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(Note: Historical Tick data is limited to the last 30 days)
Equity Sale Conditions
For ‘Tick’ and ‘Top of Book (BBO)’, below are the sale condition codes for NYSE/NYSE Arca and NASDAQ.
@ – Regular Sale
B – Average Price Trade
C – Cash Trade (Same Day Clearing)
E – Automatic Execution
F – Inter-market Sweep Order
H – Price Variation Trade
I – Odd Lot Trade
K – Rule 127 (NYSE Only) or Rule 155 (NYSE American only)
L – Sold Last (Late Reporting)
M – Market Center Official Close
N – Next Day Trade (Next Day Clearing)
O – Market Center Opening Trade
P – Prior Reference Price
Q – Market Center Official Open
R – Seller
T – Extended Hours Trade
U – Extended Hours Sold (Out Of Sequence)
V – Contingent Trade
X – Cross Trade
Z – Sold (Out Of Sequence)
4 – Derivatively Priced
5 – Market Center Reopening Trade
6 – Market Center Closing Trade
7 – Qualified Contingent Trade
8 – Reserved
9 – Corrected Consolidated Close Price as per Listing Market
Sale Condition Nasdaq - Denotes the sale condition associated with a trade (utp binnary 1.5 page 43)
@ – Regular Sale
A – Acquisition
B – Bunched Trade
C – Cash Sale
D – Distribution
E – Placeholder
F – Intermarket Sweep
G – Bunched Sold Trade
H – Price Variation Trade
I – Odd Lot Trade
K – Rule 155 Trade (AMEX)
L – Sold Last
M – Market Center Official Close
N – Next Day
O – Opening Prints
P – Prior Reference Price
Q – Market Center Official Open3
R – Seller
S – Split Trade
T – Form T
U – Extended trading hours (Sold Out of Sequence)
V – Contingent Trade
W – Average Price Trade
X – Cross Trade
Y – Yellow Flag Regular Trade
Z – Sold (out of sequence)
1 – Stopped Stock (Regular Trade)
4 – Derivatively priced
5 – Re-Opening Prints
6 – Closing Prints
7 – Qualified Contingent Trade
8 – Placeholder For 611 Exempt
9 – Corrected Consolidated Close (per listing market)
Futures Contract Roll
If one of the symbols selected is a futures contract and and either the ‘Nearest’ or ‘Continue’ aggregations have been selected, a new menu will display allowing you to select the futures roll method.
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