Thailand Futures Exchange Enumerations#
The Thailand Futures Exchange ( TFEX ) offers trading in futures and options on equities, indices, commodities, and interest rates.
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_TYPE - Type of trade
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Lit order book |
1 |
Off-book |
Enumeration ID |
Enumeration Description |
|---|---|
C |
Call option |
P |
Put option |
Enumeration ID |
Enumeration Description |
|---|---|
- |
Regular trading |
A |
Auction |
I |
Intraday auction |
O |
Opening auction |
U |
Unscheduled auction |
Enumeration ID |
Enumeration Description |
|---|---|
0 |
Automatch trade |
1 |
Trade between combination orders [until 20230505] |
2 |
Negotiated trade [until 20230505] |
4 |
Automatch trade [until 20230505] |
7 |
Auction trade [until 20230505] |
AUCT |
Auction trade |
COMB |
Combo to combo trade |
EFP |
Exchange for Physical |
TR |
Trade report |