Hong Kong Futures Exchange Enumerations#
The Hong Kong Futures Exchange (HKFE) offers trading in futures and options on equities, indices, interest rates, and commodities.
The following fields have Enumerations:
BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.
MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue
TRADE_PERIOD - Market period during which a trade was executed.
TRADE_TYPE - Type of trade
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Lit order book |
1 |
Off-book |
Enumeration ID |
Enumeration Description |
|---|---|
14 |
Start of after hours session, non-T+1 orders removed |
15 |
Market open |
16 |
Closed |
22 |
After hours trading - reset price information |
23 |
Continuous trading with dynamic price bands and volatility control |
24 |
Continuous trading with volatility control |
25 |
Continuous trading - volatility cool-off period with dynamic price bands |
26 |
Continuous trading - volatility cool-off period with dynamic price bands |
27 |
Reset counter for Volatility Control Mechanism trigger time |
28 |
Trading halt |
29 |
End of day |
30 |
Block trades only |
36 |
Pre-open |
37 |
Pause |
44 |
After hours trading - market open |
45 |
After hours trading - closed |
46 |
Continuous trading with price limits |
48 |
After hours trading - continuous trading with price limits enabled |
59 |
Continuous trading with dynamic price bands and volatility control |
60 |
After hours trading - reset price information for next trading day |
62 |
Pre-open allocation |
63 |
Open allocation |
66 |
After hours trading - pre-market |
68 |
Site failover |
69 |
Pre-market |
70 |
Start of clearing session |
71 |
End of clearing session |
9 |
End of day |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Regular trading |
I |
Intraday auction |
O |
Opening auction |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Regular trade (strategy) |
1 |
Regular trade |
100 |
TMC leg trade [until 20150213] |
2 |
Aggregated auction trade [until 20150213] |
24 |
Reported trade (cross) |
3 |
Auction trade |
30 |
Tailor-Made Combination (TMC) trade [until 20150213] |
4 |
Reported trade |
40 |
Combo vs. outright trade [until 20150213] |
90 |
Standard combo leg trade [until 20150213] |