Manta, Ecuador
Site Administrator
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,465 since Jun 2009
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investic
Hi,
i am analyzing
time and sales from the data feed from ActiveTick, the feed has different Trade conditions for all the trades, where can i find details about the trade conditions and what does it mean.
Code
MariaDB [ticks]> use meta;
Database changed
MariaDB [meta]> show tables;
+---------------------------+
| Tables_in_meta |
+---------------------------+
| Archive |
| Dividends |
| FormatCodes |
| IncrementalVolume |
| ListedMarkets |
| Log |
| MarketCenters |
| NAICS |
| SectorIndustryPerformance |
| SecurityTypes |
| Splits |
| Supplemental |
| TradeConditions |
| meta |
+---------------------------+
14 rows in set (0.00 sec)
MariaDB [meta]> select * from `TradeConditions`;
+-----------------+-----------------+--------------------------------------------------------------------------------------------+
| TradeConditions | Name | Description |
+-----------------+-----------------+--------------------------------------------------------------------------------------------+
| 1 | REGULAR | Normal Trade |
| 10 | SOLDLAST | Sold Last (late reporting) |
| 11 | NEXTDAYCLR | Next Day Clearing |
| 12 | LATEREP | Opened Late Report of Opening Trade (in or out of sequence) |
| 13 | PRP | Prior Reference Price |
| 14 | SELLER | Seller |
| 15 | SPLIT | Split Trade |
| 16 | RSVD | (Reserved) |
| 17 | FORMT | FormT Trade |
| 18 | CSTMBSKTX | Custom Basket Cross |
| 19 | SOLDOSEQ | Sold Out of Sequence |
| 1a | CANC | Cancelled Previous Transaction |
| 1b | CANCLAST | Cancelled Last Transaction |
| 1c | CANCOPEN | Cancelled Open Transaction |
| 1d | CANCONLY | Cancelled Only Transaction |
| 1e | OPEN | Late Report of Opening Trade out of sequence |
| 1f | OPNL | Late Report of Opening Trade in correct sequence |
| 2 | ACQ | Acquisition |
| 20 | AUTO | Transaction Executed Electronically |
| 21 | HALT | Halt |
| 22 | DELAYED | Delayed |
| 23 | NONBOARDLOT | |
| 24 | POSIT | |
| 25 | REOP | Reopen After Halt |
| 26 | AJST | Contract Adjustment for Stock Dividend Split etc. |
| 27 | SPRD | Spread Trade in Two Options in the Same Class (a buy and a sell in the same class) |
| 28 | STDL | Straddle Trade in Two Options in the Same Class (a buy and a sell in a put and a call) |
| 29 | STPD | Follow a Nonstopped Trade |
| 2a | CSTP | Cancel Stopped Transaction |
| 2b | BWRT | Option Portion of a Buy/Write |
| 2c | CMBO | Combo Trade in Two Options in the Same Options Class (a buy and a sell in the same class) |
| 2d | UNSPEC | Unspecified |
| 2e | MCOFCLCLOSE | Market Center Official Closing Price |
| 2f | STPDREGULAR | Stopped Stock Regular Trade |
| 3 | CASHM | Cash Only Market |
| 30 | STPDSOLDLAST | Stopped Stock Sold Last |
| 31 | STPDSOLDOSEQ | Stopped Stock Sold out of sequence |
| 32 | BASIS | Basis |
| 33 | VWAP | VolumeWeighted Average Price |
| 34 | STS | Special Trading Session |
| 35 | STT | Special Terms Trading |
| 36 | CONTINGENT | Contingent Order |
| 37 | INTERNALX | Internal Cross |
| 38 | MOC | Market On Close Trade |
| 39 | MCOFCLOPEN | Market Center Official Opening Price |
| 3a | FORTMTSOLDOSEQ | FormT Sold Out of Sequence |
| 3b | YELLOWFLAG | Yellow Flag |
| 3c | AUTOEXEC | Auto Execution |
| 3d | INTRMRKSWEEP | Intramaket Sweep |
| 3e | DERIVPRI | Derivately Priced |
| 3f | REOPNING | ReOpeing Prints |
| 4 | BUNCHED | Bunched Trade |
| 40 | CLSING | Closing Prints |
| 41 | CAPELCTN | CAP (Conversion and Parity) election trade |
| 42 | CROSSTRADE | Cross Trade |
| 43 | PRICEVAR | Price Variation |
| 44 | STKOPTTRADE | StockOption Trade |
| 45 | SPIM | stopped at price that did not constitute a TradeThrough |
| 46 | BNMT | Benchmark Trade |
| 47 | TTEXEMPT | Transaction is Trade Through Exempt |
| 48 | LATE | Late Market |
| 49 | XCHGPHYSICAL | Exchange for Physical |
| 4a | CABINET | Cabinet |
| 4b | DIFFERENTIAL | Differential |
| 4c | HIT | Hit |
| 4d | IMPLIED | Implied |
| 4e | LGORDER | Large Order |
| 4f | SMORDER | Small Order |
| 5 | AVGPRI | Average Price Trade |
| 50 | MATCH | Match/Cross Trade |
| 51 | NOMINAL | Nominal |
| 52 | OPTIONEX | Option Exercise |
| 53 | PERCENTAGE | Percentage |
| 54 | AUTOQUOTE | Auto Quotes |
| 55 | INDICATIVE | Indicative |
| 56 | TAKE | Take |
| 57 | NOMINALCABINET | Nominal Cabinet |
| 58 | CHNGTRANSACTION | Changing Transaction |
| 59 | CHNGTRANSCAB | Changing Transaction Cabinet |
| 5a | FAST | Fast Market (ssfutures) |
| 5b | NOMINALUPDATE | Nominal Update |
| 5c | INACTIVE | Inactive Nominal No Trade |
| 5d | DELTA | Last Trade with Delta Exchange |
| 5e | ERRATIC | Erratic |
| 5f | RISKFACTOR | Risk Factor |
| 6 | CASH | Cash Trade (same day clearing) |
| 60 | OPTADDON | Short Option AddOn |
| 61 | VOLATILITY | Volatility Trade |
| 62 | SPDRPT | Spread Reporting |
| 63 | VOLADJ | Volume Adjustment |
| 64 | BLANK | Blank out associated price |
| 65 | SOLDLATE | Late report of transaction in correct sequence |
| 66 | BLKT | Block Trade |
| 67 | EXPH | Exchange Future for Physical |
| 68 | SPECIALISTA | Ask from specialist Book |
| 69 | SPECIALISTB | Bid from specialist Book |
| 6a | SPECIALISTBA | Both Bid and Ask from Specialist Book |
| 6b | ROTATION | Rotation |
| 6c | HOLIDAY | Holiday |
| 6d | PREOPENING | Pre Opening |
| 6e | POSTFULL | Post Full |
| 6f | POSTRESTRICTED | Post Restricted |
| 7 | DIST | Distribution |
| 70 | CLOSINGAUCTION | Closing Auction |
| 71 | BATCH | Batch |
| 72 | TRADING | Trading |
| 73 | OFFICIAL | Official Bid/Ask price |
| 74 | UNOFFICIAL | Unofficial Bid/Ask price |
| 75 | MIDPRICE | Midprice last |
| 76 | FLOOR | Floor B/A price |
| 77 | CLOSE | Closing Price |
| 78 | HIGH | End of Session High Price |
| 79 | LOW | End of Session Low Price |
| 7a | BACKWARDATION | Backwardation immediate delivery costing more than future delivery |
| 7b | CONTANGO | Contango future delivery costing more than immediate delivery |
| 7c | RFSETTLEMENT | Refined Fuel Spot Settlement |
| 7d | RFRESERVED1 | Refined Fuel Spot Reserved 1 |
| 7e | RFRESERVED2 | Refined Fuel Spot Reserved 2 |
| 7f | RFRESERVED3 | Refined Fuel Spot Reserved 3 |
| 8 | NEXTDAY | Next Day Market |
| 80 | RFRESERVED4 | Refined Fuel Spot Reserved 4 |
| 81 | YIELD | Yield Price |
| 82 | BASISHIGH | Current Basis High Value |
| 83 | BASISLOW | Current Bases Low Value |
| 84 | UNCLEAR | bid or offer price is unclear |
| 85 | OTC | Over the counter trade |
| 86 | MS | Trade entered by Market Supervision |
| 87 | ODDLOT | Odd lot trade |
| 88 | CORRCSLDLAST | Corrected Consolidated last |
| 9 | BURSTBSKT | Burst Basket Execution |
| a | BUNCHEDSOLD | Bunched Sold Trade |
| b | ORDETAIL | Opening/Reopening Trade Detail |
| c | INTERDAY | Intraday Trade Detail |
| d | BSKTONCLOSE | Basket Index on Close |
| e | RULE127 | Rule 127 Trade NYSE |
| f | RULE155 | Rule 155 Trade AMEX |
+-----------------+-----------------+--------------------------------------------------------------------------------------------+
136 rows in set (0.02 sec)
Mike
