Space-delimited list of conditions describing a quote.
Code | Meaning |
---|---|
A | Open/Active |
B | Closed/Inactive |
C | Exchange Best |
D | Consolidated Best |
E | Locked |
F | Crossed |
G | Depth |
H | Fast Trading |
I | Non-Firm |
L | Manual/Slow Quote |
J | Outright Price |
K | Implied Price |
M | Depth on Offer |
N | Depth on Bid |
O | Closing |
P | News Dissemination |
Q | Trading Range |
R | Order Influx |
S | Due to Related |
T | News Pending |
U | Additional Info |
V | Additional Info due to related |
W | Resume |
X | View of Common |
Y | Volume Alert |
Z | Order Imbalance |
a | Equipment Changeover |
b | No Open / No Resume |
c | Regular ETH |
d | Automatic Execution |
e | Automatic Execution ETH |
f | Fast Market ETH |
g | Inactive ETH |
h | Rotation |
i | Rotation ETH |
j | Halt |
k | Halt ETH |
l | Due to News Dissemination |
m | Due to News Pending |
n | Trading Resume |
o | Out of Sequence |
p | Bid Specialist |
q | Offer Specialist |
r | Bid Offer Specialist |
s | End of Day SAM |
t | Forbidden SAM |
u | Frozen SAM |
v | PreOpening SAM |
w | Opening SAM |
x | Open SAM |
y | Surveillance SAM |
z | Suspended SAM |
0 | Reserved SAM |
1 | No Active SAM |
2 | Restricted |
3 | Rest of Book VWAP |
4 | Better Prices in Conditional Orders |
5 | Median Price |
6 | Full Curve |
7 | Flat Curve |