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 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 Sale

-

Regular

Regular

-

A


-

Acquisition

-

-

-

Automatic Trade

B

Average Price Trade

Bunched Trade

-

Conditional

-

-

C

Cash Trade (Same Day Clearing0

Cash Sale

-

Contingent Cross

-

SI Late Correction

D

-

Distribution

-

Derivative

-

Ordinary Trade with Delayed Publication

E

Automatic Execution

-

EFP Reporting (price field zero filled)

Non Boardlot

-

-

F

Inter market Sweep

Inter market Sweep

-

-

-

Inter Fund Transfer

G

-

Bunched Sold Trade

-

VWAP Cross

-

Negotiated Trade

H


Price Variation Trade

Price Variation Trade

-

-

-

-

I

Odd Lot Trade

Odd Lot 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


Market Center Official Close

Market Center Official Close

-

Midpoint

-

Not to Mark

N

Next Day Trade (Next Day Clearing)

Next Day

-

-

-

Negotiated Trade

O

Market Center Opening Trade

Opening Prints

-

Basis Cross

-

Ordinary Trade

P

Prior Reference Price

Prior Reference Price

Strategy Reporting (price field zero filled)

-

-

Previous Day Contra

Q

Market Center Official Close

Market Center Official 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

Extended Hours Trade

Form T

-

Extended Hours Trade

-

OTC Trade

U

Extended Hours Sold (out of sequence)

Extended Trading Hours (Sold out of Sequence)

-

-

-

Uncrossed Trade

V

Contingent Trade

Contingent Trade

Subordinate Voting Shares

-

-


W


-

Average Price Trade

-

Bypass Trade

-

-

X

Cross Trade

Cross Trade

-

Internal Cross

-

-

Y
-
Yellow Flag Regular Trade
-
-
-
-

Z


Sold (Out of Sequence)

Sold (Out of sequence)

-

-

-

-

1

-

Stopped Stock - Regular Trade

-

-

-

-

2

-

Stopped Stock - last

-

-

-

-


3

-

Stopped Stock – out of sequence

-

-

-

-

4


Derivatively Priced

Derivatively Priced

-

-

-

-

5

Market Center Reopening Trade

Re-Opening Prints

-

-

-

-

6

Market Center Closing Trade

Closing Prints

-

-

-

-

7


Reserved

Qualified Contingent Trade (QCT

-

-

-

-

8


Reserved

-

-

-

-

-

9

Corrected Consolidated Close Pric

-

-

-

-

-

Space


-

-

Actual transaction

-

-

-