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Message: Trade Condition Indicators

Trade Condition Indicators

posted on May 29, 2009 01:49PM

A Sale Condition (applies to all exchanges). Up to four codes are displayed per trade: Possible Values:

CTS ISSUES

Blank or ‘@’ - Regular Sale (no condition)

‘A’ = Cash (only) Market

‘B’ = Average Price Trade

‘C’ = Cash Trade (same day clearing)

‘D’ = Next Day (only) Market

‘E’ = Automatic Execution

‘F’ = Burst Basket Execution

‘G’ = Opening/Reopening Trade Detail

‘H’ = Intraday Trade Detail

‘I’ = Basket Index on Close Transaction

‘J’ = Rule 127 trade (NYSE only)

‘K’ = Rule 155 trade (AMEX only)

‘L’ = Sold Last (late reporting)

‘N’ = Next Day Trade (next day clearing)

‘O’ = Opened (late report of opened trade)

‘R’ = Seller

‘S’ = Reserved

‘T’= Pre/Post Market Trade

‘Z’ = Sold (out of sequence)

www.nyxdata.com/nysedata/VendorServi...

There are a few conditions/situations for a trade to be defined as a form "t" trade. I'll see if I can find more detail.


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