Used on a multi-sided trade to specify the type of trade for a given side.
Same values as TrdSubType <829>.
- 0 = CMTA
- 1 = Internal transfer or adjustment
- 2 = External transfer or transfer of account
- 3 = Reject for submitting side
- 4 = Advisory for contra side
- 5 = Offset due to an allocation
- 6 = Onset due to an allocation
- 7 = Differential spread
- 8 = Implied spread leg executed against an outright
- 9 = Transaction from exercise
- 10 = Transaction from assignment
- 11 = ACATS
- 33 = Off Hours Trade
- 34 = On Hours Trade
- 35 = OTC Quote
- 36 = Converted SWAP
- 40 = Wash Trade
41 = Trade at Settlement (TAS)
Identifies a trade that will be priced using the settlement price.
42 = Auction Trade
Mutually exclusive with TrdSubType <829> = 50 (Balancing).
43 = Trade at Marker (TAM)
Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice.
- 44 = Default (Credit Event)
- 45 = Restructuring (credit event)
- 46 = Merger (succession event)
- 47 = Spin-off (succession event)
48 = Multilateral compression
A subtype of TrdType <828> = 57 (Netted trade) in order to identify a special case of compression.
50 = Balancing
Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType <829> = 42 =(Auction).
51 = Basis Trade index Close (BTIC)
The marketplace name given to Trade at Marker (TAM) transactions in equity index futures.
52 = Trade At Cash Open (TACO)
The marketplace name given to trading futures based on an opening quote of the underlying cash market.
- MiFID Values
- 14 = AI (Automated input facility disabled in response to an exchange request.)
- 15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
- 16 = K (Transaction using block trade facility.)
- 17 = LC (Correction submitted more than three days after publication of the original trade report.)
- 18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
- 19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
- 21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
- 22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
- 23 = PA (Protected transaction notification)
- 24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
- 25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
- 27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
- 28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
- 29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
- 30 = T (If reporting a single protected transaction)
- 31 = WN (Worked principal notification for a single order book security)
- 32 = WT (Worked principal transaction (other than a portfolio transaction))
- 37 = Crossed Trade (X)
- 38 = Interim Protected Trade (I)
- 39 = Large in Scale (L)