Trade Indicator descriptions are included in our applications.  This list is updated periodically.


Some exchanges do not provide indicators for regular and off-book trades. Therefore, trade indicators are expected to sometimes not be included in data output.



Code



NYSE


NASDAQ


Montreal


Canadian Equity


CME/CBOT


LSE









@


Regular Trade

Regular

-

Regular

Regular

-

A


Acquisition - Cash

Acquisition

-

-

-

Automatic Trade

B

Bunched Trade - Average Price

Bunched

-

Conditional

-

-

C

Cash Trade

Cash

-

Contingent Cross

-

SI Late Correction

D

Distribution - next Day Market

Distribution

-

Derivative

-

Ordinary Trade with Delayed Publication

E

Automatic Execution

-

EFP Reporting (price field zero filled)

Non Boardlot

-

-

F

-

-

-

-

-

Inter Fund Transfer

G

Opening/Reopening Trade Detail

Bunched

-

VWAP Cross

-

Negotiated Trade

H


Price Variation Trade

-

-

-

-

-

I

CAP Election Trade

-

-

Intentional

-

OTC Trade with Immediate Publication

J

Rule 127 Trade (NYSE only)

-

-

-

-

-

K

Rule 155 Trade (NYSE American only)

Rule 155

-

Dark

-

SI Trade

L

Sold Last late reporting

Sold Last

-

M-ELO

-

Late Correction

M


-

-

-

Midpoint

-

Not to Mark

N

Next Day

Next Day

-

-

-

Negotiated Trade

O

Opened

Opened

-

Basis Cross

-

Ordinary Trade

P

Prior Reference Price

Prior Reference Price

Strategy Reporting (price field zero filled)

-

-

Previous Day Contra

Q

-

Market Center Open

MOC Trade

MOC Trade

OTC Late Correction


R

Seller

Seller

-

-

-

-

S

Reserved

Split Trade

Reference price (volume field zero filled)

Special Trading Session Cross

-

SI Trade

T

Form-T Trade - Pre/Post Market Trade

Form T

-

Extended Hours Trade

-

OTC Trade

U

Pre/Post out of sequence

Extended Trading Hours

-

-

-

Uncrossed Trade

V

-

Volume adjustment (price field zero filled)

Subordinate Voting Shares

-

-


W


-

Average Price Trade

-

Bypass Trade

-

-

X

Cross Trade

-

-

Internal Cross

-

-

Z


Out of Sequence

Out of sequence

-

-

-

-

1

-

Stopped Stock - regular

-

-

-

-

2

-

Stopped Stock - last

-

-

-

-


3

-

Stopped Stock – out of sequence

-

-

-

-

4


Derivatively Priced

-

-

-

-

-

5

Market Center Reopening Trade

-

-

-

-

-

6

Market Center Closing Trade

-

-

-

-

-

7


Reserved

-

-

-

-

-

8


Reserved

-

-

-

-

-

9

Reserved

-

-

-

-

-

Space


-

-

Actual transaction

-

-

-