JSE Derivatives (SAFEX) Enumerations#
The Johannesburg Stock Exchange (JSE) Derivatives Market, SAFEX, offers trading in futures and options on equities, indices, interest rates, and 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.
TRADE_PERIOD - Market period during which a trade was executed.
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 |
6 |
Auction book |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Regular trading |
A |
Auction |
C |
Closing auction |
I |
Intraday auction |
O |
Opening auction |
U |
Unscheduled auction |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Standard trade |
1 |
Auction trade |
4001 |
Negotiated trade |
4010 |
Exchange for Physical |
4011 |
Exchange for Risk |
4012 |
Professional Client |
4013 |
Delta trade |
4014 |
Late trade |
4015 |
Roll trade |
4016 |
Option strategy trade |
4017 |
Net-off |
4018 |
Non-standard strategy trade |
4019 |
CFD trade report |
4020 |
Strategy trade |
4022 |
Trade Bust |
4023 |
Price Adjust |
4024 |
Reported trade |
99 |
Auction trade |
FXA |
FX Auction trade |
HO |
Standard trade against hidden order |
LEG |
Strategy leg trade [Trade reported on each outright leg when two spread orders are matched] |