Taiwan Futures Exchange (TAIFEX) Enumerations#

The Taiwan Futures Exchange was established in 1998. It offers futures and options on major Taiwan stock indices, government bond futures, equity options and 30-day CP interest rate futures.

The following fields have Enumerations:

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

  • 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.

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

  • 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”

  • SESSION - Trading session to which the update relates, e.g. “Day”, “Night”, “T”, “T+1”

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

  • EVENT_CODE - Event that triggered an instrument status update

AGGRESSOR_SIDE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Undefined (e.g. auction trades, leg trades, off-book trades)

B

Buy

S

Sell
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Regular trade

LEG

Strategy leg trade
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

A

Auction

-

Regular trading
BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

S

Strategy leg [trade reported in each of outright leg when two spread orders are matched]
CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
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
SESSION - Enumeration#

Enumeration ID

Enumeration Description

Day

Day session

Night

Night session
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

200

Suspended

302

Accepting orders

304

Open

305

Non-cancel period

306

Cloed
EVENT_CODE - Enumeration#

Enumeration ID

Enumeration Description

100

Circuit breaker cooling-off period

101

Price limits expanded after circuit breaker

400

Dynamic price banding suspended

401

Dynamic price banding resumed

402

Dynamic price banding range adjusted

403

Dynamic price banding suspension preliminary notification

404

Dynamic price banding resumption preliminary notification

405

Dynamic price banding adjustment preliminary notification