The flag represent the Sale Condition; the Sale Condition is used to indicate the type of trade transaction.
SPACE: Regular Sale
@: Regular Sale
B: Bunched Trade
E: Placeholder Future Use
F: Intermarket Sweep
G: Bunched Sold Trade
H: Price Variation Trade
I: Odd Lot Trade
K: Rule 155 Trade
L: Sold Last
M: Market Center Official Close
N: Next Day
O: Opening Prints
P: Prior Reference Price
Q: Market Center Official Open
R: Seller’s Option
S: Split Trade
T: Form T
U: Extended Trading Hours (Sold Out of Sequence)
V: Contingent Trade
W: Weighted Average Price Trade
X: Cross Trade
Y: Yellow Flag Regular Trade
Z: Sold (Out of Sequence)
1: Stopped Stock (Regular Trade)
4: Derivatively priced
6: Closing Prints
7: Contingent Trade (“QCT”)
8: Placeholder for 611 Exempt
9: Corrected Consolidated Close
@: Regular Trade
A transaction in which the delivery of securities and payment must occur on the third business day following the trade execution date.
A transaction in which the delivery of securities and payment must occur on the same day that the trade was executed.
A transaction in which the delivery of securities and payment must occur on the next business day following the trade execution date.
A transaction in which the seller has the right to deliver the security at any time within a specific period.
T: After Hours Trade
Indicates the trade was reported after the last sales were calculated.
A transaction where the price is determined by a weighted average of the prices of prior related transactions. Note that a trade identified with a weighted average price sale condition will not be incorporated in the calculation of the day’s high, low, and last price for the security.
Z: Sold Late (Out of Sequence)
A sale condition to indicate that the trade was reported during current business hours, but outside the mandatory reporting interval outlined.
The Price Variation Trade sale condition code is used to denote a regular market session trade transaction that carries a price that is significantly away from the prevailing consolidated or primary market value at the time of the transaction. Price Variation Trade transactions will be included in daily volume statistics, but will not be eligible for inclusion in the high price, low price, or last sale price statistics at either the consolidated or market center level.
Trades with the following Sale Condition do not qualify for the last price:
U: Extended trading hours (Sold Out of Sequence)
W: Average Price Trade
3: Stopped Stock – Sold (Out of Sequence), no longer use
7: Qualified Contingent Trade
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