Nasdaq Nordic - Derivatives Enumerations#

In addition to equities, Nasdaq Nordic also offers trading in Nordic derivatives like stock options and futures.

The following fields have Enumerations:

CALL_PUT_IND - “C” - Call option, “P” - Put option
MKT_PHASE (before 20220912) -
MKT_PHASE (from 20220912) -
MMT_MKT_MECH - Market mechanism through which a trade was executed.
MMT_MOD_IND - Identifies trade cancellations, or amendments of a previous trade.
MMT_NEGOTIATED_IND - Indicates privately negotiated trades, or Systematic Internaliser trades exempt from pre-trade transparency.
MMT_PRICE_FORMING_IND - Identifies whether a trade is price-forming, or contributes to the price discovery process.
MMT_TRD_MODE - Trading period during which an on-book trade was executed, or origin of an off-book trade report (on-exchange / off-exchange / SI).
ORDER_TYPE - Type of order.
TRADE_TYPE - Type of trade
UPDATE_TYPE - Type of update

CALL_PUT_IND - Enumeration#
Enumeration ID	Enumeration Description
C	Call option
P	Put option

MKT_PHASE (from 20220912) - Enumeration#
Enumeration ID	Enumeration Description
13	Turnover
24	Post-close
C	Closing auction
E	Continuous trading (evening session)
G	Regulatory suspension
H	Technical halt
L	Post-close
M	Continuous trading (morning session)
O	Opening auction
P	Pre-trading
R	Re-opening auction
S	Continuous trading (evening session)
T	Continuous trading
V	Volatility auction
X	Closed

MMT_MKT_MECH - Enumeration#
Enumeration ID	Enumeration Description
1	Central Limit Order Book
4	Off Book

MMT_NEGOTIATED_IND - Enumeration#
Enumeration ID	Enumeration Description
-	Not applicable
N	Negotiated trade

MMT_PRICE_FORMING_IND - Enumeration#
Enumeration ID	Enumeration Description
J	Trade not contributing to the price discovery process
N	Price not available but pending
P	Plain vanilla (price-forming) trade
T	Non-price forming (technical) trade

MMT_TRD_MODE - Enumeration#
Enumeration ID	Enumeration Description
1	Auction
2	Continuous trading
4	Out of Main Session trading
5	Trade reporting (on-exchange)
6	Trade reporting (off-exchange)
7	Trade reporting (Systematic Internaliser)
K	Closing auction
O	Opening auction
U	Unscheduled auction

ORDER_TYPE - Enumeration#
Enumeration ID	Enumeration Description
L	Limit order
M	Market order

TRADE_TYPE - Enumeration#
Enumeration ID	Enumeration Description
‘””’	Regular trade
1	Off-book trade - Standard
10	Off-book trade - Off-hours [until 20250926]
101	Off-book trade - Outside spread [until 20250926]
1341	Block trade
1342	Block trade - Cash related
1343	Block trade - Exchange Granted
1344	Block trade - Off-hours
154	OTC trade
155	Systematic Internaliser (SI) trade
18	Basis trade at close
19	Cross trade
2	Exchange for Physical
326	OTC trade with non-standard settlement
339	SI trade with non-standard settlement
46	Off-book trade - Cash related [until 20250926]
52	Off-book trade - Exchange Granted
761	Block trade with deferred publication
88	Auction trade