# 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]                            |