National Stock Exchange of India - Derivatives Enumerations#

National Stock Exchange of India Limited (NSE) is one of the leading stock exchanges in India, based in Mumbai. It is the world’s largest derivatives exchange by number of contracts traded

The following fields have Enumerations:

  • AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order.

  • TRADE_TYPE - Type of trade

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

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

  • CALL_PUT_IND - “C” - Call option, “P” - Put option

  • BUY_ALGO_TYPE - Type of algorithm / routing properties associated with the order on the buy side of a trade

  • SELL_ALGO_TYPE - Type of algorithm / routing properties associated with the order on the sell side of a trade

  • BUY_ORDER_CAPACITY - Indicates whether the buyer was acting in a Principal / Agency / Custodial capacity

  • SELL_ORDER_CAPACITY - Indicates whether the seller was acting in a Principal / Agency / Custodial capacity

  • UPDATE_TYPE - Type of update

  • ORDER_TYPE - Type of order.

  • ORDER_CAPACITY - Indicates whether the participant that entered the order was acting in a Principal / Agency / Custodial capacity

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, leg trades)

B

Buy

S

Sell
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

LEG

Strategy leg trade [Synthetic trade reported on each outright leg when two spread orders are matched]
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

C

Closing auction

O

Opening auction

T

Trading at closing price

-

Regular trading
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book
CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
BUY_ALGO_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Algo order

1

Non-algo order

2

Algo order through Smart Order Router

3

Non-algo order through Smart Order Router
SELL_ALGO_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Algo order

1

Non-algo order

2

Algo order through Smart Order Router

3

Non-algo order through Smart Order Router
BUY_ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency
SELL_ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

F

Fill

M

Modify

P

Partial fill
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
ORDER_CAPACITY - Enumeration#

Enumeration ID

Enumeration Description

1

Custodial Participant

2

Principal

3

Agency