Conditions and Indicators

Trade Condition Glossary
Trade Conditions
Consolidated Processing
Guidelines
Market Center Processing
Guidelines
Modifier
Condition
SIP
Mapping
Update
High/Low
Update
Last
Update
High/Low
Update
Last
Update
Volume
0Regular Sale@
Yes
Yes
Yes
Yes
Yes
1AcquisitionA
Yes
Yes
Yes
Yes
Yes
2Average Price TradeW
No
No
No
No
Yes
3Automatic ExecutionN/A
Yes
Yes
Yes
Yes
Yes
4Bunched TradeB
Yes
Yes
Yes
Yes
Yes
5Bunched Sold TradeG
Yes
No 1
Yes
No 1
Yes
6CAP Election
Yes
7Cash SaleC
No
No
No
No
Yes
8Closing Prints6
Yes
Yes
Yes
Yes
Yes
9Cross TradeX
Yes
Yes
Yes
Yes
Yes
10Derivatively Priced4
Yes
No 1
Yes
No 1
Yes
11DistributionD
Yes
Yes
Yes
Yes
Yes
12Form TT
No
No
No
No
Yes
13Extended Trading Hours (Sold Out of Sequence)U
No
No
No
No
Yes
14Intermarket SweepF
Yes
Yes
Yes
Yes
Yes
15Market Center Official CloseM
No
No
Yes
Yes
No
16Market Center Official Open3Q
No
No
Yes
No
No
17Market Center Opening Trade3
Yes
18Market Center Reopening Trade3
Yes
19Market Center Closing Trade3
Yes
20Next DayN
No
No
No
No
Yes
21Price Variation TradeH
No
No
No
No
Yes
22Prior Reference PriceP
Yes
No 1
Yes
No 1
Yes
23Rule 155 Trade (AMEX)K
Yes
Yes
Yes
Yes
Yes
24Rule 127 NYSE
Yes
25Opening PrintsO
Yes
Yes
Yes
Yes
Yes
26Opened
Yes
27Stopped Stock (Regular Trade)1
Yes
Yes
Yes
Yes
Yes
28Re-Opening Prints5
Yes
Yes
Yes
Yes
Yes
29SellerR
Yes
No 1
Yes
No 1
Yes
30Sold LastL
Yes
Yes 2
Yes
Yes
Yes
32Sold Out
Yes
33Sold (out of Sequence)Z
Yes
No 1
Yes
No 1
Yes
34Split TradeS
Yes
Yes
Yes
Yes
Yes
35Stock Option
Yes
36Yellow Flag Regular TradeY
Yes
Yes
Yes
Yes
Yes
37Odd Lot TradeI
No
No
No
No
Yes
38Corrected Consolidated Close (per listing market)9
Yes
Yes
No
No
No
39Unknown
Yes
40Held
Yes
41Trade Thru Exempt
Yes
42NonEligible
Yes
43NonEligible Extended
Yes
44Cancelled
Yes
45Recovery
Yes
46Correction
Yes
47As of
Yes
48As of Correction
Yes
49As of Cancel
Yes
50OOB
Yes
51Summary
Yes
52Contingent TradeV
No
No
No
No
Yes
53Qualified Contingent Trade ("QCT")7
No
No
No
No
Yes
54Errored
Yes
55OPENING_REOPENING_TRADE_DETAIL
Yes
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
Modifier
Condition
-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)
Modifier
Indicator
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 erroneous
08Original 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.
National BBO LULD Indicators
Modifier
Indicator
1NBB and/or NBO are Executable
2NBB below Lower Band
3NBO above Upper Band
4NBB below Lower Band and NBO above Upper Band
5NBB equals Upper Band
6NBO equals Lower Band
7NBB equals Upper Band and NBO above Upper Band
8NBB below Lower Band and NBO equals Lower Band
LULD BBO Indicator / LULD Indicator - CQS
Modifier
Indicator
11Bid Price above Upper Limit Price Band
12Offer Price below Lower Limit Price Band
13Bid and Offer outside price band
LULD Price Band Indicator
Modifier
Indicator
14Opening Update
15Intra-Day Update
16Restated Value
17Suspended during trading halt or trading pause
18Re-Opening Update
19Outside price band rule hours
20Auction extension (Auction Collar message)
LULD Indicator - CTS
Modifier
Indicator
21LULD Price Band
22Republished LULD Price Band
23NBB Limit State Entered
24NBB Limit State Exited
25NBO Limit State Entered
26NBO Limit State Exited
27NBB and NBO Limit State Entered
28NBB and NBO Limit State Exited
29NBB Limit State Entered and NBO Limit State Exited
30NBB Limit State Exited and NBO Limit State Entered
Financial Status (CTA / UTP)
Modifier
Indicator
50Normal
51Bankrupt
52Deficient - Below listing requirements
53Delinquent - Late filing
54Bankrupt and Deficient
55Bankrupt and Delinquent
56Deficient and Delinquent
57Deficient, Delinquent, and Bankrupt
58Liquidation
59Creations Suspended
60Redemptions Suspended
61Creations and/or Redemptions Suspended
CTA Security Status
Modifier
Indicator
100Normal Trading
101Opening Delay
102Trading Halt
103Resume
104No Open/No Resume
105Price Indication
106Trading Range Indication
107Market Imbalance Buy
108Market Imbalance Sell
109Market On Close Imbalance Buy
110Market On Close Imbalance Sell
111No Market Imbalance
112No Market On Close Imbalance
113Short Sale Restriction
114Limit Up-Limit Down
115Quotation Resumption
116Trading Resumption
117Volatility Trading Pause
CTA Halt Reason / UTP Trade Action Reason
Modifier
Indicator
150POLYGON_RESERVED
151Halt: News Pending
152Update: News Dissemination
153Halt: Single Stock Trading Pause In Affect
154Halt: Regulatory Extraordinary Market Activity
155Halt: ETF
156Halt: Information Requested
157Halt: Exchange Non Compliance
158Halt: Filings Not Current
159Halt: SEC Trading Suspension
160Halt: Regulatory Concern
161Halt: Market Operations
162IPO Security: Not Yet Trading
163Halt: Corporate Action
164Quotation Not Available
165Halt: Volatility Trading Pause
166Halt: Volatility Trading Pause – Straddle Condition
167Update: News and Resumption Times
168Halt: Single Stock Trading Pause - Quotes Only
169Resume: Qualification Issues Reviewed / Resolved
170Resume: Filing Requirements Satisfied / Resolved
171Resume: News Not Forthcoming
172Resume: Qualifications - Maintenance Requirements Met
173Resume: Qualifications - Filings Met
174Resume: Regulatory Auth
175New Issue Available
176Issue Available
177MWCB - Carry from previous day
178MWCB - Resume
179IPO Security: Released for quotation
180IPO Security: Positioning window extension
181MWCB - Level 1
182MWCB - Level 2
183MWCB - Level 3
184Halt: Sub Penny Trading
185Order Imbalance
186LULD Trading Pause
CTA Security Status
Modifier
Indicator
300NONE
301Short Sales Restriction Activated
302Short Sales Restriction Continued
303Short Sales Restriction Deactivated
304Short Sales Restriction in Effect
305Short Sales Restriction Max
NBBO Indicators
Modifier
Indicator
601NBBO_NO_CHANGE
602NBBO_QUOTE_IS_NBBO
603NBBO_NO_BB_NO_BO
604NBBO_BB_BO_SHORT_APPENDAGE
605NBBO_BB_BO_LONG_APPENDAGE
Held Trade Indicators
Modifier
Indicator
621HELD_TRADE_NOT_LAST_SALE_AND_NOT_ON_CONSOLIDATED
622HELD_TRADE_LAST_SALE_BUT_NOT_ON_CONSOLIDATED
623HELD_TRADE_LAST_SALE_AND_ON_CONSOLIDATED
Misc Indicators
Modifier
Indicator
501RETAIL_INTEREST_ON_BID [object Object]
502RETAIL_INTEREST_ON_ASK [object Object]
503RETAIL_INTEREST_ON_BID_AND_ASK [object Object]
504FINRA_BBO_NO_CHANGE
505FINRA_BBO_DOES_NOT_EXIST
506FINRA_BB_BO_EXECUTABLE
507FINRA_BB_BELOW_LOWER_BAND
508FINRA_BO_ABOVE_UPPER_BAND
509FINRA_BB_BELOW_LOWER_BAND_BO_ABOVE_UPPER_BAND
901CTA_NOT_DUE_TO_RELATED_SECURITY
902CTA_DUE_TO_RELATED_SECURITY
903CTA_NOT_IN_VIEW_OF_COMMON
904CTA_IN_VIEW_OF_COMMON
905CTA_PRICE_INDICATOR
906CTA_NEW_PRICE_INDICATOR
907CTA_CORRECTED_PRICE_INDICATION
908CTA_CANCELLED_MARKET_IMBALANCE_PRICE_TRADING_RANGE_INDICATION