Shanghai Stock Exchange - Equities Enumerations

The Shanghai Stock Exchange (SSE) offers trading in A-shares, B-shares, bonds, and other securities issued by Chinese companies.

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

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

• TRADE_TYPE - Type of trade

AGGRESSOR_SIDE - Enumeration

Enumeration ID	Enumeration Description
‘””’	Undefined (e.g. auction trades, implied trades, off-book trades)
B	Buy
S	Sell

BOOK_TYPE - Enumeration

Enumeration ID	Enumeration Description
0	Lit order book

MKT_PHASE - Enumeration

Enumeration ID	Enumeration Description
1	Start of day
10	Period between end of auction and start of continuous trading
2	Auction
3	Continuous trading
4	Break
5	End of trading
6	Suspended
8	Circuit breaker
9	Circuit breaker + close
ADD	Pre-listing
CCALL	Closing auction
CLOSE	Closed
ENDTR	End of trading day
OCALL	Opening auction
START	Resume
SUSP	Suspended
TRADE	Continuous trading

TRADE_PERIOD - Enumeration

Enumeration ID	Enumeration Description
-	Regular trading
C	Closing auction
O	Opening auction

TRADE_TYPE - Enumeration

Enumeration ID	Enumeration Description
‘””’	Regular trade