trade [until 20201127]

NK

Negotiated trade with delayed publication [until 20201127]

NT

Negotiated trade [until 20201127]

O

Ordinary trade [until 20201127]

OE

Exchange granted trade [until 20201127]

OH

Other [until 20201127]

OK

Ordinary trade with delayed publication [until 20201127]

OL

Odd lot [until 20201127]

ON

Non-standard settlement [until 20201127]

OT

OTC trade [until 20201127]

OU

Outside hours [until 20201127]

RE

Repo [until 20201127]

SI

Systematic Internaliser trade [until 20201127]

SK

SI with delayed publication [until 20201127]

TK

OTC trade with delayed publication [until 20201127]

UT

Uncrossing trade [until 20121109]

VW

VWAP trade [until 20201127]
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

M

Modify