These Trade Indicators are specifically for US Options, the OPRA market.
Trade Indicators reflect a Sale Condition used to indicate the type of trade transaction entered by a participant. You may use this field to determine when to update the high, low, and last sale prices and volume for an issue.
Trade Indicator descriptions for OPRA are currently not included in our applications. This list is updated periodically.
Trade Indicators for US, Canadian and LSE Equities can be found here
| Type | Type Code | Description |
| A | CANC | Transaction previously reported (other than as the last or opening report for the particular option contract) is now to be cancelled. |
| B | OSEQ | Transaction is being reported and is out of sequence; i.e., later transactions have been reported for the particular option contract |
| C | CNCL | Transaction is the last reported for the particular option contract and is now cancelled. |
| D | LATE | Transaction is being reported late, but is in the correct sequence; i.e., no later transactions have been reported for the particular option contract. |
| E | CNCO | Transaction was the first one (opening) reported this day for the particular option contract. Although later transactions have been reported, this transaction is now to be cancelled. |
| F | OPEN | Transaction is a late report of the opening trade and is out of sequence; i.e., other transactions have been reported for the particular option contract. |
| G | CNOL | Transaction was the only one reported this day for the particular option contract and is now to be cancelled. |
| H | OPNL | Transaction is a late report of the opening trade, but is in the correct sequence; i.e., no other transactions have been reported for the particular option contract. |
| I | AUTO | Transaction was executed electronically. Prefix appears solely for information; process as a regular transaction. |
| J | REOP | Transaction is a reopening of an option contract in which trading has been previously halted. Prefix appears solely for information; process as a regular transaction. |
| S | ISOI | Transaction was the execution of an order identified as an Intermarket Sweep Order. Process like normal transaction. |
| a | SLAN | Transaction was the execution of an electronic order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism. |
| b | SLAI | Transaction was the execution of an Intermarket Sweep electronic order which was 'stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism marked as ISO. |
| c | SLCN | Transaction was the execution of an electronic order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with a single option leg. |
| d | SCLI | Transaction was the execution of an Intermarket Sweep electronic order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross. |
| e | SLFT | Transactions represents a non-electronic trade executed on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category. |
| f | MLET | Transaction represents an electronic execution of a multi-leg order traded in a complex order book. |
| g | MLAT | Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism. |
| h | MLCT | Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with two or more options legs. |
| i | MLFT | Transaction represents a non-electronic multi-leg order trade executed against other multi leg order(s) on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category. |
| j | MESL | Transaction represents an electronic execution of a multi leg order traded against single leg orders/quotes. |
| k | TLAT | Transaction was the execution of an electronic multi leg stock options order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism. |
| l | MASL | Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/quotes. Such auctions mechanisms included and not limited to Price Improvement, Facilitation or Solicitation Mechanism. |
| m | MFSL | Transaction represents a non electronic multi leg order trade executed on a trading floor against single leg orders/quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this category. |
| n | TLET | Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book. |
| o | TLCT | Transaction was the execution of an electronic multi leg stock/options order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross. |
| p | TLFT | Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category. |
| q | TESL | Transaction represents an electronic execution of a multi leg stock/options order traded against single leg orders/quotes. |
| r | TASL | Transactions was the execution of an electronic multi leg stock/options order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/quotes. Such auctions mechanisms included and not limited to Price Improvement, Facilitation or Solicitation Mechanism. |
| s | TFSL | Trasnaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this category. |
| t | CBMO | Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO. |
| u | MCTP | Transactions represents an execution in a proprietary product done as a part of a multilateral compression. Trades are executed outside of regular trading hours at prices derived from end of day markets. Trades do not update Open, High, Low, and Closing Prices. |
| v | EXHT | Transaction represents a trade that was executed outside of regular market hours. Trades do not update Open, High, Low, and Closing Prices. |