Description
Type: int
Used to describe the origin of an entry in the book
Valid values:
- 0 = Book
- 1 = Off-Book
- 2 = Cross
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3 = Quote driven market
Examples for quote driven markets are market maker or specialist market models.
- 4 = Dark order book
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5 = Auction driven market
Markets where matching occurs only in scheduled auctions.
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6 = Quote negotiation
Discretionary quoting on request or "request for quote" market.
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7 = Voice negotiation
A trading system where transactions between members are arranged through voice negotiation.
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8 = Hybrid market
A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system".
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9 = Other market
A market that does not fall under any of the market types defined for MDOriginType <1024>. In the context of ESMA reporting, this is for "Any other, excluding hybrid."