Osaka Exchange - Commodity Derivatives (formerly TOCOM) Enumerations#

The Osaka Exchange, formerly the Tokyo Commodity Exchange (TOCOM), offers trading in commodity futures and options, including metals, energy, and agricultural products.

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

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

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

  • TRADE_TYPE - Type of trade

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
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Auction

C

Closing auction

O

Opening auction

U

Unscheduled auction
TRADE_SESSION - Enumeration#

Enumeration ID

Enumeration Description

Day

Day session

Night

Night session
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

2

Internal trade [until 20160916]

20

Auction trade

3

J-Net trade

43

Trade from implied order

5

J-Net cross trade

7

Standard Combination leg trade