TradeSubType <3007> field

Description

Further qualification to the trade type defined in TradeType <3006>.

Valid values:

• 0 = CMTA
• 1 = Internal transfer or adjustment
• 2 = External transfer or transfer of account
• 3 = Reject for submitting side
• 4 = Advisory for contra side
• 5 = Offset due to an allocation
• 6 = Onset due to an allocation
• 7 = Differential spread
• 8 = Implied spread leg executed against an outright
• 9 = Transaction from exercise
• 10 = Transaction from assignment
• 11 = ACATS
• 33 = Off Hours Trade
• 34 = On Hours Trade
• 35 = OTC Quote
• 36 = Converted SWAP
• 40 = Wash Trade
• 41 = Trade at Settlement (TAS)

  Identifies a trade that will be priced using the settlement price.

• 42 = Auction Trade

  Mutually exclusive with TrdSubType <829> = 50 (Balancing).

• 43 = Trade at Marker (TAM)

  Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice.

• 44 = Default (Credit Event)
• 45 = Restructuring (credit event)
• 46 = Merger (succession event)
• 47 = Spin-off (succession event)
• 48 = Multilateral compression

  Used to identify a special case of compression between multiple parties, e.g. for netted or portfolio trades.

• 50 = Balancing

  Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.

  Mutually exclusive with TrdSubType <829> = 42 =(Auction).

• 51 = Basis Trade index Close (BTIC)

  The marketplace name given to Trade at Marker (TAM) transactions in equity index futures.

• 52 = Trade At Cash Open (TACO)

  The marketplace name given to trading futures based on an opening quote of the underlying cash market.

• 53 = Trade submitted to venue for clearing and settlement

  Identifies trades brought on a trading venue purely for clearing and settlement purposes.

• 54 = Bilateral compression

  Used to identify a special case of compression between two parties, e.g. for netted or portfolio trades.

• MiFID Values
• 14 = AI (Automated input facility disabled in response to an exchange request.)
• 15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
• 16 = K (Transaction using block trade facility.)
• 17 = LC (Correction submitted more than three days after publication of the original trade report.)
• 18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
• 19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
• 20 =
  1. NM transaction where Exchange has granted permission for non-publication
  2. IDB is reporting as seller
  3. submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
• 21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
• 22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
• 23 = PA (Protected transaction notification)
• 24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
• 25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
• 26 =
  1. R (riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
  2. market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
  3. market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
• 27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
• 28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
• 29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
• 30 = T (If reporting a single protected transaction)
• 31 = WN (Worked principal notification for a single order book security)
• 32 = WT (Worked principal transaction (other than a portfolio transaction))
• 37 = Crossed Trade (X)
• 38 = Interim Protected Trade (I)
• 39 = Large in Scale (L)

Used In

• <TradeTypeGrp>