# Canadian Consolidated Market Sample Enumerations A subset of symbols from all Canadian venues, between January 2,2024 and March 31, 2024 The following fields have Enumerations: * AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order. * BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed. * BUYER - ID of the market participant on the buy side of a trade * BYPASS - Identifies whether the trade resulted from a Bypass order * ODD_LOT - Indicates whether a trade was an odd lot * OMD_STATUS - Indicates an instrument’s current trading status. Values are normalized across all DBs. * QUOTE_VENUE - Venue (MIC) from which a quote originates * SELLER - ID of the market participant on the sell side of a trade * SPECIAL_TERMS - Indicates any non-standard settlement / execution terms associated with a trade * TRADE_PERIOD - Market period during which a trade was executed. * TRADE_TYPE - Type of trade * TRADE_VENUE - Identifies the venue where a trade was executed. Typically a MIC, with the special values “XOFF” for off-exchange and “SINT” for Systematic Internaliser trades. #### AGGRESSOR_SIDE - Enumeration | Enumeration ID | Enumeration Description | |------------------|--------------------------------------------------| | ‘””’ | Undefined (e.g. auction trades, off-book trades) | | B | Buy | | S | Sell | #### BOOK_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | 0 | Lit order book | | 1 | Off-book | | 2 | Dark book | | 3 | Odd lot book | | 4 | Special terms book | | 6 | Auction book | | ‘””’ | Not applicable | #### BUYER - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------------------------------------------| | 10 | StephenAvenue Securities Inc. | | 100 | TSX Buy-ins | | 101 | Societe Generale Capital Canada Inc. | | 11 | Jefferies Securities Inc. | | 123 | Citigroup Global Markets Canada | | 124 | Questrade Inc. | | 13 | Instinet Canada Ltd. | | 14 | Virtu Canada Corp. | | 15 | UBS Securities Canada Inc./UBS Valeurs Mobilieres Canada Inc. | | 150 | Generation IACP Inc. | | 16 | Paradigm Capital Inc. | | 17 | Integral Wealth Securities Limited | | 19 | Desjardins Securities Inc. | | 2 | RBC Capital Markets | | 200 | Acumen Capital Finance Partners Ltd. | | 203 | Assante Capital Management Ltd. | | 205 | Lightyear Capital Inc. | | 206 | Moomoo Financial Canada Inc | | 208 | Kingwest and Company | | 21 | PGM Global Inc. | | 22 | Fidelity Clearing Canada ULC | | 222 | JP Morgan Securities Canada Inc. | | 23 | State Street Global Markets Canada Inc. | | 24 | Clarus Securities Inc | | 25 | Odlum Brown Ltd. | | 26 | Wells Fargo Securities Canada Ltd. | | 28 | CI Investment Services Inc. | | 3 | ATB Securities Inc. | | 300 | CSE Buy-ins | | 301 | NEO Buy-ins | | 33 | Canaccord Genuity Corp. | | 34 | Maison Placements Canada Inc. | | 35 | Friedberg Mercantile Group | | 36 | W.D. Latimer Co. Ltd. | | 38 | Liquidnet Canada Inc | | 39 | Merrill Lynch Canada Inc. | | 4 | Cantor Fitzgerald Canada Corporation | | 43 | Caldwell Securities Ltd. | | 48 | Laurentian Bank Securities Inc. | | 5 | Citadel Securities Canada ULC | | 53 | Morgan Stanley Canada Ltd. | | 55 | Velocity Trade Capital Ltd. | | 56 | Edward Jones | | 57 | Interactive Brokers Canada Inc | | 59 | Ventum Financial Corp. | | 6 | INFOR Financial Inc. | | 62 | Haywood Securities Inc. | | 65 | Goldman Sachs Canada Inc. | | 68 | Leede Financial Inc. | | 7 | TD Securities Inc. | | 73 | Cormark Securities Inc./Valeurs Mobilieres Cormark Inc. | | 76 | iA Private Wealth Inc. | | 77 | Peters & Co. Ltd. | | 79 | CIBC World Markets Inc. | | 80 | National Bank Financial Inc. | | 82 | Stifel Nicolaus Canada Inc. | | 83 | Research Capital Corporation | | 84 | Independent Trading Group | | 85 | Scotia Capital Inc. | | 86 | Pictet Canada L.P. | | 87 | Beacon Securities Ltd. | | 88 | Aviso?Financial Inc. | | 89 | Raymond James Ltd. | | 9 | BMO Nesbitt Burns Inc. | | 90 | Barclays Capital Canada Inc. | | 91 | JonesTrading Canada Inc. | | 92 | Pollitt & Co. Inc. | | 94 | Hampton Securities Ltd. | | 98 | Red Cloud Securites Inc. | #### BYPASS - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | ‘””’ | Not a bypass trade | | Y | Bypass trade | #### ODD_LOT - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | ‘””’ | Board lot | | Y | Odd lot | #### OMD_STATUS - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------| | A | Auction | | B | Break / Pause | | C | Closing auction | | D | Delisted / Pending deletion | | H | Halted | | I | Scheduled intraday auction | | M | Mandatory quoting period | | N | New instrument / Pre-listing | | O | Opening auction | | P | Pre-market | | Q | Indicative quoting period | | R | Off-book trade reporting | | S | Suspended | | T | Continuous trading | | U | Unscheduled auction | | c | Closed | | i | IPO / Public offering auction | | n | No market phase / Unspecified | | o | Order management | | p | Post-market | | t | Trading at last price | #### QUOTE_VENUE - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------| | CHIC | Chi-X Canada | | CSE2 | Canadian Securities Exchange | | LICA | Liquidnet Canada | | LYNX | Lynx | | MATN | CBOE Canada - MatchNow | | NEOD | CBOE Canada - Neo Dark | | NEOE | CBOE Canada - Neo L | | NEON | CBOE Canada - Neo LN | | OMGA | Omega | | PURE | Canadian Securities Exchange - Pure | | XATS | Alpha Exchange | | XATX | Alpha-X | | XCX2 | CX2 | | XCXD | Nasdaq CXD | | XICX | Instinet Canada Cross | | XTSE | Toronto Stock Exchange | #### SELLER - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------------------------------------------| | 10 | StephenAvenue Securities Inc. | | 100 | TSX Buy-ins | | 101 | Societe Generale Capital Canada Inc. | | 11 | Jefferies Securities Inc. | | 123 | Citigroup Global Markets Canada | | 124 | Questrade Inc. | | 13 | Instinet Canada Ltd. | | 14 | Virtu Canada Corp. | | 15 | UBS Securities Canada Inc./UBS Valeurs Mobilieres Canada Inc. | | 150 | Generation IACP Inc. | | 16 | Paradigm Capital Inc. | | 17 | Integral Wealth Securities Limited | | 19 | Desjardins Securities Inc. | | 2 | RBC Capital Markets | | 200 | Acumen Capital Finance Partners Ltd. | | 203 | Assante Capital Management Ltd. | | 205 | Lightyear Capital Inc. | | 206 | Moomoo Financial Canada Inc | | 208 | Kingwest and Company | | 21 | PGM Global Inc. | | 22 | Fidelity Clearing Canada ULC | | 222 | JP Morgan Securities Canada Inc. | | 23 | State Street Global Markets Canada Inc. | | 24 | Clarus Securities Inc | | 25 | Odlum Brown Ltd. | | 26 | Wells Fargo Securities Canada Ltd. | | 28 | CI Investment Services Inc. | | 3 | ATB Securities Inc. | | 300 | CSE Buy-ins | | 301 | NEO Buy-ins | | 33 | Canaccord Genuity Corp. | | 34 | Maison Placements Canada Inc. | | 35 | Friedberg Mercantile Group | | 36 | W.D. Latimer Co. Ltd. | | 38 | Liquidnet Canada Inc | | 39 | Merrill Lynch Canada Inc. | | 4 | Cantor Fitzgerald Canada Corporation | | 43 | Caldwell Securities Ltd. | | 48 | Laurentian Bank Securities Inc. | | 5 | Citadel Securities Canada ULC | | 53 | Morgan Stanley Canada Ltd. | | 55 | Velocity Trade Capital Ltd. | | 56 | Edward Jones | | 57 | Interactive Brokers Canada Inc | | 59 | Ventum Financial Corp. | | 6 | INFOR Financial Inc. | | 62 | Haywood Securities Inc. | | 65 | Goldman Sachs Canada Inc. | | 68 | Leede Financial Inc. | | 7 | TD Securities Inc. | | 73 | Cormark Securities Inc./Valeurs Mobilieres Cormark Inc. | | 76 | iA Private Wealth Inc. | | 77 | Peters & Co. Ltd. | | 79 | CIBC World Markets Inc. | | 80 | National Bank Financial Inc. | | 82 | Stifel Nicolaus Canada Inc. | | 83 | Research Capital Corporation | | 84 | Independent Trading Group | | 85 | Scotia Capital Inc. | | 86 | Pictet Canada L.P. | | 87 | Beacon Securities Ltd. | | 88 | Aviso?Financial Inc. | | 89 | Raymond James Ltd. | | 9 | BMO Nesbitt Burns Inc. | | 90 | Barclays Capital Canada Inc. | | 91 | JonesTrading Canada Inc. | | 92 | Pollitt & Co. Inc. | | 94 | Hampton Securities Ltd. | | 98 | Red Cloud Securites Inc. | #### SPECIAL_TERMS - Enumeration | Enumeration ID | Enumeration Description | |------------------|----------------------------------------| | ‘””’ | No special terms (standard settlement) | | C | Cash | | CT | Cash today | | DC | Derivative-related contingent trade | | DD | Delayed delivery | | ND | Next day | | NN | Non-net | | NR | Non-resident | | Y | Special settlement terms | #### TRADE_PERIOD - Enumeration | Enumeration ID | Enumeration Description | |------------------|-----------------------------------------| | - | Regular trading | | A | Auction | | C | Closing auction | | E | Extended hours (early session) | | I | Intraday auction | | L | Extended hours (late session) | | O | Opening auction | | P | Public offering / buyback auction | | T | Trading at closing price | | U | Unscheduled auction | | c | Post-close auction | | e | Extended hours | | o | Opening auction (extended hours) | | p | Auction initiated by market participant | | u | Unscheduled auction (extended hours) | | ‘””’ | Not applicable | #### TRADE_TYPE - Enumeration | Enumeration ID | Enumeration Description | | |------------------|----------------------------------------------------------------------------|-----------------------------------------| | | ‘Values are exchange-specific - e.g. if the CLOUD_DB field is set to “TSX” | refer to the TRADE_TYPE values for TSX’ | #### TRADE_VENUE - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------| | CHIC | Chi-X Canada | | CSE2 | Canadian Securities Exchange | | LICA | Liquidnet Canada | | LYNX | Lynx | | MATN | CBOE Canada - MatchNow | | NEOD | CBOE Canada - Neo Dark | | NEOE | CBOE Canada - Neo L | | NEON | CBOE Canada - Neo LN | | OMGA | Omega | | PURE | Canadian Securities Exchange - Pure | | XATS | Alpha Exchange | | XATX | Alpha-X | | XCX2 | CX2 | | XCXD | Nasdaq CXD | | XICX | Instinet Canada Cross | | XTSE | Toronto Stock Exchange |