Description
Type: int
Traded / Regulatory timestamp type.
Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.
Valid values:
- 1 = Execution Time
- 2 = Time In
- 3 = Time Out
- 4 = Broker Receipt
- 5 = Broker Execution
- 6 = Desk Receipt
- 7 = Submission to Clearing
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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.
-
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.