ICE US Canadian Grains Enumerations#
The Intercontinental Exchange (ICE) US Grains exchange is a futures contract market that offers trading and risk management solutions for globally traded soft commodities
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
MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue
ORDER_TYPE - Type of order.
TRADE_TYPE - Type of trade
Enumeration ID |
Enumeration Description |
|---|---|
‘””’ |
Undefined (e.g. auction trades, implied trades, off-book trades) |
B |
Buy |
S |
Sell |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Lit order book |
1 |
Off-book |
Enumeration ID |
Enumeration Description |
|---|---|
C |
Call option |
P |
Put option |
Enumeration ID |
Enumeration Description |
|---|---|
1 |
Pre-open |
2 |
Pre-close |
C |
Closed |
E |
Expired |
O |
Open |
Enumeration ID |
Enumeration Description |
|---|---|
I |
Implied order |
L |
Limit order |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Standard trade |
AA |
Asset Allocation |
AAL |
Asset allocation leg trade (System priced) |
ADJ |
Adjusted trade |
BAS |
Basis trade |
BLK |
Block trade |
BLKC |
Block crack leg trade (System priced) |
BLKL |
Block leg trade (System priced) |
BLKS |
Block composite strategy leg trade (System priced) |
BLT |
Bilateral block trade |
COMP |
Composite strategy leg trade (System priced) |
CRK |
Crack leg trade (System priced) |
EFM |
Exchange of Futures for Related Market (EFM) |
EFP |
Exchange for Physical (EFP) |
EFPC |
EFP/EFS Contra Trade [until July 2015] |
EFS |
Exchange for Swap (EFS) |
EFSP |
EFS/EFP trade |
EOO |
Exchange of Options for Options (EOO) |
GCR |
Guaranteed Cross |
IMO |
Implied spread trade at market open |
IMP |
Implied trade (Standard trade against implied liquidity) |
IPL |
Implied trade outside Interval Price Limits |
LEG |
Strategy leg trade (System priced) |
RFC |
Request for Cross (RFC) trade |
RFCL |
RFC Cross leg trade |
TAM |
Trade at Market |