Warsaw Stock Exchange - Derivatives Enumerations#

Warsaw Stock Exchange operates a financial instruments exchange. The Exchange trades equities, fixed income, derivatives, listings, bonds, subscription rights.

The following fields have Enumerations:

  • EVENT_CODE - Event that triggered an instrument status update

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

  • MMT_ALGO_IND - Identifies whether a trade involved an algorithmic order.

  • MMT_BENCHMARK_IND - Identifies whether a trade was priced according to a defined benchmark (e.g. VWAP) or reference price (e.g. midpoint of the primary market BBO), or whether it was part of a trade in multiple instruments (contingent trade or portfolio trade).

  • MMT_CROSS_IND - Identifies agency cross trades, where a broker crossed two client orders outside the order book.

  • MMT_DEFERRAL_TYPE - Type of publication deferral or subsequent enrichment applied to a trade report.

  • MMT_DIVIDEND_IND - Identifies whether a trade includes special dividend arrangements, e.g. a trade sold cum-dividend during an ex-dividend period.

  • MMT_DUP_IND - Identifies trades reported to more than one Approved Publication Arrangement.

  • MMT_MKT_MECH - Market mechanism through which a trade was executed.

  • MMT_MOD_IND - Identifies trade cancellations, or amendments of a previous trade.

  • MMT_NEGOTIATED_IND - Indicates privately negotiated trades, or Systematic Internaliser trades exempt from pre-trade transparency.

  • MMT_OFF_BOOK_AUTO_IND - Identifies whether an off-book trade report was executed via a manual or automated process.

  • MMT_PRICE_FORMING_IND - Identifies whether a trade is price-forming, or contributes to the price discovery process.

  • MMT_PUB_MODE - Identifies whether a trade was subject to delayed publication, and the reason for the deferral.

  • MMT_TRANS_CAT - Identifies various special categories of trade.

  • MMT_TRD_MODE - Trading period during which an on-book trade was executed, or origin of an off-book trade report (on-exchange / off-exchange / SI).

  • ORDER_ENTRY_STATUS - Indicates the availability of order entry / modification / cancellation

  • ORDER_TYPE - Type of order.

  • REASON_CODE - Reason for an instrument status update

  • TRADE_TYPE - Type of trade

  • UPDATE_TYPE - Type of update

CALL_PUT_IND - Enumeration#

Enumeration ID

Enumeration Description

C

Call option

P

Put option
EVENT_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

C

Uncrossing

D

Scheduled re-opening cancelled

M

Halted

N

Initialisation

O

Instrument opened

P

Re-opening auction

R

Halted at uncrossing
MKT_PHASE - Enumeration#

Enumeration ID

Enumeration Description

A

Auction

CLAU

Closing auction uncrossing

CLCA

Closing auction call

CLSD

Closed

COAU

Core auction uncrossing

COCA

Core auction call

COCO

Core continuous

COMO

Core monitoring

CTAL

Core trading at last

EAMO

Early monitoring

H

Halted

HALT

Halted

LAMO

Late monitoring

LTAL

Late trading at last
MMT_ALGO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not an algorithmic trade

H

Algorithmic trade
MMT_BENCHMARK_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not a benchmark trade
MMT_CROSS_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not a cross trade

X

Agency cross trade
MMT_DEFERRAL_TYPE - Enumeration#

Enumeration ID

Enumeration Description

-

No deferral / unspecified
MMT_DIVIDEND_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

E

Ex-/cum-dividend
MMT_DUP_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Unique trade report
MMT_MKT_MECH - Enumeration#

Enumeration ID

Enumeration Description

1

Central Limit Order Book

4

Off Book
MMT_MOD_IND - Enumeration#

Enumeration ID

Enumeration Description

-

New trade

A

Amended trade

C

Trade cancellation
MMT_NEGOTIATED_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable

1

Negotiated trade in liquid instruments

2

Negotiated trade in illiquid instruments

3

Negotiated trade subject to conditions other than the market price

N

Negotiated trade
MMT_OFF_BOOK_AUTO_IND - Enumeration#

Enumeration ID

Enumeration Description

-

Unspecified / Not applicable
MMT_PRICE_FORMING_IND - Enumeration#

Enumeration ID

Enumeration Description

P

Plain vanilla (price-forming) trade

T

Non-price forming (technical) trade
MMT_PUB_MODE - Enumeration#

Enumeration ID

Enumeration Description

-

Immediate publication
MMT_TRANS_CAT - Enumeration#

Enumeration ID

Enumeration Description

-

Not applicable
MMT_TRD_MODE - Enumeration#

Enumeration ID

Enumeration Description

2

Continuous trading

3

At Market Close trading

5

Trade reporting (on-exchange)

I

Intraday auction

K

Closing auction

O

Opening auction

U

Unscheduled auction
ORDER_ENTRY_STATUS - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified [i.e. usual order entry rules for the current market phase]

N

Order entry enabled

Y

Order entry disabled
ORDER_TYPE - Enumeration#

Enumeration ID

Enumeration Description

L

Limit order

M

Market order
REASON_CODE - Enumeration#

Enumeration ID

Enumeration Description

‘””’

Unspecified

A

Max number of orders exceeded

C

Trade price outside dynamic collars

G

Regulatory halt

M

Manual halt

R

No liquidity provider quote

S

Trade price outside static collars

W

Knocked out

X

Underlying halted
TRADE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

0

Regular trade

1

Cross trade

5

Internalised trade

6

Internalised cross trade

O

Block trade
UPDATE_TYPE - Enumeration#

Enumeration ID

Enumeration Description

A

Add

D

Delete

M

Modify