DescriptionSpace-delimited list of conditions describing a trade Valid values: 0 = Cancel 1 = Implied Trade 3 = Mult Asset Class Multileg Trade 4 = Multileg-to-Multileg Trade 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 Y = Trades resulting from manual/slow quote Z = Trades resulting from intermarket sweep S = Bargain Condition (LSE) T = Converted Price Indicator U = Exchange Last V = Final Price of Session W = Ex-pit X = Crossed 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 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 AV = Outside Spread Used In |
|||||
 |
|||||