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