Description

Type: int

Type of Trade.

Valid values:

  • 0 = Regular Trade
  • 1 = Block Trade
  • 2 = EFP (Exchange for physical)
  • 3 = Transfer
  • 4 = Late Trade
  • 5 = T Trade
  • 6 = Weighted Average Price Trade
  • 7 = Bunched Trade
  • 8 = Late Bunched Trade
  • 9 = Prior Reference Price Trade
  • 10 = After Hours Trade
  • 11 = Exchange for Risk (EFR)
  • 12 = Exchange for Swap (EFS)
  • 13 = Exchange of Futures for (in Market) Futures (EFM) (e,g, full sized for mini)
  • 14 = Exchange of Options for Options (EOO)
  • 15 = Trading at Settlement
  • 16 = All or None
  • 17 = Futures Large Order Execution
  • 18 = Exchange of Futures for Futures (external market) (EFF)
  • 19 = Option Interim Trade
  • 20 = Option Cabinet Trade
  • 22 = Privately Negotiated Trades
  • 23 = Substitution of Futures for Forwards
  • 48 = Non-standard settlement
  • 49 = Derivative Related Transaction
  • 50 = Portfolio Trade
  • 51 = Volume Weighted Average Trade
  • 52 = Exchange Granted Trade
  • 53 = Repurchase Agreement
  • 54 = OTC
  • 55 = Exchange Basis Facility (EBF)
  • 56 = Opening trade
  • 57 = Netted trade
  • 58 = Block swap trade

    Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules.

  • 59 = Credit event trade
  • 60 = Succession event trade
  • 61 = Give-up Give-in trade
  • 62 = Dark trade

    A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order.

  • 63 = Technical trade
  • 64 = Benchmark

    For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP.

  • 65 = Package trade

    Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value.

  • 66 = Roll trade

    Trade is a roll from one contract that is about to expire to a new contract.

  • MiFID Values
    • 24 = Error trade
    • 25 = Special cum dividend (CD)
    • 26 = Special ex dividend (XD)
    • 27 = Special cum coupon (CC)
    • 28 = Special ex coupon (XC)
    • 29 = Cash settlement (CS)
    • 30 = Special price (usually net- or all-in price) (SP)
    • 31 = Guaranteed delivery (GD)
    • 32 = Special cum rights (CR)
    • 33 = Special ex rights (XR)
    • 34 = Special cum capital repayments (CP)
    • 35 = Special ex capital repayments (XP)
    • 36 = Special cum bonus (CB)
    • 37 = Special ex bonus (XB)
    • 38 = Block trade (same as large trade)
    • 39 = Worked principal trade (UK-specific)
    • 40 = Block Trades - after market
    • 41 = Name change
    • 42 = Portfolio transfer
    • 43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price
    • 44 = Prorogation sell - see prorogation buy
    • 45 = Option exercise
    • 46 = Delta neutral transaction
    • 47 = Financing transaction (includes repo and stock lending)
  • or any value conforming to the data type Reserved1000Plus

Used In