uktrader
-Interested User-
Posts: 8
Joined: Aug 17, 2015
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Posted: Apr 14, 2016 06:13 PM
Msg. 1 of 6
Where can I find a full list of all the trade conditions that can appear for historical tick data requests?
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DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004
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Posted: Apr 15, 2016 06:49 AM
Msg. 2 of 6
UKtader here is what was listed in our forms before:
Disclaimer: These are subject to change, so for the person viewing this post somewhere down the road, please do not assume these to be accurate.
DTN VALUE DEFINE DESCRIPTION NASDAQ NYSE/Amex 1 REGULAR Normal Trade @ @ 2 ACQ Acquisition A N/A 3 CASHM Cash Only Market C N/A 4 BUNCHED Bunched Trade B N/A 5 AVGPRI Average Price Trade W B 6 CASH Cash Trade (same day clearing) C C 7 DIST Distribution D N/A 10 BUNCHEDSOLD Bunched Sold Trade G N/A 15 RULE155 Rule – 155 Trade AMEX K K 16 SOLDLAST Sold Last (late reporting) L L 17 NEXTDAYCLR Next Day Clearing N N 18 LATEREP Opened - Late Report of Opening Trade (in or out of sequence) O N/A 19 PRP Prior Reference Price P P 20 SELLER Seller R R 21 SPLIT Split Trade S N/A 23 FORMT Form-T Trade T T 25 SOLDOSEQ Sold Out of Sequence Z Z 30 OPEN Late Report of Opening Trade - out of sequence O O 31 OPNL Late Report of Opening Trade – in correct sequence O N/A 32 AUTO Transaction Executed Electronically N/A E 46 MC_OFCLCLOSE Market Center Official Closing Price M M 47 STPD_REGULAR Stopped Stock - Regular Trade 1 N/A 48 STPD_SOLDLAST Stopped Stock - Sold Last 2 N/A 49 STPD_SOLDOSEQ Stopped Stock - Sold out of sequence 3 N/A 57 MC_OFCLOPEN Market Center Official Opening Price Q Q 58 FORMTSOLDOSEQ Form-T Sold Out of Sequence U U 59 YELLOWFLAG Yellow Flag Y N/A 61 INTRMRK_SWEEP Intramaket Sweep F F 62 DERIVPRI Derivately Priced 4 4 63 REOPNING Re-Opening Prints 5 5 64 CLSING Closing Prints 6 6 66 CROSS_TRADE Cross Trade X X 67 PRICE_VAR Price Variation H H 68 STKOPT_TRADE Stock-Option Trade V V 135 ODDLOT Odd Lot Trade I I 136 CORRCSLDLAST Corrected Consolidated last 9 9
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uktrader
-Interested User-
Posts: 8
Joined: Aug 17, 2015
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Posted: Apr 15, 2016 07:01 AM
Msg. 3 of 6
Thanks.
You say these may change - can I check that any changes would be strictly additions and not changes to the codes?
Also it looks like these are codes for NYSE/Amex only. Are there other codes for other exchanges?
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DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004
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Posted: Apr 15, 2016 08:45 AM
Msg. 4 of 6
UKTRADER DTN has not made a recent changes to the trade conditions. If you are interested in more in-depth information you may subscribe to our API service.
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Apr 15, 2016 08:56 AM
Msg. 5 of 6
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uktrader
-Interested User-
Posts: 8
Joined: Aug 17, 2015
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Posted: Apr 15, 2016 09:07 AM
Msg. 6 of 6
Great, that's what I was after.
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