MIAX Futures Exchange Enumerations#

MIAX Futures provides the Minneapolis Grain Exchange, offering trading in Hard Red Spring Wheat Futures & Options.

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

  • TRADE_PERIOD - Market period during which a trade was executed.

  • TRADE_TYPE - Type of trade

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, implied trades, off-book trades)

B

Buy

S

Sell
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

S

Strategy leg [trade reported in each of outright leg when two spread orders are matched]
CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

1

Per-open

2

Opening freeze

3

Trading

4

Halt

5

Operational halt

6

Closed
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

A

Auction

-

Regular trading
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

A

Adjusted / late manual trade

C

Implied trade (strategy)

L

Implied trade (outright)

M

Strategy leg trade

O

Regular trade (outright)

S

Regular trade (strategy)