Stock Exchange of Thailand Enumerations#
The Stock Exchange of Thailand facilitates trading in Thai company stocks, bonds, derivatives and other products.
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
TRADE_PERIOD - Market period during which a trade was executed.
TRADE_TYPE - Type of trade
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Lit order book |
1 |
Off-book |
3 |
Odd lot book |
Enumeration ID |
Enumeration Description |
|---|---|
AUTO_PAUSE_E |
Trading pause (due to unusually high order volume) |
CIRCUIT_BREAKER_E |
Circuit breaker |
CLOSE_E |
Closed |
CLOSE_L |
Closed |
DAY_E |
Continuous trading (day session) |
EXPIRED_E |
Expired |
FREEZE1_E |
Freeze (no orderbook access or trade reporting) |
FREEZE2_E |
Freeze (no orderbook access or trade reporting) |
FREEZE3_E |
Freeze (no orderbook access or trade reporting) |
FULLHALT_E |
Halted, no orderbook access |
FULLHALT_L |
Halted, no orderbook access |
HALT_E |
Halted |
HALT_L |
Halted |
HALT_N_E |
Halted (no trade reporting) |
INTERMISSION_E |
Intermission (break between morning + afternoon sessions) |
INTERMISSION1_E |
Intermission (break after end of day session) |
INTERMISSION2_E |
Intermission (break before start of night session) |
MARKETCLOSE_E |
Market close |
MARKETCLOSE_L |
Market close |
NIGHT_E |
Continuous trading (night session) |
NO-MATCHING1_E |
No order matching |
NO-MATCHING2_E |
No order matching |
OFF-HOUR_E |
Post-market |
OFF-HOUR_L |
Post-market |
OPEN_E |
Continuous trading |
OPEN1_E |
Continuous trading (morning session) |
OPEN2_E |
Continuous trading (afternoon session) |
PAUSE_E |
Pause |
PRE-CLOSE_E |
Closing auction |
PRE-CLOSE1_E |
Closing auction (night session) |
PRE-DAY_E |
Pre-open (day session) |
PRE-NIGHT_E |
Pre-open (night session) |
PRE-OPEN_CB_E |
Re-opening auction (after instrument-level circuit breaker) |
PRE-OPEN_E |
Pre-open |
PRE-OPEN_L |
Pre-open |
PRE-OPEN1_E |
Pre-open (morning session) |
PRE-OPEN2_E |
Pre-open (afternoon session) |
PRE_OPEN_P_E |
Re-opening auction (after a trading pause) |
RESET_STAT_E |
Reset statistics at end of day |
RESET_STAT_L |
Reset statistics at end of day |
SAVECLOSING_E |
Closing price calculation |
SAVECLOSING_L |
Closing price calculation |
STARTUP_E |
Start of day |
STARTUP_L |
Start of day |
SUSPEND_E |
Suspended |
SUSPEND_L |
Suspended |
SUSPEND_N_E |
Suspended (no trade reporting) |
TRANSITION1_E |
End of morning session |
TRANSITION2_E |
End of afternoon session |
TRANSITION3_E |
End of night session |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Regular trading |
A |
Auction |
C |
Closing auction |
I |
Intraday auction |
O |
Opening auction |
U |
Unscheduled auction |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Regular trade |
1 |
Trade report |
2 |
Auction trade |
4 |
Odd lot trade [from 20200113] |
5 |
Trade report [until 20200110] |