Warsaw Stock Exchange Enumerations#

The Warsaw Stock Exchange (GPW) is the largest stock exchange in Central and Eastern Europe located in Poland.

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.

  • EVENT_CODE - Event that triggered an instrument status update

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

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

  • 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_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_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).

  • ORDER_ENTRY_STATUS - Indicates the availability of order entry / modification / cancellation

  • ORDER_TYPE - Type of order.

  • REASON_CODE - Reason for an instrument status update

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

  • TRADE_TYPE - Type of trade

  • UPDATE_TYPE - Type of update

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

‘””’

Not applicable
EVENT_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

A

Ask-only period [until 20261002]

B

Bid-only period [until 20261002]

C

Uncrossing [until 20261002]

D

Scheduled re-opening cancelled [until 20261002]

M

Halted [until 20261002]

N

Initialisation [until 20261002]

O

Instrument opened [until 20261002]

P

Re-opening auction [until 20261002]

R

Halted at uncrossing [until 20261002]

Y

Start of single-sided quoting period [until 20261002]

Z

End of sigle-sided quoting period [until 20261002]
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

A

Auction [until 20261002]

CLAU

Closing auction uncrossing [until 20261002]

CLCA

Closing auction call [until 20261002]

CLSD

Closed [until 20261002]

COAU

Core auction uncrossing [until 20261002]

COCA

Core auction call [until 20261002]

COCO

Core continuous [until 20261002]

COMO

Core monitoring [until 20261002]

CTAL

Core trading at last [until 20261002]

EAMO

Early monitoring [until 20261002]

H

Halted [until 20261002]

HALT

Halted [until 20261002]

LAMO

Late monitoring [until 20261002]

LTAL

Late trading at last [until 20261002]

1

Continuous trading

2

Continuous trading (reference price)

3

Trading at last

4

Opening auction

5

Block transactions exact matching

6

Trading disabled

7

Uncrossing

8

Closing auction

9

Intraday auction

10

Volatility auction (static)

11

Volatility auction (dynamic)

12

Extended volatility auction (static)

13

Extended volatility auction (dynamic)

14

Early monitoring

15

Late monitoring

16

Hybrid normal trading

17

Hybrid buy only

18

Hybrid pre-trading

19

Auction after suspension

20

IPO

21

Tender offer

22

Hybrid pre-trading buy only

102

Inactive

103

Suspended by Market Operations

104

Outside static collars

105

Outside dynamic collars

106

Regulatory suspension

108

Hybrid no valid quotes

109

Hybrid knockout

110

Hybrid knockout by issuer
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

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_DIVIDEND_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

E

Ex-/cum-dividend
MMT_DUP_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Unique trade report
MMT_MKT_MECH - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

1

Central Limit Order Book

4

Off Book

7

Hybrid / Other
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 applicable

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

N

Negotiated trade
MMT_OFF_BOOK_AUTO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Unspecified / 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
MMT_PUB_MODE - Enumeration#

Enumeration ID

Enumeration Description

-

Immediate publication
MMT_TRANS_CAT - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

D

Dark trade

Y

Exchange for physical

Z

Package trade
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

2

Continuous trading

3

At Market Close trading

5

Trade reporting (on-exchange)

6

Trade reporting (off-exchange)

I

Intraday auction

K

Closing auction

O

Opening auction

U

Unscheduled auction
ORDER_ENTRY_STATUS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified [i.e. usual order entry rules for the current market phase]

N

Order entry enabled

Y

Order entry disabled
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified [until 20261002]

A

Max number of orders exceeded [until 20261002]

C

Trade price outside dynamic collars [until 20261002]

G

Regulatory halt [until 20261002]

M

Manual halt [until 20261002]

R

No liquidity provider quote [until 20261002]

S

Trade price outside static collars [until 20261002]

W

Knocked out [until 20261002]

X

Underlying halted [until 20261002]
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

-

Regular trading

‘””’

Not applicable
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

1

Cross trade

4

Valuation trade

5

Internalised trade

6

Internalised cross trade

I

Public offering

O

Block trade

R

Reported trade

S

Buy-in / sell-out

T

Tender offer
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

M

Modify