SGX-NZX Dairy Derivatives Enumerations

SGX-NZX’s Dairy Derivatives Market provides the dairy industry with a forward view of dairy prices and a cash settled instrument for managing price risk simply and efficiently.

The following fields have Enumerations:

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

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

• 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.

• TRADE_SESSION - Trading session from which a trade originates, e.g. “Day”, “Night”

• QUOTE_SESSION - Trading session from which the quote originates, e.g. “Day”, “Night”

• MKT_PHASE - Indicates the instrument’s current market phase, as specified by the trading venue

AGGRESSOR_SIDE - Enumeration

Enumeration ID	Enumeration Description
‘””’	Undefined (e.g. auction trades, implied trades, off-book trades)
B	Buy
S	Sell

CALL_PUT_IND - Enumeration

Enumeration ID	Enumeration Description
C	Call option
P	Put option

TRADE_TYPE - Enumeration

Enumeration ID	Enumeration Description
0	Regular trade
2	Combo to outright trade
3	Combo to combo trade

TRADE_PERIOD - Enumeration

Enumeration ID	Enumeration Description
A	Auction
C	Closing auction
O	Opening auction
-	Regular trading

BOOK_TYPE - Enumeration

Enumeration ID	Enumeration Description
0	Lit order book
S	Strategy leg

TRADE_SESSION - Enumeration

Enumeration ID	Enumeration Description
T	T session (current business day)

QUOTE_SESSION - Enumeration

Enumeration ID	Enumeration Description
T	T session (current business day)

MKT_PHASE - Enumeration

Enumeration ID	Enumeration Description
0	Closed
1	Order cancellation
2	Halt
3	No cancellation
4	Open
5	Open (Mass Quote enabled)
6	Pre-open
7	Break
8	Break
9	Transition (Change clearing date)
12	Surveillance intervention
13	Series generation
14	Day order expiry
15	Close signal
78	Start of day