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
B	Bid-only period
C	Uncrossing
D	Scheduled re-opening cancelled
M	Halted
N	Initialisation
O	Instrument opened
P	Re-opening auction
R	Halted at uncrossing
Y	Start of single-sided quoting period
Z	End of sigle-sided quoting period

MKT_PHASE - Enumeration#
Enumeration ID	Enumeration Description
A	Auction
CLAU	Closing auction uncrossing
CLCA	Closing auction call
CLSD	Closed
COAU	Core auction uncrossing
COCA	Core auction call
COCO	Core continuous
COMO	Core monitoring
CTAL	Core trading at last
EAMO	Early monitoring
H	Halted
HALT	Halted
LAMO	Late monitoring
LTAL	Late trading at last

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

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
A	Max number of orders exceeded
C	Trade price outside dynamic collars
G	Regulatory halt
M	Manual halt
R	No liquidity provider quote
S	Trade price outside static collars
W	Knocked out
X	Underlying halted

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