Equity Option Time and Sales

The ‘Time and Sales’ button located in the ‘Options Prices’ icon allows you to research trade activity for U.S. or Canadian options contracts. It provides a time-stamped log of all buy and sell transactions that occur during a specific date and time range you provide. This data can be especially helpful when researching unusual options activity, or when planning your own options trade.

Inserting Equity Option Time and Sales

Click on the lower split button ‘Options Prices’ icon and a ‘Time and Sales’ option will be available.

Once selected, the ‘Time and Sales’ dialogue will display where you can enter in your underlying ticker. Use the search bar and type in the ticker or search the company name. Once the results of the search are populated, click the green ‘Options’ button to find all available options contracts.

Option contracts can also be found by opening up the symbol tree and opening the ‘By Exchange’ branch, selecting the exchange the underlying is listed on and then opening the Options node.

Once an expiration is selected, all of the open strikes will be visible where you can pick all of the strike(s) necessary.

Selecting Columns

Once all strikes are selected you can then edit your columns or fields that will display. By default, all available fields are selected but you can remove any by clicking on the Edit Fields button and unchecking those you wish to omit.

The ordering of the fields can also be updated by click and dragging the selected fields to their desired position.

Selecting Parameters

Once the fields are selected, you can now select the historical date, transaction time range and filter on trade size. For the date, click in the date selection field and use the date picker to select your date.

For the time range, the default is set to regular trading hours (RTH) for US and Canadian equities. Narrow the range to find trade data for specific time by entering in your values or using the arrows to select values.

For Last size, select greater than, less than or between to filter results based on the trade size or trade volume.

Once all inputs have been updated, click insert to pull the data into your spreadsheet.

Equity Option Trade Conditions

AUTO - (I) Transaction was executed electronically.

CANC - (A) Transaction previously reported (other than as the last or opening report for the particular option contract) is now to be cancelled.

CBMO - (t) Multi Leg Floor Trade of Proprietary Products Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO.

CNCL - (C) Transaction is the last reported for the particular option contract and is now cancelled.

CNCO - (E) Transaction was the first one (opening) reported this day for the particular option contract. Although later transactions have been reported, this transaction is now to be cancelled.

CNOL - (G) Transaction was the only one reported this day for the particular option contract and is now to be cancelled.

EXHT - (v) Extended Hours Trade Transaction represents a trade that was executed outside of regular market hours. Trades do not update Open, High, Low, and Closing Prices.

ISOI - (S) Transaction was the execution of an order identified as an Intermarket Sweep Order.

LATE - (D) Transaction is being reported late, but is in the correct sequence; i.e. , no later transactions have been reported for the particular optio

MASL - (l) Multi Leg Auction against single leg(s) Transaction was the execution of an electronic multi leg order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes.

MCTP - (u) Multilateral Compression Trade of Proprietary Products Transaction represents an execution in a proprietary product done as part of a multilateral compression. Trades are executed outside of regular trading hours at prices derived from end of day markets. Trades do not update Open, High, Low, and Closing Prices.

MESL - (j) Multi Leg auto-electronic trade against single leg(s) Transaction represents an electronic execution of a multi Leg order traded against single leg orders/ quotes.

MFSL - (m) Multi Leg floor trade against single leg(s) Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes.

MLAT - (g) Multi Leg Auction Transaction was the execution of an electronic multi leg order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book.

MLCT - (h) Multi Leg Cross Transaction was the execution of an electronic multi leg order which was stopped at a price and traded in a two sided crossing mechanism that does not go through an exposure period.

MLET - (f) Multi Leg auto-electronic trade Transaction represents an electronic execution of a multi leg order traded in a complex order book.

MLFT - (i) Multi Leg floor trade Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor.

OPEN - (F) Transaction is a late report of the opening trade and is out of sequence; i.e. , other transactions have been reported for the particular option contract.

OPNL - (H) Transaction is a late report of the opening trade, but is in the correct sequence; i.e. , no other transactions have been reported for the particular option contract.

OSEQ - (B) Transaction is being reported late and is out of sequence; i.e. , later transactions have been reported for the particular option contract.n contract.

REOP - (J) Transaction is a reopening of an option contract in which trading has been previously halted.

SCLI - (c) Single Leg Cross ISO Transaction was the execution of an Intermarket Sweep electronic order which was stopped at a price and traded in a two sided crossing mechanism that does not go through an exposure period.

SLAI - (b) Single Leg Auction ISO Transaction was the execution of an Intermarket Sweep electronic order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period.

SLAN - (a) Single Leg Auction Non ISO Transaction was the execution of an electronic order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period.

SLCN - (c) Single Leg Cross Non ISO Transaction was the execution of an electronic order which was stopped at a price and traded in a two sided crossing mechanism that does not go through an exposure period.

SLFT - (e) Single Leg Floor Trade Transaction represents a non-electronic trade executed on a trading floor.

TASL - (r) Stock Options Auction against single leg(s) Transaction was the execution of an electronic multi leg stock/options order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes.

TESL - (q) Stock Options auto-electronic trade against single leg(s) Transaction represents an electronic execution of a multi Leg stock/options order traded against single leg orders/ quotes.

TFSL - (s) Stock Options floor trade against single leg(s) Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes.

TLAT - (k) Stock Options Auction Transaction was the execution of an electronic multi leg stock/options order which was stopped at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book.

TLCT - (o) Stock Options Cross Transaction was the execution of an electronic multi leg stock/options order which was stopped at a price and traded in a two sided crossing mechanism that does not go through an exposure period.

TLET - (n) Stock Options auto-electronic trade Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book.

TLFT - (p) Stock Options floor trade Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book.

Equity Option Exchanges

A - AMEX - NYSE American
B - BOX - Boston Options Exchange
C - CBOE - Cboe Options Exchange
D - EMERALD - MIAX EMERALD
E - EDGX - Cboe EDGX Options Exchange
H - GEMX - Nasdaq GMEX
I - ISE - Nasdaq ISE J MRX Nasdaq MRX
M - MIAX - Miami International Securities Exchange
N - NYSE - NYSE ARCA
O - OPRA - Options Price Reporting Authority
P - PEARL - MIAX PEARL
Q - NASD - NASDAQ Options Market
T - BX - NASDAQ BX Options
W - C2 - Cboe C2 Options Exchange
X - PHLX - NASDAQ PHLX
Z - BATS - Cboe BZX Options Exchange