# CME Group Futures & Options  Enumerations

The CME Group operates derivatives exchanges ( CBOT COMEX NYMEX CME Globex ) offering trading in futures and options across asset classes like agriculture, energy, metals, interest rates, equities, and cryptocurrencies. MGEX is for trading agricultural futures and options.  This CME Database includes Book Depth MBO data and additional fields that are not supported in the other CME Databases.

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.
* CALL_PUT_IND - “C” - Call option, “P” - Put option
* EVENT_CODE - Event that triggered an instrument status update
* MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue
* ORDER_TYPE - Type of order.
* REASON_CODE - Reason for an instrument status update
* TRADE_PERIOD - Market period during which a trade was executed.
* TRADE_TYPE - Type of trade
* UPDATE_TYPE - Type of update

#### AGGRESSOR_SIDE - Enumeration

| Enumeration ID   | Enumeration Description                                          |
|------------------|------------------------------------------------------------------|
| ‘””’             | Undefined (e.g. auction trades, implied trades, off-book trades) |
| B                | Buy                                                              |
| S                | Sell                                                             |

#### 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                |

#### EVENT_CODE - Enumeration

|   Enumeration ID | Enumeration Description   |
|------------------|---------------------------|
|                0 | No special event          |
|                1 | No cancel                 |
|                4 | New trading day           |
|                5 | Implied matching on       |
|                6 | Implied matching off      |

#### MKT_PHASE - Enumeration

|   Enumeration ID | Enumeration Description   |
|------------------|---------------------------|
|               15 | New price indication      |
|               17 | Trading                   |
|               18 | Not available for trading |
|                2 | Halted                    |
|               20 | Unspecified               |
|               21 | Pre-open                  |
|               24 | Pre-cross                 |
|               25 | Cross                     |
|               26 | Post-close                |
|                4 | Closed                    |

#### ORDER_TYPE - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| I                | Implied order             |
| L                | Limit order               |

#### REASON_CODE - Enumeration

|   Enumeration ID | Enumeration Description   |
|------------------|---------------------------|
|                0 | Scheduled transition      |
|                1 | Surveillance intervention |
|                2 | Market event              |
|                3 | Instrument activation     |
|                4 | Instrument expiration     |
|                5 | Unspecified               |
|                6 | Recovery                  |

#### TRADE_PERIOD - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| -                | Regular trading           |
| A                | Auction                   |

#### TRADE_TYPE - Enumeration

| Enumeration ID   | Enumeration Description                                                                                                      |
|------------------|------------------------------------------------------------------------------------------------------------------------------|
| -                | Regular trade                                                                                                                |
| BLK              | Block trade [Note: price may be null for block trades in spreads - this is because CME does not always publish a price]      |
| BLKL             | Leg of a strategy block trade                                                                                                |
| IMP              | Implied trade [Trade where either the buy or the sell side was an implied price]                                             |
| LEG              | Strategy leg trade [Synthetic trade reported on each outright leg when two spread orders are matched - price is always null] |
| RFC              | Request for Cross (RFC) trade                                                                                                |

#### UPDATE_TYPE - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| A                | Add                       |
| D                | Delete                    |
| F                | Fill                      |
| M                | Modify                    |
| P                | Partial fill              |
| R                | Refresh                   |