Internal transfer or adjustment
External transfer or transfer of account
Reject for submitting side
Advisory for contra side
Offset due to an allocation
Onset due to an allocation
Implied spread leg executed against an outright
Transaction from exercise
Transaction from assignment
Off Hours Trade
On Hours Trade
Trade at Settlement (TAS)
Identifies a trade that will be priced using the settlement price.
Mutually exclusive with TrdSubType(829) = 50 (Balancing).
Trade at Marker (TAM)
Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice.
Default (Credit Event)
Restructuring (credit event)
Merger (succession event)
Spin-off (succession event)
Used to identify a special case of compression between multiple parties, e.g. for netted or portfolio trades.
Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).
Basis Trade index Close (BTIC)
The marketplace name given to Trade at Marker (TAM) transactions in equity index futures.
Trade At Cash Open (TACO)
The marketplace name given to trading futures based on an opening quote of the underlying cash market.
Trade submitted to venue for clearing and Identifies
Identifies trades brought on a trading venue purely for clearing and settlement purposes.
Used to identify a special case of compression between two parties, e.g. for netted or portfolio trades.
|— MiFID Values —|
AI (Automated input facility disabled in response to an exchange request.)
B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
K (Transaction using block trade facility.)
LC (Correction submitted more than three days after publication of the original trade report.)
M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
NR (Non-risk transaction in a SEATS security other than an AIM security)
P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
PA (Protected transaction notification)
PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
PN (Worked principal notification for a portfolio transaction which includes order book securities)
R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
T (If reporting a single protected transaction)
WN (Worked principal notification for a single order book security)
WT (Worked principal transaction (other than a portfolio transaction))
Crossed Trade (X)
Interim Protected Trade (I)
Large in Scale (L)