Euronext Commodity Derivatives Enumerations#
Euronext Commodity Derivatives offers trading in agricultural and energy commodity futures and options.
The following fields have Enumerations:
MMT_CROSS_IND - Identifies agency cross trades, where a broker crossed two client orders outside the order book.
MMT_MKT_MECH - Market mechanism through which a trade was executed.
MMT_MOD_IND - Identifies trade cancellations, or amendments of a previous trade.
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 |
|---|---|
- |
Not a cross trade |
X |
Agency cross trade |
Enumeration ID |
Enumeration Description |
|---|---|
1 |
Central Limit Order Book |
4 |
Off Book |
Enumeration ID |
Enumeration Description |
|---|---|
- |
New trade |
A |
Amended trade |
C |
Trade cancellation |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Not applicable |
Y |
Exchange for Physical |
Z |
Package trade |
Enumeration ID |
Enumeration Description |
|---|---|
2 |
Continuous trading |
5 |
Trade reporting (on-exchange) |
O |
Opening auction |
U |
Unscheduled auction |
Enumeration ID |
Enumeration Description |
|---|---|
10 |
Guaranteed Cross |
11 |
Against Actual |
12 |
Asset Allocation |
14 |
Exchange for Swap |
29 |
Strategy leg trade |
30 |
LIS leg trade |
31 |
Basis leg trade |
33 |
Guaranteed Cross leg trade |
34 |
Against Actual leg trade |
35 |
Asset Allocation leg trade |
37 |
EFS leg trade |
38 |
EFP leg trade |
39 |
AtomX trade |
43 |
Request for Cross (RFC) trade |
44 |
RFC leg trade |
49 |
Delta Neutral trade - underlying futures leg |
6 |
Standard trade |
7 |
Large in Scale (LIS) trade |
8 |
Basis trade |
9 |
Large in Scale Package Trade |