Tokyo Financial Exchange Enumerations#

The Tokyo Financial Exchange offers futures contracts on short-term yen interest rates, yen forex cross rates, and equity index futures.

The following fields have Enumerations:

  • BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

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

  • TRADE_TYPE - Type of trade

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book
TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

O

Opening auction

U

Unscheduled auction
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

1

Block trade

2

Strategy leg trade