Conditions and Indicators

Trade ConditionsConsolidated Processing GuidelinesMarket Center Processing Guidelines
ModifierConditionSIP MappingUpdate High/LowUpdate LastUpdate High/LowUpdate LastUpdate Volume
0Regular Sale @YesYesYesYesYes
1AcquisitionAYesYesYesYesYes
2Average Price TradeWNoNoNoNoYes
3Automatic ExecutionN/AYesYesYesYesYes
4Bunched TradeBYesYesYesYesYes
5Bunched Sold TradeGYesNo 1YesNo 1Yes
6CAP Election
7Cash SaleCNoNoNoNoYes
8Closing Prints6YesYesYesYesYes
9Cross TradeXYesYesYesYesYes
10Derivatively Priced4YesNo 1YesNo 1Yes
11DistributionDYesYesYesYesYes
12Form TTNoNoNoNoYes
13Extended Trading Hours (Sold Out of Sequence)UNoNoNoNoYes
14Intermarket SweepFYesYesYesYesYes
15Market Center Official CloseMNoNoYesYesNo
16Market Center Official Open3QNoNoYesNoNo
17Market Center Opening Trade3
18Market Center Reopening Trade3
19Market Center Closing Trade3
20Next DayNNoNoNoNoYes
21Price Variation TradeHNoNoNoNoYes
22Prior Reference PricePYesNo 1YesNo 1Yes
23Rule 155 Trade (AMEX)KYesYesYesYesYes
24Rule 127 NYSE
25Opening PrintsOYesYesYesYesYes
26Opened
27Stopped Stock (Regular Trade)1YesYesYesYesYes
28Re-Opening Prints5YesYesYesYesYes
29SellerRYesNo 1YesNo 1Yes
30Sold LastLYesYes 2YesYesYes
32Sold Out
33Sold (out of Sequence)ZYesNo 1YesNo 1Yes
34Split TradeSYesYesYesYesYes
35Stock Option
36Yellow Flag Regular TradeYYesYesYesYesYes
37Odd Lot TradeINoNoNoNoYes
38Corrected Consolidated Close (per listing market)9YesYesNoNoNo
39Unknown
40Held
41Trade Thru Exempt
42NonEligible
43NonEligible Extended
44Cancelled
45Recovery
46Correction
47As of
48As of Correction
49As of Cancel
50OOB
51Summary
52Contingent TradeVNoNoNoNoYes
53Qualified Contingent Trade ("QCT")7NoNoNoNoYes
54Errored
55OPENING_REOPENING_TRADE_DETAIL
56PlaceholderETBDTBDTBDTBDTBD
59Placeholder for 611 exempt8TBDTBDTBDTBDTBD

1 UTDF Subscribers should only update the field values if the trade is the first or only last sale eligible trade transaction of the business day from any UTP participant.

2 UTDF subscribers should update consolidated last sale field if received prior to the End of Last Sale Eligibility Control Message (16:00:10). After End of Last Sale Eligibility Control Message is received the transaction would only update the market center-specific last sale value but not the consolidated last sale value.

3 Please note that direct data recipients, which maintain individual market center open values, should use the “Q” value as the official market center opening value and populate data displays accordingly.

Quote Conditions
ModifierCondition
-1Invalid
0Regular
1RegularTwoSidedOpen
2RegularOneSidedOpen
3SlowAsk
4SlowBid
5SLowBidAsk
6SlowDueLRPBid
7SlowDueLRPAsk
8SlowDueNYSELRP
9SlowDueSetSlowListBidAsk
10ManualAskAutomatedBid
11ManualBidAutomatedAsk
12ManualBidAndAsk
13Opening
14Closing
15Closed
16Resume
17FastTrading
18TradingRangeIndication
19MarketMakerQuotesClosed
20NonFirm
21NewsDissemination
22OrderInflux
23OrderImbalance
23DueToRelatedSecurityNewsDissemination
25DueToRelatedSecurityNewsPending
26AdditionalInformation
27NewsPending
28AdditionalInformationDueToRelatedSecurity
29DueToRelatedSecurity
30InViewOfCommon
31EquipmentChangeover
32NoOpenNoResponse
33SubPennyTrading
34AutomatedBidNoOfferNoBid
35LULDPriceBand
36MarketWideCircuitBreakerLevel1
37MarketWideCircuitBreakerLevel2
38MarketWideCircuitBreakerLevel3
39RepublishedLULDPriceBand
40OnDemandAuction
41CashOnlySettlement
42NextDaySettlement
43LULDTradingPause
71SLowDuelRPBidAsk
80Cancel
81Corrected_Price
82SIPGenerated
83Unknown
84Crossed_Market
85Locked_Market
86Depth_On_Offer_Side
87Depth_On_Bid_Side
88Depth_On_Bid_And_Offer
89Pre_Opening_Indication
90Syndicate_Bid
91Pre_Syndicate_Bid
92Penalty_Bid
Trade Corrections (NYSE)
ModifierIndication
00Regular trade which was not corrected, changed or signified as cancel or error.
01Original trade which was late corrected (This record contains the original time - HHMM and the corrected data for the trade).
07Original trade which was later marked as erroreous
08 Original trade which was later cancelled
10Cancel record (This record follows '08' records)
11Error record (This record follows '07' records)
12Correction record (This record follows'01' records and contains the correction time and the original "incorrect" data). The final correction will be published.