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 |
| 0 | Regular Sale | @ | Yes | Yes | Yes | Yes | Yes |
| 1 | Acquisition | A | Yes | Yes | Yes | Yes | Yes |
| 2 | Average Price Trade | W | No | No | No | No | Yes |
| 3 | Automatic Execution | N/A | Yes | Yes | Yes | Yes | Yes |
| 4 | Bunched Trade | B | Yes | Yes | Yes | Yes | Yes |
| 5 | Bunched Sold Trade | G | Yes | No 1 | Yes | No 1 | Yes |
| 6 | CAP Election | Yes | |||||
| 7 | Cash Sale | C | No | No | No | No | Yes |
| 8 | Closing Prints | 6 | Yes | Yes | Yes | Yes | Yes |
| 9 | Cross Trade | X | Yes | Yes | Yes | Yes | Yes |
| 10 | Derivatively Priced | 4 | Yes | No 1 | Yes | No 1 | Yes |
| 11 | Distribution | D | Yes | Yes | Yes | Yes | Yes |
| 12 | Form T | T | No | No | No | No | Yes |
| 13 | Extended Trading Hours (Sold Out of Sequence) | U | No | No | No | No | Yes |
| 14 | Intermarket Sweep | F | Yes | Yes | Yes | Yes | Yes |
| 15 | Market Center Official Close | M | No | No | Yes | Yes | No |
| 16 | Market Center Official Open3 | Q | No | No | Yes | No | No |
| 17 | Market Center Opening Trade3 | Yes | |||||
| 18 | Market Center Reopening Trade3 | Yes | |||||
| 19 | Market Center Closing Trade3 | Yes | |||||
| 20 | Next Day | N | No | No | No | No | Yes |
| 21 | Price Variation Trade | H | No | No | No | No | Yes |
| 22 | Prior Reference Price | P | Yes | No 1 | Yes | No 1 | Yes |
| 23 | Rule 155 Trade (AMEX) | K | Yes | Yes | Yes | Yes | Yes |
| 24 | Rule 127 NYSE | Yes | |||||
| 25 | Opening Prints | O | Yes | Yes | Yes | Yes | Yes |
| 26 | Opened | Yes | |||||
| 27 | Stopped Stock (Regular Trade) | 1 | Yes | Yes | Yes | Yes | Yes |
| 28 | Re-Opening Prints | 5 | Yes | Yes | Yes | Yes | Yes |
| 29 | Seller | R | Yes | No 1 | Yes | No 1 | Yes |
| 30 | Sold Last | L | Yes | Yes 2 | Yes | Yes | Yes |
| 32 | Sold Out | Yes | |||||
| 33 | Sold (out of Sequence) | Z | Yes | No 1 | Yes | No 1 | Yes |
| 34 | Split Trade | S | Yes | Yes | Yes | Yes | Yes |
| 35 | Stock Option | Yes | |||||
| 36 | Yellow Flag Regular Trade | Y | Yes | Yes | Yes | Yes | Yes |
| 37 | Odd Lot Trade | I | No | No | No | No | Yes |
| 38 | Corrected Consolidated Close (per listing market) | 9 | Yes | Yes | No | No | No |
| 39 | Unknown | Yes | |||||
| 40 | Held | Yes | |||||
| 41 | Trade Thru Exempt | Yes | |||||
| 42 | NonEligible | Yes | |||||
| 43 | NonEligible Extended | Yes | |||||
| 44 | Cancelled | Yes | |||||
| 45 | Recovery | Yes | |||||
| 46 | Correction | Yes | |||||
| 47 | As of | Yes | |||||
| 48 | As of Correction | Yes | |||||
| 49 | As of Cancel | Yes | |||||
| 50 | OOB | Yes | |||||
| 51 | Summary | Yes | |||||
| 52 | Contingent Trade | V | No | No | No | No | Yes |
| 53 | Qualified Contingent Trade ("QCT") | 7 | No | No | No | No | Yes |
| 54 | Errored | Yes | |||||
| 55 | OPENING_REOPENING_TRADE_DETAIL | Yes | |||||
| 56 | Placeholder | E | TBD | TBD | TBD | TBD | TBD |
| 59 | Placeholder for 611 exempt | 8 | TBD | TBD | TBD | TBD | TBD |
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 | |
| -1 | Invalid | |
| 0 | Regular | |
| 1 | RegularTwoSidedOpen | |
| 2 | RegularOneSidedOpen | |
| 3 | SlowAsk | |
| 4 | SlowBid | |
| 5 | SlowBidAsk | |
| 6 | SlowDueLRPBid | |
| 7 | SlowDueLRPAsk | |
| 8 | SlowDueNYSELRP | |
| 9 | SlowDueSetSlowListBidAsk | |
| 10 | ManualAskAutomatedBid | |
| 11 | ManualBidAutomatedAsk | |
| 12 | ManualBidAndAsk | |
| 13 | Opening | |
| 14 | Closing | |
| 15 | Closed | |
| 16 | Resume | |
| 17 | FastTrading | |
| 18 | TradingRangeIndication | |
| 19 | MarketMakerQuotesClosed | |
| 20 | NonFirm | |
| 21 | NewsDissemination | |
| 22 | OrderInflux | |
| 23 | OrderImbalance | |
| 23 | DueToRelatedSecurityNewsDissemination | |
| 25 | DueToRelatedSecurityNewsPending | |
| 26 | AdditionalInformation | |
| 27 | NewsPending | |
| 28 | AdditionalInformationDueToRelatedSecurity | |
| 29 | DueToRelatedSecurity | |
| 30 | InViewOfCommon | |
| 31 | EquipmentChangeover | |
| 32 | NoOpenNoResponse | |
| 33 | SubPennyTrading | |
| 34 | AutomatedBidNoOfferNoBid | |
| 35 | LULDPriceBand | |
| 36 | MarketWideCircuitBreakerLevel1 | |
| 37 | MarketWideCircuitBreakerLevel2 | |
| 38 | MarketWideCircuitBreakerLevel3 | |
| 39 | RepublishedLULDPriceBand | |
| 40 | OnDemandAuction | |
| 41 | CashOnlySettlement | |
| 42 | NextDaySettlement | |
| 43 | LULDTradingPause | |
| 71 | SLowDuelRPBidAsk | |
| 80 | Cancel | |
| 81 | Corrected_Price | |
| 82 | SIPGenerated | |
| 83 | Unknown | |
| 84 | Crossed_Market | |
| 85 | Locked_Market | |
| 86 | Depth_On_Offer_Side | |
| 87 | Depth_On_Bid_Side | |
| 88 | Depth_On_Bid_And_Offer | |
| 89 | Pre_Opening_Indication | |
| 90 | Syndicate_Bid | |
| 91 | Pre_Syndicate_Bid | |
| 92 | Penalty_Bid | |
Trade Corrections (NYSE) | ||
|---|---|---|
Modifier | Indicator | |
| 00 | Regular trade which was not corrected, changed or signified as cancel or error. | |
| 01 | Original trade which was late corrected (This record contains the original time - HHMM and the corrected data for the trade). | |
| 07 | Original trade which was later marked as erroneous | |
| 08 | Original trade which was later cancelled | |
| 10 | Cancel record (This record follows '08' records) | |
| 11 | Error record (This record follows '07' records) | |
| 12 | Correction 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 | |
| 1 | NBB and/or NBO are Executable | |
| 2 | NBB below Lower Band | |
| 3 | NBO above Upper Band | |
| 4 | NBB below Lower Band and NBO above Upper Band | |
| 5 | NBB equals Upper Band | |
| 6 | NBO equals Lower Band | |
| 7 | NBB equals Upper Band and NBO above Upper Band | |
| 8 | NBB below Lower Band and NBO equals Lower Band | |
LULD BBO Indicator / LULD Indicator - CQS | ||
|---|---|---|
Modifier | Indicator | |
| 11 | Bid Price above Upper Limit Price Band | |
| 12 | Offer Price below Lower Limit Price Band | |
| 13 | Bid and Offer outside price band | |
LULD Price Band Indicator | ||
|---|---|---|
Modifier | Indicator | |
| 14 | Opening Update | |
| 15 | Intra-Day Update | |
| 16 | Restated Value | |
| 17 | Suspended during trading halt or trading pause | |
| 18 | Re-Opening Update | |
| 19 | Outside price band rule hours | |
| 20 | Auction extension (Auction Collar message) | |
LULD Indicator - CTS | ||
|---|---|---|
Modifier | Indicator | |
| 21 | LULD Price Band | |
| 22 | Republished LULD Price Band | |
| 23 | NBB Limit State Entered | |
| 24 | NBB Limit State Exited | |
| 25 | NBO Limit State Entered | |
| 26 | NBO Limit State Exited | |
| 27 | NBB and NBO Limit State Entered | |
| 28 | NBB and NBO Limit State Exited | |
| 29 | NBB Limit State Entered and NBO Limit State Exited | |
| 30 | NBB Limit State Exited and NBO Limit State Entered | |
Financial Status (CTA / UTP) | ||
|---|---|---|
Modifier | Indicator | |
| 50 | Normal | |
| 51 | Bankrupt | |
| 52 | Deficient - Below listing requirements | |
| 53 | Delinquent - Late filing | |
| 54 | Bankrupt and Deficient | |
| 55 | Bankrupt and Delinquent | |
| 56 | Deficient and Delinquent | |
| 57 | Deficient, Delinquent, and Bankrupt | |
| 58 | Liquidation | |
| 59 | Creations Suspended | |
| 60 | Redemptions Suspended | |
| 61 | Creations and/or Redemptions Suspended | |
CTA Security Status | ||
|---|---|---|
Modifier | Indicator | |
| 100 | Normal Trading | |
| 101 | Opening Delay | |
| 102 | Trading Halt | |
| 103 | Resume | |
| 104 | No Open/No Resume | |
| 105 | Price Indication | |
| 106 | Trading Range Indication | |
| 107 | Market Imbalance Buy | |
| 108 | Market Imbalance Sell | |
| 109 | Market On Close Imbalance Buy | |
| 110 | Market On Close Imbalance Sell | |
| 111 | No Market Imbalance | |
| 112 | No Market On Close Imbalance | |
| 113 | Short Sale Restriction | |
| 114 | Limit Up-Limit Down | |
| 115 | Quotation Resumption | |
| 116 | Trading Resumption | |
| 117 | Volatility Trading Pause | |
CTA Halt Reason / UTP Trade Action Reason | ||
|---|---|---|
Modifier | Indicator | |
| 150 | POLYGON_RESERVED | |
| 151 | Halt: News Pending | |
| 152 | Update: News Dissemination | |
| 153 | Halt: Single Stock Trading Pause In Affect | |
| 154 | Halt: Regulatory Extraordinary Market Activity | |
| 155 | Halt: ETF | |
| 156 | Halt: Information Requested | |
| 157 | Halt: Exchange Non Compliance | |
| 158 | Halt: Filings Not Current | |
| 159 | Halt: SEC Trading Suspension | |
| 160 | Halt: Regulatory Concern | |
| 161 | Halt: Market Operations | |
| 162 | IPO Security: Not Yet Trading | |
| 163 | Halt: Corporate Action | |
| 164 | Quotation Not Available | |
| 165 | Halt: Volatility Trading Pause | |
| 166 | Halt: Volatility Trading Pause – Straddle Condition | |
| 167 | Update: News and Resumption Times | |
| 168 | Halt: Single Stock Trading Pause - Quotes Only | |
| 169 | Resume: Qualification Issues Reviewed / Resolved | |
| 170 | Resume: Filing Requirements Satisfied / Resolved | |
| 171 | Resume: News Not Forthcoming | |
| 172 | Resume: Qualifications - Maintenance Requirements Met | |
| 173 | Resume: Qualifications - Filings Met | |
| 174 | Resume: Regulatory Auth | |
| 175 | New Issue Available | |
| 176 | Issue Available | |
| 177 | MWCB - Carry from previous day | |
| 178 | MWCB - Resume | |
| 179 | IPO Security: Released for quotation | |
| 180 | IPO Security: Positioning window extension | |
| 181 | MWCB - Level 1 | |
| 182 | MWCB - Level 2 | |
| 183 | MWCB - Level 3 | |
| 184 | Halt: Sub Penny Trading | |
| 185 | Order Imbalance | |
| 186 | LULD Trading Pause | |
CTA Security Status | ||
|---|---|---|
Modifier | Indicator | |
| 300 | NONE | |
| 301 | Short Sales Restriction Activated | |
| 302 | Short Sales Restriction Continued | |
| 303 | Short Sales Restriction Deactivated | |
| 304 | Short Sales Restriction in Effect | |
| 305 | Short Sales Restriction Max | |
NBBO Indicators | ||
|---|---|---|
Modifier | Indicator | |
| 601 | NBBO_NO_CHANGE | |
| 602 | NBBO_QUOTE_IS_NBBO | |
| 603 | NBBO_NO_BB_NO_BO | |
| 604 | NBBO_BB_BO_SHORT_APPENDAGE | |
| 605 | NBBO_BB_BO_LONG_APPENDAGE | |
Held Trade Indicators | ||
|---|---|---|
Modifier | Indicator | |
| 621 | HELD_TRADE_NOT_LAST_SALE_AND_NOT_ON_CONSOLIDATED | |
| 622 | HELD_TRADE_LAST_SALE_BUT_NOT_ON_CONSOLIDATED | |
| 623 | HELD_TRADE_LAST_SALE_AND_ON_CONSOLIDATED | |
Misc Indicators | ||
|---|---|---|
Modifier | Indicator | |
| 501 | RETAIL_INTEREST_ON_BID NYSE Retail interest fact sheet | |
| 502 | RETAIL_INTEREST_ON_ASK NYSE Retail interest fact sheet | |
| 503 | RETAIL_INTEREST_ON_BID_AND_ASK NYSE Retail interest fact sheet | |
| 504 | FINRA_BBO_NO_CHANGE | |
| 505 | FINRA_BBO_DOES_NOT_EXIST | |
| 506 | FINRA_BB_BO_EXECUTABLE | |
| 507 | FINRA_BB_BELOW_LOWER_BAND | |
| 508 | FINRA_BO_ABOVE_UPPER_BAND | |
| 509 | FINRA_BB_BELOW_LOWER_BAND_BO_ABOVE_UPPER_BAND | |
| 901 | CTA_NOT_DUE_TO_RELATED_SECURITY | |
| 902 | CTA_DUE_TO_RELATED_SECURITY | |
| 903 | CTA_NOT_IN_VIEW_OF_COMMON | |
| 904 | CTA_IN_VIEW_OF_COMMON | |
| 905 | CTA_PRICE_INDICATOR | |
| 906 | CTA_NEW_PRICE_INDICATOR | |
| 907 | CTA_CORRECTED_PRICE_INDICATION | |
| 908 | CTA_CANCELLED_MARKET_IMBALANCE_PRICE_TRADING_RANGE_INDICATION | |