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

BOOK_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Lit order book

1

Off-book

CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option

TRADE_PERIOD - Enumeration#

Enumeration ID

Enumeration Description

-

Regular trading

A

Auction

I

Intraday auction

O

Opening auction

U

Unscheduled auction

TRADE_TYPE - Enumeration#

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