Tokyo Stock Exchange (+ Fukuoka / Sapporo) Enumerations#

The Tokyo Stock Exchange (TSE) offers trading in equities, bonds, ETFs, and derivatives. It also includes regional exchanges in Fukuoka and Sapporo.

The following fields have Enumerations:

  • ASK_COND - Quote condition applicable to the best ask

  • BID_COND - Quote condition applicable to the best bid

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

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

  • TRADE_SESSION - Trading session from which a trade originates, e.g. “Day”, “Night”

  • TRADE_TYPE - Type of trade

ASK_COND - Enumeration#

Enumeration ID

Enumeration Description

0

No bid

1

Regular ask

2

Regular ask (buying up) [intermediate quote when an incoming order trades through multiple price points]

3

Pre-open ask

4

Special ask [circuit breaker to prevent an excessive drop in price from one trade to the next - ask set to the lower limit]

5

Sequential execution ask [circuit breaker caused by a large drop in price from a rapid string of executions - ask set to the lower limit]
BID_COND - Enumeration#

Enumeration ID

Enumeration Description

0

No bid

1

Regular bid

2

Regular bid (selling down) [intermediate quote when an incoming order trades through multiple price points]

3

Pre-open bid

4

Special bid [circuit breaker to prevent an excessive increase in price from one trade to the next - bid set to the upper limit]

5

Sequential execution bid [circuit breaker caused by a large price increase from a rapid string of executions - bid set to the upper limit]
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

C

Closing auction

O

Opening auction

U

Unscheduled auction
TRADE_SESSION - Enumeration#

Enumeration ID

Enumeration Description

0

Off-market trading (ToSTNet)

1

Morning session

2

Afternoon session
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

10

ToSTNeT single-issue transaction

11

ToSTNeT basket transaction

12

ToSTNeT previous day closing price transaction

13

ToSTNeT previous day VWAP transaction

14

ToSTNeT morning session closing price transaction

15

ToSTNeT morning session VWAP transaction

16

ToSTNeT closing price transaction

17

ToSTNeT afternoon session VWAP transaction

18

ToSTNeT daily VWAP transaction