Type: int

Further qualification to the trade type.

Valid values:

  • 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.

  • 53 = Trade submitted to venue for clearing and Identifies

    Identifies trades brought on a trading venue purely for clearing and settlement purposes.

  • 54 = Bilateral compression

    Used to identify a special case of compression between two parties, e.g. for netted or portfolio trades.

  • 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)
    • 20 = NM
      1. transaction where Exchange has granted permission for non-publication,
      2. IDB is reporting as seller,
      3. 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)
    • 26 = R
      1. 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
      2. 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
      3. 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)
  • or any value conforming to the data type Reserved1000Plus

Used In