Traded / Regulatory timestamp type.
Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.
| Code | Meaning |
|---|---|
| 1 | Execution time |
| 2 | Time in |
| 3 | Time out |
| 4 | Broker receipt |
| 5 | Broker execution |
| 6 | Desk receipt |
| 7 | Submission to clearing |
| 8 | Time priority |
| 9 | Orderbook entry time |
| 10 | Order submission time |
| 11 | Publicly reported |
| 12 | Public report updated |
| 13 | Non-publicly reported |
| 14 | Non-public report updated |
| 15 | Submitted for confirmation |
| 16 | Updated for confirmation |
| 17 | Confirmed |
| 18 | Updated for clearing |
| 19 | Cleared |
| 20 | Allocations submitted |
| 21 | Allocations updated |
| 22 | Allocations completed |
| 23 | Submitted to repository |
| 24 | Post-trade continuation event |
| 25 | Post-trade valuation |
| 26 | Previous time priority |
| 27 | Identifier assigned |
| 28 | Previous identifier assigned |
| 29 | Order cancellation time |
| 30 | Order modification time |
| 31 | Order routing time |
| 32 | Trade cancellation time |
| 33 | Trade modification time |
| 34 | Reference time for NBBO |