# 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 |