Additional reason for trade publication type specified in TrdRegPublicationType (2669).
Reasons may be specific to regulatory trade publication rules.
| Code | Meaning |
|---|---|
| 0 | No preceding order in book as transaction price set within average spread of a liquid instrument |
| 1 | No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument |
| 2 | No preceding order in book as transaction price is for transaction subject to conditions other than current market price |
| 3 | No public price for preceding order as public reference price was used for matching orders |
| 4 | No public price quoted as instrument is illiquid |
| 5 | No public price quoted due to "Size" |
| 6 | Deferral due to "Large in Scale" |
| 7 | Deferral due to "Illiquid Instrument" |
| 8 | Deferral due to "Size Specific" |
| 9 | No public price and/or size quoted as transaction is "large in scale" |
| 10 | No public price and/or size quoted due to order being hidden |
| 11 | Exempted due to securities financing transaction |
| 12 | Exempted due to European System of Central Banks (ESCB) policy transaction |
| 13 | Exception due to report by paper |
| 14 | Exception due to trade with non-reporting party |
| 15 | Exception due to intra-firm order |
| 16 | Reported outside of reporting hours |
| 17 | No public price quoted due to usage of a pre-trade transparency waiver |