Description

Space-delimited list of conditions describing a trade

Valid values:

  • 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
  • 0 = Cancel
  • AL = Stopped Sold Last
  • AM = Stopped Out of Sequence
  • AN = Offical 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

    Trade ignored prices on away markets.

  • AV = Outside Spread
  • AW = Last auction price

    Trade represents outcome of last auction

  • AX = High price

    Trade establishes new high price for the session

  • AY = Low price

    Trade establishes new low price for the session

  • AZ = Systematic Internaliser (SI)

    Trade conducted by Systematic Internaliser (SI).

  • BA = Away market

    Trade conducted on away market

  • BB = Mid-point price

    Trade represents current midpoint price

  • BC = Traded before issue date

    Trade conducted during subscription phase of new issue

  • BD = Previous closing price

    Trade represents closing price of previous business day

  • BE = National Best Bid and Offer

    Trade price within National Best Bid and Offer (NBBO)

  • 1 = Implied Trade
  • 2 = Marketplace entered trade
  • 3 = Mult Asset Class Multileg Trade
  • 4 = Multileg-to-Multileg Trade
  • 5 = Short Sale Minimum Price
  • 6 = Benchmark

    Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP.

Used In