# 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                    |