Xetra Exchange Enumerations#

Xetra is an electronic trading system operated by Deutsche Boerse for trading equities and other securities.

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.

  • MKT_COND - Indicates any unusual market conditions

  • 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).

  • 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

R

Request for Quote

‘””’

Not applicable
MKT_COND - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

CALL

Continuous auction call

CCALL

Closing auction call [until 20170630]

CIRCAUC

Circuit breaker auction

CIRCAUCFRE

Circuit breaker auction freeze

CLOSAUC

Closing auction call

CLOSAUCFRE

Closing auction freeze

CLOSE

Closed

CONTINUOUS

Continuous trading

DEL

Pending deletion [until 20170630]

ENDTR

End of trading [until 20170630]

F

Fast market

FREEZE

Continous auction freeze

FS

Fast + stressed market

HALT

Halted [until 20170630]

HOL

Holiday [until 20170630]

ICALL

Intraday auction call [until 20170630]

IFRZ

Intraday IPO auction freeze [until 20170630]

IIPO

Intraday IPO auction call [until 20170630]

INTRAUC

Intraday auction

INTRAUCFRE

Intraday auction freeze

IPOAUC

IPO auction call

IPOAUCFRE

IPO auction freeze

OCALL

Opening auction call [until 20170630]

OFRZL

Opening IPO auction freeze [until 20170630]

OIPO

Opening IPO auction call [until 20170630]

OPENAUC

Opening auction call

OPENAUCFRE

Opening auction freeze

PENDDELETE

Pending deletion

POSTR

Post-trading [until 20170630]

PRECALL

Continuous auction pre-call

PRETR

Pre-trading [until 20170630]

PUBLISHED

New instrument before its first day of trading

RESTRICTED

Trading halted, orders can only be deleted

S

Stressed market

START

Start of trading [until 20170630]

SUSP

Suspended [until 20170630]

SUSPENDED

Suspended

TRADE

Continuous trading [until 20170630]

TRADEATCLO

Trading at closing price

TRADHALT

Halted

UNSUS

Unsuspended [until 20170630]

VOLA

Volatility auction [until 20170630]
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

BOOK

Order management

CALL

Continuous auction call

CCALL

Closing auction call [until 20170630]

CIRCAUC

Circuit breaker auction

CIRCAUCFRE

Circuit breaker auction freeze

CLOSAUC

Closing auction call

CLOSAUCFRE

Closing auction freeze

CLOSE

Closed

CONTINUOUS

Continuous trading

DEL

Pending deletion [until 20170630]

ENDTR

End of trading [until 20170630]

FREEZE

Continous auction freeze

HALT

Halted [until 20170630]

HOL

Holiday [until 20170630]

ICALL

Intraday auction call [until 20170630]

IFRZ

Intraday IPO auction freeze [until 20170630]

IIPO

Intraday IPO auction call [until 20170630]

INTRAUC

Intraday auction

INTRAUCFRE

Intraday auction freeze

IPOAUC

IPO auction call

IPOAUCFRE

IPO auction freeze

OCALL

Opening auction call [until 20170630]

OFRZL

Opening IPO auction freeze [until 20170630]

OIPO

Opening IPO auction call [until 20170630]

OPENAUC

Opening auction call

OPENAUCFRE

Opening auction freeze

PENDDELETE

Pending deletion

POSTR

Post-trading [until 20170630]

PRECALL

Continuous auction pre-call

PRETR

Pre-trading [until 20170630]

PUBLISHED

New instrument before its first day of trading

RESTRICTED

Trading halted, orders can only be deleted

RETCALL

Retail auction call

RETPRECALL

Retail auction pre-call

START

Start of trading [until 20170630]

SUSP

Suspended [until 20170630]

SUSPENDED

Suspended

TRADE

Continuous trading [until 20170630]

TRADEATCLO

Trading at closing price

TRADHALT

Halted

UNSUS

Unsuspended [until 20170630]

VOLA

Volatility auction [until 20170630]
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

1

Limited details

2

Daily aggregated trade

3

Volume omission trade

4

4 weeks aggregated trade

5

Indefinite aggregated trade

6

Volume omission trade eligible for enrichment in aggregated form

7

Full details of earlier Limited Details trade

8

Full details of earlier Daily Aggregated trade

9

Full details of earlier Volume Omission trade

V

Full details of 4 Weeks Aggregated trade

W

Full details of Volume Omission trade eligible for enrichment in aggregated form
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

1

Duplicative trade reported to more than one APA
MMT_MKT_MECH - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

1

Central Limit Order Book

2

Quote-Driven Market

3

Dark Book

4

Off Book

6

Request for Quote

7

Hybrid / Other

8

Hybrid
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

-

Not applicable

M

Off-book manual

Q

Off-book automated
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 / 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

-

Not applicable

D

Dark 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)

7

Trade reporting (Systematic Internaliser)

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

u

Unscheduled auction (extended hours)

-

Regular trading

‘””’

Not applicable
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trade

0

Opening auction trade

1

Intraday auction trade

2

Volatility auction trade

3

Closing auction trade

5

IPO auction trade

e

Retail trade

m

Midpoint trade

I

EnLight trade

OTC

OTC trade [until 20170630]

P

Xetra Midpoint trade [until 20170630]

S

Xetra Best trade [until 20201120]

VAL

Price without turnover (valuation price) [until 20170630]

X

Regular trade [until 20170630]