TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2834NBBOSourceNBBOSrcint

Source of NBBO information.


NBBOSourceCodeSet
0=

Not applicable

Default if not specified. NBBO information is not applicable. NBBOEntryType(2831), NBBOPrice(2832), and NBBOQty(2833) must be omitted.

Added EP253 [NotApplicable]
1=

Direct

Information is retrieved directly from an exchange or other electronic execution venue. There may be a performance advantage compared to retrieving the information from a source consolidating multiple feeds.

Added EP253 [Direct]
2=

Securities Information Processor

The Securities Information Processor (SIP) links the U.S. markets by processing and consolidating all protected bid/ask quotes and trades from every trading venue into a single, easily consumed data feed.

Added EP253 [SIP]
3=

Hybrid

A combination of two or more data feeds is used as NBBO source. In the context of US CAT this is used for a combination of direct and SIP feeds.

Added EP253 [Hybrid]
Added EP253

Used in components:
[TrdRegTimestamps]