Code Set NameData TypeDescriptionPedigree
TrdSubTypeCodeSetint

Further qualification to the trade type


0=

CMTA

Added EP4 [CMTA]
1=

Internal transfer or adjustment

Added EP4 [InternalTransferOrAdjustment]
2=

External transfer or transfer of account

Added EP4 [ExternalTransferOrTransferOfAccount]
3=

Reject for submitting side

Added EP4 [RejectForSubmittingSide]
4=

Advisory for contra side

Added EP4 [AdvisoryForContraSide]
5=

Offset due to an allocation

Added EP5 [OffsetDueToAnAllocation]
6=

Onset due to an allocation

Added EP5 Updated EP95 [OnsetDueToAnAllocation]
7=

Differential spread

Added EP5 [DifferentialSpread]
8=

Implied spread leg executed against an outright

Added EP5 [ImpliedSpreadLegExecutedAgainstAnOutright]
9=

Transaction from exercise

Added EP5 [TransactionFromExercise]
10=

Transaction from assignment

Added EP5 [TransactionFromAssignment]
11=

ACATS

Added EP8 [ACATS]
33=

Off Hours Trade

Added EP61 [OffHoursTrade]
34=

On Hours Trade

Added EP61 [OnHoursTrade]
35=

OTC Quote

Added EP61 [OTCQuote]
36=

Converted SWAP

Added FIX.5.0 [ConvertedSWAP]
40=

Wash Trade

Added EP101 [WashTrade]
41=

Trade at Settlement (TAS)

Identifies a trade that will be priced using the settlement price.

Added EP107 Updated EP227 [TradeAtSettlement]
42=

Auction Trade

Mutually exclusive with TrdSubType(829) = 50 (Balancing).

Added EP114 Updated EP227 [AuctionTrade]
43=

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.

Added EP107 Updated EP227 [TradeAtMarker]
44=

Default (Credit Event)

Added EP165 [CreditDefault]
45=

Restructuring (credit event)

Added EP165 [CreditRestructuring]
46=

Merger (succession event)

Added EP165 [Merger]
47=

Spin-off (succession event)

Added EP165 [SpinOff]
48=

Multilateral compression

Used to identify a special case of compression between multiple parties, e.g. for netted or portfolio trades.

Added EP201 Updated EP269 [MultilateralCompression]
50=

Balancing

Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).

Added EP227 [Balancing]
51=

Basis Trade index Close (BTIC)

The marketplace name given to Trade at Marker (TAM) transactions in equity index futures.

Added EP227 [BasisTradeIndexClose]
52=

Trade At Cash Open (TACO)

The marketplace name given to trading futures based on an opening quote of the underlying cash market.

Added EP243 [TradeAtCashOpen]
53=

Trade submitted to venue for clearing and Identifies

Identifies trades brought on a trading venue purely for clearing and settlement purposes.

Added EP268 [TrdSubmitVenueClrSettl]
54=

Bilateral compression

Used to identify a special case of compression between two parties, e.g. for netted or portfolio trades.

Added EP269 [BilateralCompression]
— MiFID Values —
14=

AI (Automated input facility disabled in response to an exchange request.)

Added EP26 [AI]
15=

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.)

Added EP26 [B]
16=

K (Transaction using block trade facility.)

Added EP26 [K]
17=

LC (Correction submitted more than three days after publication of the original trade report.)

Added EP26 [LC]
18=

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.)

Added EP26 [M]
19=

N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)

Added EP26 [N]
20=

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.)

Added EP26 [NM]
21=

NR (Non-risk transaction in a SEATS security other than an AIM security)

Added EP26 [NR]
22=

P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)

Added EP26 [P]
23=

PA (Protected transaction notification)

Added EP26 [PA]
24=

PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)

Added EP26 [PC]
25=

PN (Worked principal notification for a portfolio transaction which includes order book securities)

Added EP26 [PN]
26=

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).)

Added EP26 [R]
27=

RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)

Added EP26 [RO]
28=

RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)

Added EP26 [RT]
29=

SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))

Added EP26 [SW]
30=

T (If reporting a single protected transaction)

Added EP26 [T]
31=

WN (Worked principal notification for a single order book security)

Added EP26 [WN]
32=

WT (Worked principal transaction (other than a portfolio transaction))

Added EP26 [WT]
37=

Crossed Trade (X)

Added FIX.5.0 [CrossedTrade]
38=

Interim Protected Trade (I)

Added FIX.5.0 [InterimProtectedTrade]
39=

Large in Scale (L)

Added FIX.5.0 [LargeInScale]
Added FIX.4.4

Used in fields:
[SideTrdSubTyp] [TrdSubType]