Post by azesm on Jul 2, 2004 9:54:36 GMT -5
Alphatrade: Transaction Type Legend
Code Definition
! Regular packet
?0 Invalid
?1 (Z) Sold last sale - same as OPRA OSEQ
?2 (A) Cancel
?4 (E) Cancel open
?5 (G) Cancel only trade reported
?6 (O) Cancel stopped transaction
?a (M) CTS 'M'
?a Delete all previous index values
?c (Q) CTS 'Q'
?c Filtered
?d (U) CTS 'U'
?e (V) CTS 'V'
?f (W) CTS 'W'
?g (X) CTS 'X'
?h (Y) CTS 'Y'
?j (M) CQS 'M'
?k (Q) CQS 'Q'
?l (T) CQS 'T'
?m (U) CQS 'U'
?n (W) CQS 'W'
?o (Y) CQS 'Y'
a Ask only
ac Access
ai (B) stocks traded in assoc with another instrument
aj (K) adjusted
ao Set quote at open price
ap Auction price
aq (A) acquisition sale
at Actual trade (Trade Line)
au (I) automatically OPRA*,UK executed
au (A -> K) eligible for OPRA* automatic execution
au Executed in Electro Broker System
ax Agency cross
b Bid only
ba Base price
bb (F) burst basket
bc (T) custom basket
bg Bargain condition
bi (I) basket index on close transaction (oseq)
bk Broker to broker
bl Blocked
bo Booking purposes only
bp Buyer's price
bq Best (inside) quote
bs Board broker sale
bt (G) bunched sold trades
bu (B) bunched sale
bv Book value
bw (P) buy stock sell call OPRA options
bx (E) split basket execution
by Buy back
C Cash Trade (nrs)
cb Cabinet bid
cb Buy in by clearing comp.
ch (C) same day clearing
cl (C) closing quote
cm Mandatory cash
cn Converted price
co Contingent on sale of related option
cp Calculated price
CQ Cancel bid ask
cs Compensation
cs Sell out by Clearing Company
ct Cash transactions all day
cx Cumulative x-div
da (A) depth on ask
db (B) depth on bid
dp Drawing price
dq (H) depth on bid and ask
ds (D) distribution sale
dt Delayed trade
dx Delta exchange
ea Estimated price - order imbalance ask
eb Estimated price - order imbalance bid
ec (X) halt due to equipment changeover
EP Estimated price
er Erratic trading
F Halt due to not current in filings
fa Executed in acceptance
fm Firm (GB)
fo Forced price
ft Fast trading
ft (F) fast trading
FW Forward trade
fx Fixing price
go Open is first tick
ha (T -> )
ha Suspended
hd (J) halt due to related security news dissemination
hi (E) halt due to order influx
hn (D) halt due to news dissemination
ho (I) halt due to order imbalance
hp (P) halt due to news pending
hq One sided quote caused a halt - shown as trade
hr (S) halt due to related security
hs (K) halt due to related security news pending
ht Trade on bid side of quote
hv (V) halt in view of common
I (I -> J) inactive
ia Traded w */
ia Indicative ask price
ib Traded w
ib Indicative bid price
id (H) intraday trade detail
ig Interstate agency
in Indicative price
io Indication due to order imbalance (TSE)
is Issue
L Halt due to non-compliance in listing requirements
la (L) late but in sequence (same as sold last)
lc Late correction
lk Locked market
ll At lower limit
ln Loan
lo Public limit orders
lr Loan return
ls Last sale
mc (L) NASD - market maker quotes closed
mc No active market makers
md Market maker deleted
me Market maker or inside quote session
mh Market maker suspended
mi Market maker both sessions
mm Market maker to market maker
MQ Mid price trade
mt Match trade
mu Market maker or inside quote US session
N (N) next day clearing
nb Non-block lot
nd Next day only all day
nf (N) non-firm quotation
nk Not to mark
nm Nominal price
no (Z) no open no resume - halt in effect for rest of the day
np Non-protected portfolio
nq No-quote
nt Notional settlement
OA Order imbalance ask
OB Order imbalance bid
oc (C) cancel last
od Overseas delivery
of Official price
ol (H) open late but in sequence
on Overnight
op (G) opening
op (O) late report of opened trade
op (F) open late and out of sequence
op (O) opening quote
op (R -> O) NASD only - market maker open or Overseas register
os Outside system
ot Overseas trade
OT Over the counter trades
P (P) NTDS 'P' code - prior reference price
p Indicative price after suspension
P Halt pending receipt of requested information
pa Paid ask - bezahlt Brief Telekurs
pb Paid bid - bezahlt Geld
PD Reported from previous day
PE Evaluation
pi Premium trade
pl Indication due to price limits
pm Passive market maker
pn Penalty bid
pp Protected portfolio
PR Average price of last 10 percent of trades
ps Prompt resale
pt Put through
py Pre-syndicate bid
qs (B -> R) bid quote from specialist book
qs (O -> R) ask quote from specialist book
R (R) seller's option
r5 (K) rule 155 trade - AMEX only
r7 (J) rule 127 trade - NYSE only
ra Rationed ask
rb Rationed bid
rd Redemption
re (J) reopen
ri (G) trading range indication
rk Prompt rebooking
rl Price range limit
rn Riskless principle
ro (R -> E) rotation
rp Representative price
rt Risk trade
rv Reserved sale
S Out of sequence (aka sold)
sb Special bid
sc Morning close
sd Security deleted
SE Settlement price
sh Short
si (S) split trade
sl (M) straddle
sp (L) spread
sq (C -> R) bid and ask quote from specialist book
sr Seller's price
st (N) stopped
su Subscription price
sy Syndicate bid
T (T) form-T sale
tb Theoretical value (basis)
tc Theoretical value (clearing)
tk Trade on offer side of quote
tr Trade-quote Telekurs
ts Special trade
ub Unable to quote - begin
ue Unable to quote - end
ul At upper limit
up Unofficial price
ux Uncrossing price
va Valuation price (Kassakurs)
vt Volatility trade
W Average trade price
wd Withdrawn
ws Wholesale trade
xa Cancel ask
xb Cancel bid
xc Exercise of call
xg Exchange for physicals
xm Executed in match system
xo Exercise of option
xp Exercise of put
xr Crossed market
xt Crossed trade
xw Excused withdrawn
ya Partly paid ask
yb Partly paid bid
yt Part paid
The following 7 Condition Codes can be combined with any of the codes above
(C) Corrected
(X) Cancelled
(I) Inserted
(S) Out of sequence
(B) Official best bid
(O) Official best offer
(F) Informational
Code Definition
! Regular packet
?0 Invalid
?1 (Z) Sold last sale - same as OPRA OSEQ
?2 (A) Cancel
?4 (E) Cancel open
?5 (G) Cancel only trade reported
?6 (O) Cancel stopped transaction
?a (M) CTS 'M'
?a Delete all previous index values
?c (Q) CTS 'Q'
?c Filtered
?d (U) CTS 'U'
?e (V) CTS 'V'
?f (W) CTS 'W'
?g (X) CTS 'X'
?h (Y) CTS 'Y'
?j (M) CQS 'M'
?k (Q) CQS 'Q'
?l (T) CQS 'T'
?m (U) CQS 'U'
?n (W) CQS 'W'
?o (Y) CQS 'Y'
a Ask only
ac Access
ai (B) stocks traded in assoc with another instrument
aj (K) adjusted
ao Set quote at open price
ap Auction price
aq (A) acquisition sale
at Actual trade (Trade Line)
au (I) automatically OPRA*,UK executed
au (A -> K) eligible for OPRA* automatic execution
au Executed in Electro Broker System
ax Agency cross
b Bid only
ba Base price
bb (F) burst basket
bc (T) custom basket
bg Bargain condition
bi (I) basket index on close transaction (oseq)
bk Broker to broker
bl Blocked
bo Booking purposes only
bp Buyer's price
bq Best (inside) quote
bs Board broker sale
bt (G) bunched sold trades
bu (B) bunched sale
bv Book value
bw (P) buy stock sell call OPRA options
bx (E) split basket execution
by Buy back
C Cash Trade (nrs)
cb Cabinet bid
cb Buy in by clearing comp.
ch (C) same day clearing
cl (C) closing quote
cm Mandatory cash
cn Converted price
co Contingent on sale of related option
cp Calculated price
CQ Cancel bid ask
cs Compensation
cs Sell out by Clearing Company
ct Cash transactions all day
cx Cumulative x-div
da (A) depth on ask
db (B) depth on bid
dp Drawing price
dq (H) depth on bid and ask
ds (D) distribution sale
dt Delayed trade
dx Delta exchange
ea Estimated price - order imbalance ask
eb Estimated price - order imbalance bid
ec (X) halt due to equipment changeover
EP Estimated price
er Erratic trading
F Halt due to not current in filings
fa Executed in acceptance
fm Firm (GB)
fo Forced price
ft Fast trading
ft (F) fast trading
FW Forward trade
fx Fixing price
go Open is first tick
ha (T -> )
ha Suspended
hd (J) halt due to related security news dissemination
hi (E) halt due to order influx
hn (D) halt due to news dissemination
ho (I) halt due to order imbalance
hp (P) halt due to news pending
hq One sided quote caused a halt - shown as trade
hr (S) halt due to related security
hs (K) halt due to related security news pending
ht Trade on bid side of quote
hv (V) halt in view of common
I (I -> J) inactive
ia Traded w */
ia Indicative ask price
ib Traded w
ib Indicative bid price
id (H) intraday trade detail
ig Interstate agency
in Indicative price
io Indication due to order imbalance (TSE)
is Issue
L Halt due to non-compliance in listing requirements
la (L) late but in sequence (same as sold last)
lc Late correction
lk Locked market
ll At lower limit
ln Loan
lo Public limit orders
lr Loan return
ls Last sale
mc (L) NASD - market maker quotes closed
mc No active market makers
md Market maker deleted
me Market maker or inside quote session
mh Market maker suspended
mi Market maker both sessions
mm Market maker to market maker
MQ Mid price trade
mt Match trade
mu Market maker or inside quote US session
N (N) next day clearing
nb Non-block lot
nd Next day only all day
nf (N) non-firm quotation
nk Not to mark
nm Nominal price
no (Z) no open no resume - halt in effect for rest of the day
np Non-protected portfolio
nq No-quote
nt Notional settlement
OA Order imbalance ask
OB Order imbalance bid
oc (C) cancel last
od Overseas delivery
of Official price
ol (H) open late but in sequence
on Overnight
op (G) opening
op (O) late report of opened trade
op (F) open late and out of sequence
op (O) opening quote
op (R -> O) NASD only - market maker open or Overseas register
os Outside system
ot Overseas trade
OT Over the counter trades
P (P) NTDS 'P' code - prior reference price
p Indicative price after suspension
P Halt pending receipt of requested information
pa Paid ask - bezahlt Brief Telekurs
pb Paid bid - bezahlt Geld
PD Reported from previous day
PE Evaluation
pi Premium trade
pl Indication due to price limits
pm Passive market maker
pn Penalty bid
pp Protected portfolio
PR Average price of last 10 percent of trades
ps Prompt resale
pt Put through
py Pre-syndicate bid
qs (B -> R) bid quote from specialist book
qs (O -> R) ask quote from specialist book
R (R) seller's option
r5 (K) rule 155 trade - AMEX only
r7 (J) rule 127 trade - NYSE only
ra Rationed ask
rb Rationed bid
rd Redemption
re (J) reopen
ri (G) trading range indication
rk Prompt rebooking
rl Price range limit
rn Riskless principle
ro (R -> E) rotation
rp Representative price
rt Risk trade
rv Reserved sale
S Out of sequence (aka sold)
sb Special bid
sc Morning close
sd Security deleted
SE Settlement price
sh Short
si (S) split trade
sl (M) straddle
sp (L) spread
sq (C -> R) bid and ask quote from specialist book
sr Seller's price
st (N) stopped
su Subscription price
sy Syndicate bid
T (T) form-T sale
tb Theoretical value (basis)
tc Theoretical value (clearing)
tk Trade on offer side of quote
tr Trade-quote Telekurs
ts Special trade
ub Unable to quote - begin
ue Unable to quote - end
ul At upper limit
up Unofficial price
ux Uncrossing price
va Valuation price (Kassakurs)
vt Volatility trade
W Average trade price
wd Withdrawn
ws Wholesale trade
xa Cancel ask
xb Cancel bid
xc Exercise of call
xg Exchange for physicals
xm Executed in match system
xo Exercise of option
xp Exercise of put
xr Crossed market
xt Crossed trade
xw Excused withdrawn
ya Partly paid ask
yb Partly paid bid
yt Part paid
The following 7 Condition Codes can be combined with any of the codes above
(C) Corrected
(X) Cancelled
(I) Inserted
(S) Out of sequence
(B) Official best bid
(O) Official best offer
(F) Informational