Singapore Exchange - Commodity Derivatives Enumerations#

The Singapore Exchange ( SGX ) offers trading in commodity derivatives, including futures and options on iron ore, rubber, and other commodities.

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.

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

  • 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

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
QUOTE_SESSION - Enumeration#

Enumeration ID

Enumeration Description

T

T session (current business day)

T+1

T+1 session (next business day)
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Auction

C

Closing auction

O

Opening auction
TRADE_SESSION - Enumeration#

Enumeration ID

Enumeration Description

T

T session (current business day)

T+1

T+1 session (next business day)
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

1

Combo to combo trade [until 20200424]

2

Combo to Leg trade [until 20200424]

3

Spread trade

4

Off-book trade