Prague Stock Exchange Enumerations#

The Prague Stock Exchange is the principal stock exchange in the Czech Republic.

The following fields have Enumerations:

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

  • 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).

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

  • TRADE_TYPE - Type of trade

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

2

Dark book

Q

Quote-driven trading

‘””’

Not applicable
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

1

Closed

1001

Opening auction

1002

Intraday auction

1003

Closing auction

1006

Volatility auction

1007

Extended volatility auction

1008

Opening auction call

1009

Opening auction pre-orderbook balancing

1010

Opening auction orderbook balancing

1011

Intraday auction call

1012

Intraday auction pre-orderbook balancing

1013

Intraday auction orderbook balancing

1014

Closing auction call

1015

Closing auction pre-orderbook balancing

1016

Closing auction orderbook balancing

1017

Initial state prior to first trading day

1018

Final state after last trading day

1019

Continuous auction pre-call

1020

Continuous auction call

1021

Pre-trade mass

1022

Trade mass

1027

Halted

1028

Post-trading

1029

Potential volatility interruption

1030

Volatility auction uncrossing

1031

Market order interruption

1032

Potential market order interruption

1033

Trading at close

2

Pre-trading

32

Start of day

6

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 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_DIVIDEND_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_MKT_MECH - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

1

Central Limit Order Book

2

Quote-Driven Market

4

Off Book
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

-

Not applicable

2

Continuous trading

3

At Market Close trading

5

Trade reporting (on-exchange)

I

Intraday auction

K

Closing auction

O

Opening auction

U

Unscheduled auction
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

a

Continuous trading

b

Opening auction

c

Intraday auction

d

Closing auction

f

Volatility auction

g

Trade at close

h

Price without turnover [valuation trade]

t

Block trade

v

Continuous auction

w

Reference price