Description
Type: MultipleStringValue
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 = Official 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.