Shanghai Futures Exchange Enumerations#

The Shanghai Futures Exchange is one of China’s four futures exchanges, trading futures contracts across asset classes like metals, energy, chemicals and more.

The following fields have Enumerations:

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

  • 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”

TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade
CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Not applicable

O

Opening auction
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book
TRADE_SESSION - Enumeration#

Enumeration ID

Enumeration Description

Day

Day session

Night

Night session
QUOTE_SESSION - Enumeration#

Enumeration ID

Enumeration Description

Day

Day session

Night

Night session