Montreal Exchange Enumerations#
The Montreal Exchange (MX) offers trading in futures and options on equities, indices, interest rates, and currencies.
The following fields have Enumerations:
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
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 |
|---|---|
B |
Post-trading |
C |
Consultation start |
c |
Not trading |
E |
No cancellation |
F |
Consultation end |
f |
Forbidden |
I |
Prohibited |
M |
Mini-batch |
N |
Market Operations intervention |
O |
Opening |
P |
Pre-opening |
r |
Pre-opening |
S |
Continuous trading |
s |
Suspended |
Z |
Interrupted |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Regular trading |
I |
Intraday auction |
O |
Opening auction |
U |
Unscheduled auction |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Regular trade |
12 |
Delta trade |
13 |
Committed block |
14 |
Late trade |
16 |
Strategy leg trade |
2 |
Block trade |
22 |
Exchange for Risk |
24 |
Committed trade |
25 |
Basis on Close |
26 |
Price/volume adjustment |
4 |
Cross trade |
5 |
Exchange for Physical |
56 |
Trade correction |
9 |
Implied trade |
A |
As-of trade |
C |
Contingent trade |
F |
Riskless basis cross |