TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
277TradeConditionTrdCondMultipleStringValue

Type of market data entry.


TradeConditionCodeSet
A=

Cash (only) Market

Added FIX.4.2 [Cash]
B=

Average Price Trade

Added FIX.4.2 [AveragePriceTrade]
C=

Cash Trade (same day clearing)

Added FIX.4.2 [CashTrade]
D=

Next Day (only)Market

Added FIX.4.2 [NextDay]
E=

Opening/Reopening Trade Detail

Added FIX.4.2 [Opening]
F=

Intraday Trade Detail

Added FIX.4.2 [IntradayTradeDetail]
G=

Rule 127 Trade (NYSE)

Added FIX.4.2 [Rule127Trade]
H=

Rule 155 Trade (AMEX)

Added FIX.4.2 [Rule155Trade]
I=

Sold Last (late reporting)

Added FIX.4.2 [SoldLast]
J=

Next Day Trade (next day clearing)

Added FIX.4.2 [NextDayTrade]
K=

Opened (late report of opened trade)

Added FIX.4.2 [Opened]
L=

Seller

Added FIX.4.2 [Seller]
M=

Sold (out of sequence)

Added FIX.4.2 [Sold]
N=

Stopped Stock (guarantee of price but does not execute the order)

Added FIX.4.2 [StoppedStock]
P=

Imbalance More Buyers (cannot be used in combination with Q)

Added FIX.4.3 [ImbalanceMoreBuyers]
Q=

Imbalance More Sellers (cannot be used in combination with P)

Added FIX.4.3 [ImbalanceMoreSellers]
R=

Opening Price

Added FIX.4.3 [OpeningPrice]
S=

Bargain Condition (LSE)

Added EP7 [BargainCondition]
T=

Converted Price Indicator

Added EP7 [ConvertedPriceIndicator]
U=

Exchange Last

Added EP7 [ExchangeLast]
V=

Final Price of Session

Added EP7 [FinalPriceOfSession]
W=

Ex-pit

Added EP7 [ExPit]
X=

Crossed

Added EP7 [Crossed]
Y=

Trades resulting from manual/slow quote

Added EP6 [TradesResultingFromManual]
Z=

Trades resulting from intermarket sweep

Added EP6 [TradesResultingFromIntermarketSweep]
a=

Volume Only

Added EP7 [VolumeOnly]
b=

Direct Plus

Added EP7 [DirectPlus]
c=

Acquisition

Added EP7 [Acquisition]
d=

Bunched

Added EP7 [Bunched]
e=

Distribution

Added EP7 [Distribution]
f=

Bunched Sale

Added EP7 [BunchedSale]
g=

Split Trade

Added EP7 [SplitTrade]
h=

Cancel Stopped

Added EP7 [CancelStopped]
i=

Cancel ETH

Added EP7 [CancelETH]
j=

Cancel Stopped ETH

Added EP7 [CancelStoppedETH]
k=

Out of Sequence ETH

Added EP7 [OutOfSequenceETH]
l=

Cancel Last ETH

Added EP7 [CancelLastETH]
m=

Sold Last Sale ETH

Added EP7 [SoldLastSaleETH]
n=

Cancel Last

Added EP7 [CancelLast]
o=

Sold Last Sale

Added EP7 [SoldLastSale]
p=

Cancel Open

Added EP7 [CancelOpen]
q=

Cancel Open ETH

Added EP7 [CancelOpenETH]
r=

Opened Sale ETH

Added EP7 [OpenedSaleETH]
s=

Cancel Only

Added EP7 [CancelOnly]
t=

Cancel Only ETH

Added EP7 [CancelOnlyETH]
u=

Late Open ETH

Added EP7 [LateOpenETH]
v=

Auto Execution ETH

Added EP7 [AutoExecutionETH]
w=

Reopen

Added EP7 [Reopen]
x=

Reopen ETH

Added EP7 [ReopenETH]
y=

Adjusted

Added EP7 [Adjusted]
z=

Adjusted ETH

Added EP7 [AdjustedETH]
AA=

Spread

Added EP7 [Spread]
AB=

Spread ETH

Added EP7 [SpreadETH]
AC=

Straddle

Added EP7 [Straddle]
AD=

Straddle ETH

Added EP7 [StraddleETH]
AE=

Stopped

Added EP7 [Stopped]
AF=

Stopped ETH

Added EP7 [StoppedETH]
AG=

Regular ETH

Added EP7 [RegularETH]
AH=

Combo

Added EP7 [Combo]
AI=

Combo ETH

Added EP7 [ComboETH]
AJ=

Official Closing Price

Added EP7 [OfficialClosingPrice]
AK=

Prior Reference Price

Added EP7 [PriorReferencePrice]
0=

Cancel

Added EP7 [Cancel]
AL=

Stopped Sold Last

Added EP7 [StoppedSoldLast]
AM=

Stopped Out of Sequence

Added EP7 [StoppedOutOfSequence]
AN=

Official Closing Price (duplicate enumeration - use 'AJ' instead)

Added EP7 Updated EP271 [OfficialClosingPriceDup]
AO=

Crossed (duplicate enumeration - use 'X' instead)

Added EP7 [CrossedOld]
AP=

Fast Market

Added EP7 [FastMarket]
AQ=

Automatic Execution

Added EP7 [AutomaticExecution]
AR=

Form T

Added EP7 [FormT]
AS=

Basket Index

Added EP7 [BasketIndex]
AT=

Burst Basket

Added EP7 [BurstBasket]
AU=

Trade through exempt

Trade ignored prices on away markets.

Added EP190 [TradeThroughExempt]
AV=

Quote spread

Added EP47 Updated EP190 [QuoteSpread]
AW=

Last auction price

Trade represents outcome of last auction

Added EP190 [LastAuctionPrice]
AX=

High price

Trade establishes new high price for the session

Added EP190 [HighPrice]
AY=

Low price

Trade establishes new low price for the session

Added EP190 [LowPrice]
AZ=

Systematic Internaliser (SI)

Trade conducted by Systematic Internaliser (SI).

Added EP190 Updated EP228 [SystematicInternaliser]
BA=

Away market

Trade conducted on away market

Added EP190 [AwayMarket]
BB=

Mid-point price

Trade represents current midpoint price

Added EP190 [MidpointPrice]
BC=

Traded before issue date

Trade conducted during subscription phase of new issue

Added EP190 [TradedBeforeIssueDate]
BD=

Previous closing price

Trade represents closing price of previous business day

Added EP190 [PreviousClosingPrice]
BE=

National Best Bid and Offer

Trade price within National Best Bid and Offer (NBBO)

Added EP190 [NationalBestBidOffer]
1=

Implied Trade

Added EP7 [ImpliedTrade]
2=

Marketplace entered trade

Added EP7 [MarketplaceEnteredTrade]
3=

Multi-asset class multileg trade

Added EP7 Updated EP204 [MultiAssetClassMultilegTrade]
4=

Multileg-to-Multileg Trade

Added EP7 [MultilegToMultilegTrade]
5=

Short Sale Minimum Price

Added EP123 [ShortSaleMinPrice]
6=

Benchmark

Market Model Typology (MMT) terminology: The benchmark price depends on a benchmark which has no current price but derived from a time series such as a VWAP.

Added EP163 Deprecated EP268[Benchmark]
Added FIX.4.2 Updated EP190

Used in components:
[MDFullGrp][MDIncGrp][MDStatisticParameters]