Stuttgart Stock Exchange Enumerations#

Börse Stuttgart is the leading stock exchange for structured securities and corporate bond trading in Germany

The following fields have Enumerations:

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

  • CLEARED - Cleared

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

  • MMT_MKT_MECH - Market mechanism through which a trade was executed.

  • 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).

  • MMT_TRANS_CAT - Identifies various special categories of trade.

  • MMT_NEGOTIATED_IND - Indicates privately negotiated trades, or Systematic Internaliser trades exempt from pre-trade transparency.

  • MMT_CROSS_IND - Identifies agency cross trades, where a broker crossed two client orders outside the order book.

  • MMT_MOD_IND - Identifies trade cancellations, or amendments of a previous trade.

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

  • 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_ALGO_IND - Identifies whether a trade involved an algorithmic order.

  • MMT_PUB_MODE - Identifies whether a trade was subject to delayed publication, and the reason for the deferral.

  • MMT_DEFERRAL_TYPE - Type of publication deferral or subsequent enrichment applied to a trade report.

  • MMT_DUP_IND - Identifies trades reported to more than one Approved Publication Arrangement.

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

  • TRADE_TYPE - Type of trade

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not applicable

1

Off-book

9

Off-exchange

Q

Quote-driven trading

R

Request for Quote
CLEARED - Enumeration#

Enumeration ID

Enumeration Description

Y

To be cleared

N

Not to be cleared

‘””’

Not specified
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

A

Quoting suspended due to auction

E

Quoting during pre-trade phase but no trading

I

Volatility halt

M

Market segment suspended

N

Not trading due to no quotes from designated market maker

P

Quoting during post-trade phase but no trading

Q

Active and quoted data is in response to an RFQ

S

Suspended by trading system

T

Active and trading

X

Quoting suspended due to system shutdown
MMT_MKT_MECH - Enumeration#

Enumeration ID

Enumeration Description

2

Quote Driven Market

4

Off Book

6

Request for Quote

7

Other / Hybrid
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

2

Continuous trading

5

Trade reporting (on-exchange)

6

Trade reporting (off-exchange)

U

Unscheduled auction
MMT_TRANS_CAT - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_NEGOTIATED_IND - Enumeration#

Enumeration ID

Enumeration Description

N

Negotiated trade

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

-

Not applicable
MMT_CROSS_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not a cross trade
MMT_MOD_IND - Enumeration#

Enumeration ID

Enumeration Description

A

Amended trade

C

Trade cancellation

-

New trade
MMT_BENCHMARK_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_DIVIDEND_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_OFF_BOOK_AUTO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
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

Z

Price not applicable
MMT_ALGO_IND - Enumeration#

Enumeration ID

Enumeration Description

H

Algorithmic trade

-

Not an algorithmic trade
MMT_PUB_MODE - Enumeration#

Enumeration ID

Enumeration Description

-

Immediate publication
MMT_DEFERRAL_TYPE - Enumeration#

Enumeration ID

Enumeration Description

-

No deferral / unspecified
MMT_DUP_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Unique trade report
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not applicable

A

Auction

C

Closing auction

I

Intraday auction

O

Opening auction

U

Unscheduled auction

-

Regular trading
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

No condition

B

Ask

BB

Paid, unexecuted sell orders

BF

Ask, Bundesbank fixing

BG

Paid, unexecuted buy orders

BP

Ask, primary market price

BZ

Paid, all orders executed

BZF

Paid, Bundesbank fixing

BZP

Paid, primary market transaction

C

Cross trade

EB

Partially paid, only a small portion of sell orders were executed

EG

Partially paid, only a small portion of buy orders were executed

F

Bundesbank fixing

G

Bid

GF

Bid, Bundesbank fixing

GP

Bid, primary market price

OTC

OTC trade

RB

Partial execution on buy side

RB*

Partial execution on buy side, orders allocated based on time of entry

RG

Partial execution on sell side

RG*

Partial execution on sell side, orders allocated based on time of entry

Small amounts could not be traded

_BT

Estimated price, excess orders on ask side

_GT

Estimated price, excess orders on bid side

_T

Estimated price