A3 Markets - Matba Rofex Enumerations#

A3 Mercados is Argentina’s largest financial exchange platform, created from the merger of Matba Rofex and Mercado Abierto Electrónico (MAE).

The following fields have Enumerations:

  • AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order.

  • TRADE_TYPE - Type of trade

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

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

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

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, off-book trades)

B

Buy

S

Sell
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

BLK

Block trade

LEG

Strategy leg trade [Synthetic trade reported on each outright leg when two spread orders are matched - price is always null]
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

0

Pre-trading

1

Trading

2

Post-trading

3

After hours

4

Closed

8

Closing price crossing

H

Halted