Space-delimited list of conditions describing a trade
Code | Meaning |
---|---|
A | Cash (only) Market |
B | Average Price Trade |
C | Cash Trade (same day clearing) |
D | Next Day (only)Market |
E | Opening/Reopening Trade Detail |
F | Intraday Trade Detail |
G | Rule 127 Trade (NYSE) |
H | Rule 155 Trade (AMEX) |
I | Sold Last (late reporting) |
J | Next Day Trade (next day clearing) |
K | Opened (late report of opened trade) |
L | Seller |
M | Sold (out of sequence) |
N | Stopped Stock (guarantee of price but does not execute the order) |
P | Imbalance More Buyers (cannot be used in combination with Q) |
Q | Imbalance More Sellers (cannot be used in combination with P) |
R | Opening Price |
S | Bargain Condition (LSE) |
T | Converted Price Indicator |
U | Exchange Last |
V | Final Price of Session |
W | Ex-pit |
X | Crossed |
Y | Trades resulting from manual/slow quote |
Z | Trades resulting from intermarket sweep |
a | Volume Only |
b | Direct Plus |
c | Acquisition |
d | Bunched |
e | Distribution |
f | Bunched Sale |
g | Split Trade |
h | Cancel Stopped |
i | Cancel ETH |
j | Cancel Stopped ETH |
k | Out of Sequence ETH |
l | Cancel Last ETH |
m | Sold Last Sale ETH |
n | Cancel Last |
o | Sold Last Sale |
p | Cancel Open |
q | Cancel Open ETH |
r | Opened Sale ETH |
s | Cancel Only |
t | Cancel Only ETH |
u | Late Open ETH |
v | Auto Execution ETH |
w | Reopen |
x | Reopen ETH |
y | Adjusted |
z | Adjusted ETH |
AA | Spread |
AB | Spread ETH |
AC | Straddle |
AD | Straddle ETH |
AE | Stopped |
AF | Stopped ETH |
AG | Regular ETH |
AH | Combo |
AI | Combo ETH |
AJ | Official Closing Price |
AK | Prior Reference Price |
AL | Stopped Sold Last |
AM | Stopped Out of Sequence |
AN | Official Closing Price (duplicate enumeration - use 'AJ' instead) |
AO | Crossed (duplicate enumeration - use 'X' instead) |
AP | Fast Market |
AQ | Automatic Execution |
AR | Form T |
AS | Basket Index |
AT | Burst Basket |
AU | Trade through exempt |
AV | Quote spread |
AW | Last auction price |
AX | High price |
AY | Low price |
AZ | Systematic Internaliser (SI) |
BA | Away market |
BB | Mid-point price |
BC | Traded before issue date |
BD | Previous closing price |
BE | National Best Bid and Offer |
0 | Cancel |
1 | Implied Trade |
2 | Marketplace entered trade |
3 | Multi-asset class multileg trade |
4 | Multileg-to-Multileg Trade |
5 | Short Sale Minimum Price |
6 | Benchmark |