ASX 24 (Sydney Futures Exchange) Enumerations#

ASX 24, formerly the Sydney Futures Exchange, offers trading in futures and options on interest rates, equities, commodities, and currencies.

The following fields have Enumerations:

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

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

  • TRADE_TYPE - Type of trade

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

I

Intraday auction

O

Opening auction

U

Unscheduled auction
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

1

Auction trade [prior to 20170319: Sweeping trade]

2

Levelling trade [until 20170320]

3

Spread to underlying trade

4

Spread to spread trade

5

Inter-product spread trade

6

Strip to strip trade

7

Strip to outright trade