# 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 |