# Turquoise UK Enumerations

Turquoise is a European multilateral trading facility (MTF) owned by the London Stock Exchange Group. It offers trading in over 4,300 securities across 19 European markets, including UK, Swiss, European, and US shares, ETFs, and depository receipts.[6][7] Turquoise uses a hybrid model allowing trading both on and off traditional exchanges.

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.
* MMT_ALGO_IND - Identifies whether a trade involved an algorithmic order.
* 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_CROSS_IND - Identifies agency cross trades, where a broker crossed two client orders outside the order book.
* 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.
* MMT_MKT_MECH - Market mechanism through which a trade was executed.
* MMT_MOD_IND - Identifies trade cancellations, or amendments of a previous trade.
* MMT_NEGOTIATED_IND - Indicates privately negotiated trades, or Systematic Internaliser trades exempt from pre-trade transparency.
* MMT_PRICE_FORMING_IND - Identifies whether a trade is price-forming, or contributes to the price discovery process.
* MMT_PUB_MODE - Identifies whether a trade was subject to delayed publication, and the reason for the deferral.
* MMT_TRANS_CAT - Identifies various special categories of trade.
* 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).
* 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, off-book trades) |
| B                | Buy                                              |
| S                | Sell                                             |

#### BOOK_TYPE - Enumeration

|   Enumeration ID | Enumeration Description   |
|------------------|---------------------------|
|                0 | Lit order book            |
|                1 | Off-book                  |
|                2 | Dark book                 |
|                6 | Auction book              |
|                9 | Off-exchange              |

#### MMT_ALGO_IND - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| -                | Not an algorithmic trade  |
| H                | Algorithmic trade         |

#### MMT_BENCHMARK_IND - Enumeration

| Enumeration ID   | Enumeration Description                       |
|------------------|-----------------------------------------------|
| -                | Not a benchmark trade                         |
| 1                | Benchmark trade executed at the closing price |
| B                | Benchmark trade                               |
| S                | Reference price trade                         |

#### MMT_CROSS_IND - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| -                | Not a cross trade         |
| X                | Agency cross trade        |

#### MMT_DEFERRAL_TYPE - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| -                | No deferral / unspecified |

#### MMT_DUP_IND - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| -                | Unique trade report       |

#### MMT_MKT_MECH - Enumeration

|   Enumeration ID | Enumeration Description   |
|------------------|---------------------------|
|                1 | Central Limit Order Book  |
|                3 | Dark Book                 |
|                4 | Off Book                  |
|                5 | Periodic Auction          |

#### MMT_MOD_IND - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| -                | New trade                 |
| A                | Amended trade             |
| C                | Trade cancellation        |

#### MMT_NEGOTIATED_IND - Enumeration

| Enumeration ID   | Enumeration Description                                                           |
|------------------|-----------------------------------------------------------------------------------|
| -                | Not a negotiated trade                                                            |
| 1                | Negotiated trade in liquid instruments                                            |
| 2                | Negotiated trade in illiquid instruments                                          |
| 3                | Negotiated trade subject to conditions other than the current 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 |
| N                | Negotiated trade                                                                  |

#### 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                   |

#### MMT_PUB_MODE - Enumeration

| Enumeration ID   | Enumeration Description                                                    |
|------------------|----------------------------------------------------------------------------|
| -                | Immediate publication                                                      |
| 1                | Delayed publication (including late reported)                              |
| 2                | Deferred publication (Large in Scale)                                      |
| 3                | Deferred publication (illiquid instrument)                                 |
| 4                | Deferred publication (size specific to instrument)                         |
| 5                | Deferred publication (illiquid instrument and size specific to instrument) |
| 6                | Deferred publication (illiquid instrument and Large in Scale)              |

#### MMT_TRANS_CAT - Enumeration

| Enumeration ID   | Enumeration Description           |
|------------------|-----------------------------------|
| -                | No condition                      |
| D                | Dark trade                        |
| R                | Trade receiving price improvement |
| Z                | Package trade                     |

#### MMT_TRD_MODE - Enumeration

| Enumeration ID   | Enumeration Description        |
|------------------|--------------------------------|
| 2                | Continuous trading             |
| 3                | Trading at market close        |
| 4                | Outside Hours trading          |
| 5                | Trade reporting (On-exchange)  |
| 6                | Trade reporting (Off-exchange) |
| I                | Intraday auction               |
| K                | Closing auction                |
| O                | Opening auction                |
| P                | On demand auction              |
| U                | Unscheduled auction            |

#### TRADE_PERIOD - Enumeration

| Enumeration ID   | Enumeration Description                          |
|------------------|--------------------------------------------------|
| A                | Other auction [e.g. after-hours odd lot auction] |
| C                | Closing auction                                  |
| I                | Intraday auction                                 |
| O                | Opening auction                                  |
| T                | Trading at closing price                         |
| U                | Unscheduled auction                              |
| p                | Auction initiated by market participant          |
| -                | Regular trading                                  |

#### TRADE_TYPE - Enumeration

|   Enumeration ID | Enumeration Description                                |
|------------------|--------------------------------------------------------|
|                0 | Lit execution [until 20180629]                         |
|                1 | Dark execution - Integrated book [until 20180629]      |
|               12 | Periodic auction trade                                 |
|               13 | Dark Midpoint trade (Turquoise NYLON) [until 20240429] |
|                2 | Dark execution - Dark Midpoint book [until 20180629]   |
|               24 | Trade at Last                                          |
|                3 | Off-exchange trade [until 20180629]                    |
|                5 | Regular trade                                          |
|               60 | Dark Midpoint trade (Turquoise Dark Continuous)        |
|               62 | Dark Midpoint trade (Turquoise Dark Uncross)           |