# 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                    |