Description
Type: int
Same as TrdRegTimestampType <770>
Valid values:
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1 = Execution time
Timestamp for the order execution. In the context of US futures markets (CFTC regulated) this is the non-qualified reporting time of order execution.
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2 = Time in
Timestamp for receiving an order, quote or trade. In the context of US futures markets (CFTC) this is the timestamp of when the order was received on the trading floor (booth).
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3 = Time out
Timestamp for sending an order, quote or trade. In the context of US futures markets (CFTC) this is the timestamp when the trade was received from the pit.
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4 = Broker receipt
Timestamp for a broker receiving an order, quote or trade. In the context of US futures markets (CFTC) this is the time at which the broker received the order.
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5 = Broker execution
Timestamp for the broker executing an order. In the context of US futures markets (CFTC regulated) this is the time at which a broker executed the order for another broker.
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6 = Desk receipt
Timestamp for the transmission of an order to an internal desk or department on the same day the firm received the order.
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7 = Submission to clearing
The timestamp when the trade was officially acknowledged by the Clearing House.
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8 = Time priority
A timestamp (manually or electronically) assigned by a market to specify time priority for an order or quote.
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9 = Orderbook entry time
Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order.
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10 = Order submission time
Time the order was sent by the submitter.
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11 = Publicly reported
In the context of MiFID II, this is used to identify the time at which the transaction was first published to the market.
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12 = Public report updated
In the context of MiFID II, this is used to identify the time at which the transaction's publication to the market was last 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
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26 = Previous time priority
Can be used in conjunction with TrdRegTimestampType <770> = 8 (Time priority) to provide the current and last priority timestamp in a single message.
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27 = Identifier assigned
Timestamp for the assignment of a (unique) identifier to an entity (e.g. order, quote, trade).
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28 = Previous identifier assigned
Timestamp of previous assignment of a (unique) identifier to an entity (e.g. order, quote, trade).
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29 = Order cancellation time
Timestamp for the cancellation of an order or quote.
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30 = Order modification time
Timestamp for the modification of an order or quote.
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31 = Order routing time
Timestamp for the routing of an order to another broker or electronic execution venue.
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32 = Trade cancellation time
Timestamp for the cancellation of an execution (ExecType <150> = H (Trade Cancel)) or trade (TradeReportType <856> = 6 (Trade Report Cancel)).
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33 = Trade modification time
Timestamp for the modification of an execution (ExecType <150> = G (Trade Correct)) or trade (TradeReportType <856> = 5 (No/Was)).
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34 = Reference time for NBBO
Timestamp for an NBBO reference price.