The following section is intended to provide a list of the different trade types that can be received from the exchanges and displayed in LISAFrontEnd (field Type).
This information has been gathered in the exchange documentation and is, to the best of our knowledge, accurate and up to date. It may, however, change without further notice.
|
Field |
Value |
Description |
|
TrdTyp |
0 |
Regular Trade |
|
|
1 |
Block Trade |
|
|
2 |
EFP - (Exchange for physical) |
|
|
3 |
Transfer |
|
|
11 |
Exchange for Risk (EFR) |
|
|
12 |
Exchange for Swap (EFS) |
|
|
22 |
Privately Negotiated Trades |
|
|
23 |
Substitution of Futures for Forwards |
|
Field |
Value |
Description |
|
TrdTyp |
0 |
Regular
Trade – Normal Trade |
|
|
1 |
OTC Block
Trade O – OTC Block Trade |
|
|
2 |
EFP (Exchange
for Physical) E – EFP Trade |
|
|
12 |
Exchange for
Swap (EFS) W – EFS Trade |
|
|
54 |
OTC N/A –
Flexible Contract |
|
|
55 |
Exchange Basis
Facility B – Basis Trade |
|
|
1000 |
Vola Trade V
– Vola Trade |
|
|
1001 |
EFP-Fin Trade
P – EFP-Fin Trade |
|
Field |
Value |
Description |
|
TrdTyp |
0 |
Regular
Trade – Normal Trade |
|
|
1 |
OTC Block
Trade O – OTC Block Trade |
|
|
2 |
EFP (Exchange
for Physical) E – EFP Trade |
|
|
12 |
Exchange for
Swap (EFS) W – EFS Trade |
|
|
54 |
OTC N/A –
Flexible Contract |
|
|
55 |
Exchange Basis
Facility B – Basis Trade |
|
|
1000 |
Vola Trade V
– Vola Trade |
|
|
1001 |
EFP-Fin Trade
P – EFP-Fin Trade |
|
Field |
Value |
Description |
|
Trade_type_c |
1 |
Standard - The trade is a normally
registered trade |
|
|
2 |
Transitory - The trade is placed on a transitory
account |
|
|
3 |
Overtaking - The trade is a result of a
rectify operation |
|
|
4 |
Reversing - The trade is a result of a
rectify operation. |
|
|
5 |
Transfer - The trade is a result of a
transfer from a daily account |
|
|
6 |
Exercise - The trade is an exercising part
in an exercise operation |
|
|
7 |
Assign - The trade is an assign part in an
exercise operation |
|
|
8 |
Closing - The trade is a result of a
closing series operation |
|
|
9 |
Issue |
|
|
10 |
New_contract - The trade
is a result where delivery is new contract |
|
|
11 |
Delivery |
|
|
12 |
Dummy trade |
|
|
13 |
Alias |
|
|
14 |
Offsetting |
|
|
15 |
Superseding |
|
|
16 |
State_change |
|
Field |
Value |
Description |
|
TrdTyp |
0 |
Regular Trade |
|
|
1 |
Block Trade |
|
|
2 |
EFP - (Exchange for physical) |
|
|
3 |
Transfer |
|
|
12 |
Exchange for Swap (EFS ) |
|
|
13 |
EFM |
|
|
14 |
EOO |
|
|
15 |
TAS/TIC |
|
|
21 |
TAS Block/TIC Block |
|
|
23 |
Substitution of Futures for OTC |
|
|
24 |
Error Cross |
|
|
55 |
Exchange Basis Facility (EBF) |
|
|
56 |
8:30/Singapore Marker |
|
|
57 |
4:30/Floating/Expiry-Only Marker |
|
|
58 |
Broker Cross Trade |
|
|
101 |
Asset Allocation |
|
|
102 |
Guaranteed Cross |
|
|
104 |
Volatility Contingent Trade |
|
|
105 |
Stock Contingent Trade |
|
|
106 |
Super Block |
|
|
107 |
Stock Contingent Block trade |
|
|
108 |
Trade at Platts Settlement |
|
|
109 |
Trade at Platts Settlement Block |
|
|
110 |
Exchange for Benchmark |
|
Field |
Value |
Description |
|
Trade_type_c |
1 |
Standard - The trade is a normally
registered trade |
|
|
2 |
Transitory - The trade is placed on a
transitory account |
|
|
3 |
Overtaking - The trade is a result of a
rectify operation |
|
|
4 |
Reversing - The trade is a result of a
rectify operation. |
|
|
5 |
Transfer - The trade is a result of a
transfer from a daily account |
|
|
6 |
Exercise - The trade is an exercising part
in an exercise operation |
|
|
7 |
Assign - The trade is an assign part in an
exercise operation |
|
|
8 |
Closing - The trade is a result of a
closing series operation |
|
|
9 |
Issue |
|
|
10 |
New_contract - The trade
is a result where delivery is new contract |
|
Field |
Value |
Description |
|
Trade Type |
T |
Trade |
|
|
C |
Claim |
|
|
Z |
Kerb Trade |
|
|
A |
Jelly Roll |
|
|
B |
Butterfly |
|
|
D |
Spread call/put |
|
|
E |
Calendar spread |
|
|
F |
Diagonal calendar spread |
|
|
G |
Guts |
|
|
H |
Two by one ratio spread call/put |
|
|
I |
Iron butterfly |
|
|
J |
Combo |
|
|
K |
Strangle |
|
|
L |
Ladder |
|
|
M |
Futures Strip or Options Strip |
|
|
N |
Straddle calendar spread |
|
|
P |
Diagonal straddle / calendar spread |
|
|
R |
Conversion/reversal |
|
|
S |
Straddle |
|
|
V |
Volatility trade |
|
|
W |
Condor |
|
|
X |
Box |
|
|
3 |
Put Spread vs Call |
|
|
5 |
Iron Condor |
|
|
7 |
Straddle vs Call or Put |
|
|
@ |
Against Actual (Commodities only) |
|
|
@ |
Cleared Only Market Trade (Equities only) |
|
Field |
Value |
Description |
|
ExchangeTradeType |
0 |
Normal |
|
|
2 |
Give-Up Executor |
|
|
3 |
Member Clearing |
|
|
4 |
Historic price carry |
|
|
5 |
Option Expiry Future |
|
|
6 |
Reversal |
|
|
7 |
Correction |
|
|
8 |
Exception |
|
|
9 |
OTC Bring ON |
|
|
10 |
OTC Bring OFF |
|
|
11 |
Transfer Send |
|
|
12 |
Transfer Receive |
|
|
13 |
Caps |
|
|
12 |
Give-Up Clearer |
|
Field |
Value |
Description |
|
TypeOfTrade |
AS |
Trade generated following
exercise/assignment |
|
|
BK |
Back-up trade |
|
|
CO |
Corrective trade |
|
|
CE |
Trade generated following an external
correction |
|
|
GU |
Trade generated by a give-up |
|
|
MK |
Market trade |
|
|
LT |
Linked trade |
|
Field |
Value |
Description |
|
Trade Type |
A |
Cross trade out of trading hours |
|
|
C |
Corporate Action |
|
|
D |
Transfer from daily account |
|
|
E |
Options exercise |
|
|
G |
Give-up Trade |
|
|
H |
Cross trade during trading hours |
|
|
J |
Trades at the Average price |
|
|
L |
Delta |
|
|
M |
Market |
|
|
P |
Position adjustment |
|
|
S |
Trade associated with rollover |
|
|
T |
Trade transfer |
|
|
V |
Expiration |
|
|
X |
Countertrade |
|
|
Y |
Cancel countertrade |
|
|
Z |
Position transfer |
|
Field |
Value |
Description |
|
TradeType |
0 |
Normal trade |
|
Tag 418 |
A |
Block trade |
|
Field |
Value |
Description |
|
TrdTyp |
0 |
Regular Trade |
|
|
1 |
Block Trade |
|
|
2 |
EFP |
|
Field |
Value |
Description |
|
Trade_type_c |
1 |
Standard - The trade is a normally
registered trade |
|
|
2 |
Transitory - The trade is placed on a
transitory account |
|
|
3 |
Overtaking - The trade is a result of a
rectify operation |
|
|
4 |
Reversing - The trade is a result of a
rectify operation. |
|
|
5 |
Transfer - The trade is a result of a
transfer from a daily account |
|
|
6 |
Exercise - The trade is an exercising part
in an exercise operation |
|
|
7 |
Assign - The trade is an assign part in an
exercise operation |
|
|
8 |
Closing - The trade is a result of a
closing series operation |
|
|
9 |
Issue |
|
|
10 |
New_contract - The trade
is a result where delivery is new contract |
|
|
11 |
Delivery |
|
|
12 |
Dummy trade |
|
|
13 |
Alias |
|
|
14 |
Offsetting |
|
|
15 |
Superseding |
|
|
16 |
State_change |
|
Field |
Value |
Description |
|
Trade_type_c |
1 |
Standard - The trade is a normally
registered trade |
|
|
2 |
Transitory - The trade is placed on a
transitory account |
|
|
3 |
Overtaking - The trade is a result of a
rectify operation |
|
|
4 |
Reversing - The trade is a result of a
rectify operation. |
|
|
5 |
Transfer - The trade is a result of a
transfer from a daily account |
|
|
6 |
Exercise - The trade is an exercising part
in an exercise operation |
|
|
7 |
Assign - The trade is an assign part in an
exercise operation |
|
|
8 |
Closing - The trade is a result of a
closing series operation |
|
|
9 |
Issue |
|
|
10 |
New_contract - The trade
is a result where delivery is new contract |