| Enumerator |
|---|
| None | No Condition
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| Regular | A trade made without stated conditions is deemed regular way for settlement on the third business day following the transaction date.
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| Cash | A transaction which requires delivery of securities and payment on the same day the trade takes place.
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| NextDay | A transaction that requires the delivery of securities on the first business day following the trade date.
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| Seller | A Seller’s Option transaction gives the seller the right to deliver the security at any time within a specific period, ranging from not less than two calendar days, to not more than sixty calendar days.
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| YellowFlag | Market Centers will have the ability to identify regular trades being reported during specific events as out of the ordinary by appending a new sale condition code Yellow Flag (Y) on each transaction reported to the UTP SIP. The new sale condition will be eligible to update all market center and consolidated statistics.
|
| IntermarketSweep | The transaction that constituted the trade-through was the execution of an order identified as an Intermarket Sweep Order.
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| OpeningPrints | The trade that constituted the trade-through was a single priced opening transaction by the Market Center.
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| ClosingPrints | The transaction that constituted the trade-through was a single priced closing transaction by the Market Center.
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| ReOpeningPrints | The trade that constituted the trade-through was a single priced reopening transaction by the Market Center.
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| DerivativelyPriced | The transaction that constituted the trade-through was the execution of an order at a price that was not based, directly or indirectly, on the quoted price of the security at the time of execution and for which the material terms were not reasonably determinable at the time the commitment to execute the order was made.
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| FormT | Trading in extended hours enables investors to react quickly to events that typically occur outside regular market hours, such as earnings reports. However, liquidity may be constrained during such Form T trading, resulting in wide bid-ask spreads.
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| Sold | Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule.
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| Stopped | The transaction that constituted the trade-through was the execution by a trading center of an order for which, at the time of receipt of the order, the execution at no worse than a specified price a 'stopped order'
|
| ExtendedHours | Identifies a trade that was executed outside of regular primary market hours and is reported as an extended hours trade.
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| OutOfSequence | Identifies a trade that takes place outside of regular market hours.
|
| Split | An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution.
|
| Acquisition | A transaction made on the Exchange as a result of an Exchange acquisition.
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| Bunched | A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously or within the same 60-second period, with no individual trade exceeding 10,000 shares.
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| StockOption | Stock-Option Trade is used to identify cash equity transactions which are related to options transactions and therefore potentially subject to cancellation if market conditions of the options leg(s) prevent the execution of the stock-option order at the price agreed upon.
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| Distribution | Sale of a large block of stock in such a manner that the price is not adversely affected.
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| AveragePrice | A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day.
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| Cross | Indicates that the trade resulted from a Market Center’s crossing session.
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| PriceVariation | Indicates a regular market session trade transaction that carries a price that is significantly away from the prevailing consolidated or primary market value at the time of the transaction.
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| Rule155 | To qualify as a NYSE AMEX Rule 155
|
| OfficialClose | Indicates the ‘Official’ closing value as determined by a Market Center. This transaction report will contain the market center generated closing price.
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| PriorReferencePrice | A sale condition that identifies a trade based on a price at a prior point in time i.e. more than 90 seconds prior to the time of the trade report. The execution time of the trade will be the time of the prior reference price.
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| OfficialOpen | Indicates the ‘Official’ open value as determined by a Market Center. This transaction report will contain the market
|
| CapElection | The CAP Election Trade highlights sales as a result of a sweep execution on the NYSE, whereby CAP orders have been elected and executed outside the best price bid or offer and the orders appear as repeat trades at subsequent execution prices. This indicator provides additional information to market participants that an automatic sweep transaction has occurred with repeat trades as one continuous electronic transaction.
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| AutoExecution | A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement.
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| TradeThroughExempt | Denotes whether or not a trade is exempt (Rule 611) and when used jointly with certain Sale Conditions, will more fully describe the characteristics of a particular trade.
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| UndocumentedFlag | This flag is present in raw data, but AlgoSeek document does not describe it.
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| OddLot | Denotes the trade is an odd lot less than a 100 shares.
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1.8.17