# NYMEX Futures Enumerations

NYMEX is a division of the CME Group, offering trading in energy futures and 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
* EVENT_CODE - Event that triggered an instrument status update
* MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue
* ORDER_TYPE - Type of order.
* REASON_CODE - Reason for an instrument status update
* TRADE_PERIOD - Market period during which a trade was executed.
* TRADE_TYPE - Type of trade
* UPDATE_TYPE - Type of update

#### 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                  |

#### CALL_PUT_IND - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| C                | Call option               |
| P                | Put option                |

#### EVENT_CODE - Enumeration

|   Enumeration ID | Enumeration Description   |
|------------------|---------------------------|
|                0 | No special event          |
|                1 | No cancel                 |
|                4 | New trading day           |
|                5 | Implied matching on       |
|                6 | Implied matching off      |

#### MKT_PHASE - Enumeration

|   Enumeration ID | Enumeration Description   |
|------------------|---------------------------|
|               15 | New price indication      |
|               17 | Trading                   |
|               18 | Not available for trading |
|                2 | Halted                    |
|               20 | Unspecified               |
|               21 | Pre-open                  |
|               24 | Pre-cross                 |
|               25 | Cross                     |
|               26 | Post-close                |
|                4 | Closed                    |

#### ORDER_TYPE - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| I                | Implied order             |
| L                | Limit order               |

#### REASON_CODE - Enumeration

|   Enumeration ID | Enumeration Description   |
|------------------|---------------------------|
|                0 | Scheduled transition      |
|                1 | Surveillance intervention |
|                2 | Market event              |
|                3 | Instrument activation     |
|                4 | Instrument expiration     |
|                5 | Unspecified               |
|                6 | Recovery                  |

#### TRADE_PERIOD - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| -                | Regular trading           |
| A                | Auction                   |

#### TRADE_TYPE - Enumeration

| Enumeration ID   | Enumeration Description                                                                                                      |
|------------------|------------------------------------------------------------------------------------------------------------------------------|
| -                | Regular trade                                                                                                                |
| BLK              | Block trade [Note: price may be null for block trades in spreads - this is because CME does not always publish a price]      |
| BLKL             | Leg of a strategy block trade                                                                                                |
| IMP              | Implied trade [Trade where either the buy or the sell side was an implied price]                                             |
| LEG              | Strategy leg trade [Synthetic trade reported on each outright leg when two spread orders are matched - price is always null] |
| RFC              | Request for Cross (RFC) trade                                                                                                |

#### UPDATE_TYPE - Enumeration

| Enumeration ID   | Enumeration Description   |
|------------------|---------------------------|
| A                | Add                       |
| D                | Delete                    |
| F                | Fill                      |
| M                | Modify                    |
| P                | Partial fill              |
| R                | Refresh                   |