Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).
| 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 EP-1
| | [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 settlement 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 EP-1
| | [CrossedTrade] |
| 38 | = | Interim Protected Trade (I) | Added EP-1
| | [InterimProtectedTrade] |
| 39 | = | Large in Scale (L) | Added EP-1
| | [LargeInScale] |