Description

Space-delimited list of conditions describing a quote.

Valid values:

  • A = Open/Active
  • B = Closed/Inactive
  • C = Exchange Best
  • D = Consolidated Best
  • E = Locked
  • F = Crossed
  • G = Depth
  • H = Fast Trading
  • I = Non-Firm
  • L = Manual/Slow Quote
  • J = Outright Price
  • K = Implied Price
  • M = Depth on Offer
  • N = Depth on Bid
  • O = Closing
  • P = News Dissemination
  • Q = Trading Range
  • R = Order Influx
  • S = Due to Related
  • T = News Pending
  • U = Additional Info
  • V = Additional Info due to related
  • W = Resume
  • X = View of Common
  • Y = Volume Alert
  • Z = Order Imbalance
  • a = Equipment Changeover
  • b = No Open / No Resume
  • c = Regular ETH
  • d = Automatic Execution
  • e = Automatic Execution ETH
  • f = Fast Market ETH
  • g = Inactive ETH
  • h = Rotation
  • i = Rotation ETH
  • j = Halt
  • k = Halt ETH
  • l = Due to News Dissemination
  • m = Due to News Pending
  • n = Trading Resume
  • o = Out of Sequence
  • p = Bid Specialist
  • q = Offer Specialist
  • r = Bid Offer Specialist
  • s = End of Day SAM
  • t = Forbidden SAM
  • u = Frozen SAM
  • v = PreOpening SAM
  • w = Opening SAM
  • x = Open SAM
  • y = Surveillance SAM
  • z = Suspended SAM
  • 0 = Reserved SAM
  • 1 = No Active SAM
  • 2 = Restricted
  • 3 = Rest of Book VWAP
  • 4 = Better Prices in Conditional Orders
  • 5 = Median Price
  • 6 = Full Curve
  • 7 = Flat Curve

Used In