B3 - Derivatives (BM&F) Enumerations#

B3’s Bovespa equities segment is Brazil’s main Derivatives exchange for trading futures and equity options.

The following fields have Enumerations:

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

  • CALL_PUT_IND - “C” - Call option, “P” - Put option

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

  • TRADE_SESSION - Trading session from which a trade originates, e.g. “Day”, “Night”

  • TRADE_TYPE - Type of trade

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book
CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Auction

C

Closing auction

I

Intraday auction

O

Opening auction

U

Unscheduled auction
TRADE_SESSION - Enumeration#

Enumeration ID

Enumeration Description

Ext

Extended hours T+0 trading

T+0

Regular hours (T+0)

T+1

After-hours T+1 trading
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

1

Cross trade

24

After-hours trade

25

Retail Liquidity trade

26

Out of sequence trade [e.g. reinsertion of a cancelled trade]