European Energy Exchange (EEX) Enumerations#
The European Energy Exchange is a leading energy exchange offering trading in power, natural gas, environmental products and more.
The following fields have Enumerations:
CALL_PUT_IND - “C” - Call option, “P” - Put option
MMT_MKT_MECH - Market mechanism through which a trade was executed.
MMT_MOD_IND - Identifies trade cancellations, or amendments of a previous trade.
MMT_PRICE_FORMING_IND - Identifies whether a trade is price-forming, or contributes to the price discovery process.
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_TYPE - Type of trade
Enumeration ID |
Enumeration Description |
|---|---|
C |
Call option |
P |
Put option |
Enumeration ID |
Enumeration Description |
|---|---|
1 |
Central Limit Order Book |
4 |
Off Book |
6 |
Request for Quote |
Enumeration ID |
Enumeration Description |
|---|---|
- |
New trade |
Enumeration ID |
Enumeration Description |
|---|---|
J |
Trade not contributing to the price discovery process |
P |
Plain vanilla (price-forming) trade |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not applicable |
Y |
Exchange for physical |
Z |
Package trade |
Enumeration ID |
Enumeration Description |
|---|---|
1 |
Auction |
2 |
Continuous trading |
5 |
Trade reporting (on-exchange) |
6 |
Trade reporting (off-exchange) |
I |
Intraday auction |
K |
Closing auction |
O |
Opening auction |
U |
Unscheduled auction |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Regular trade |
1 |
Auction trade |
1004 |
Trade At Market (TAM) block trade |
1006 |
EnLight trade |
1007 |
QTPIP block trade |
1104 |
Cross Auction trade |
1108 |
Liquidity Improvement (Eurex Improve) trade |
14 |
Index futures EFP |
15 |
Block trade |
16 |
Financial EFP |
2 |
Basis trade |
22 |
Volatility trade |
23 |
Exchange for Swap |
24 |
Strategy leg trade |
5 |
Exchange for Physical |