Excel Sheet Download 30793 | Stock And Options Trade Condition Codes Master

Partial file snippet.

Sheet 1: Exchange Codes

ID
Exchange Code
Full Name
Security Type

1
NASD
Nasdaq Exchange
option,equity

2
NADF
Nasdaq Alternative Display Facility
equity

3
NYSE
New York Stock Exchange
equity

4
AMEX
American Stock Exchange
option,equity

5
CBOE
Chicago Board Options Exchange
option

6
ISE
International Securities Exchange
option

7
ARCA
NYSE Arca Exchange
option,equity

8
NYSENAT
NYSE National
equity

9
PHLX
Philadelphia Stock Exchange
option,equity

11
BOX
Boston Stock Exchange
option,equity

14
NQBB
Nasdaq Bulletin Board
equity

15
NQOTC
Nasdaq OTC - Pink Sheets
equity

17
CHX
Chicago Stock Exchange
equity

20
CME
Chicago Mercantile Exchange
future

22
MRX
ISE Mercury
option

30
DJI
Dow Jones Indices
equity

31
GEMX
ISE Gemini
option

42
C2
C2
option

43
MIAX
MIAX Options Exchange
option

47
NASDBX
NASDAQ OMX BX Options
option

54
CFE
CBOE Futures Exchange
future

57
NQNX
NSX Trade Reporting Facility
equity

59
NTRF
NYSE Trade Reporting Facility
equity

60
BZX
BATS Trading
option,equity

63
BYX
BATS Trading
equity

64
EDGA
Direct Edge A
equity

65
EDGX
Direct Edge X
option,equity

68
IEX
IEX Stock Exchange
equity

69
PEARL
MIAX PEARL
option,equity

71
EMLD
MIAX Emerald Options Exchange
option

115
CHIXE
CHI-X Europe
equity

117
LTSE
Long-Term Stock Exchange
equity

118
FINRAADF
FINRA Alternative Display Facility (ADF)
equity

119
NQTRFCH
FINRA / Nasdaq TRF Chicago
equity

120
MEMX
Members Exchange
equity

Sheet 2: Option Order Origin Codes

Code
Option Order Origin Type

A
Agency

B
Broker Dealer

C
Customer

F
Firm

J
Joint Back Office

L
Non-TPH Affiliate (C1 and C2)

M
Market Maker

N
Away Market Maker

P
Principal

R
Riskless Principal

U
Professional Customer

Sheet 3: OPRA Condition Codes

OPRA Message Type
OPRA Type Description
OPRA Message Type Value
LiveVol Trade Condition ID
LiveVol Trade Condition Name
OPRA Condition Description
Active From 11/7/2019

A
CANC

40
Cancel
Transaction previously reported (other than as the last or opening report for the particular option contract) is now to be cancelled.
Active

B
OSEQ

2
OutOfSeq
Transaction is being reported late and is out of sequence; i.e., later transactions have been reported for the particular option contract.
Active

C
CNCL

41
CANCLAST
Transaction is the last reported for the particular option contract and is now cancelled.
Active

D
LATE

13
SoldLast
Transaction is being reported late, but is in the correct sequence; i.e., no later transactions have been reported for the particular option contract.
Active

E
CNCO

42
CANCOPEN
Transaction was the first one (opening) reported this day for the particular option contract. Although later transactions have been reported, this transaction is now to be cancelled.
Active

F
OPEN

6
OpenReportOutOfSeq
Transaction is a late report of the opening trade and is out of sequence; i.e., other transactions have been reported for the particular option contract.
Active

G
CNOL

43
CANCONLY
Transaction was the only one reported this day for the particular option contract and is now to be cancelled.
Active

H
OPNL

7
OpenReportInSeq
Transaction is a late report of the opening trade, but is in the correct sequence; i.e., no other transactions have been reported for the particular option contract.
Active

I
AUTO

18
AutoExecution
Transaction was executed electronically. Prefix appears solely for information; process as a regular transaction.
Active

J
REOP

21
Reopen
Transaction is a reopening of an option contract in which trading has been previously halted. Prefix appears solely for information; process as a regular transaction.
Active

S
ISOI

95
IntermarketSweep
Transaction was the execution of an order identified as an Intermarket Sweep Order. Process like normal transaction.
Active

a
SLAN
Single Leg Auction Non ISO
114
SingLegAuctNonISO
Transaction was the execution of an electronic order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Soliciation Mechanism.
Active

b
SLAI
Single Leg Auction ISO
115
SingLegAuctISO
Transaction was the execution of an Intermarket Sweep electronic order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism marked as ISO.
Active

c
SLCN
Single Leg Cross Non ISO
116
SingLegCrossNonISO
Transaction was the execution of an electronic order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with a single option leg.
Active

d
SCLI
Single Leg Cross ISO
117
SingLegCrossISO
Transaction was the execution of an Intermarket Sweep electronic order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross.
Active

e
SLFT
Single Leg Floor Trade
118
SingLegFlr
Transaction represents a non-electronic trade executed on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.
Active

f
MLET
Multi Leg auto-electronic trade
119
MultLegAutoEx
Transaction represents an electronic execution of a multi leg order traded in a complex order book.
Active

g
MLAT
Multi Leg Auction
120
MultLegAuct
Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
Active

h
MLCT
Multi Leg Cross
121
MultLegCross
Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with two or more options legs.
Active

i
MLFT
Multi Leg floor trade
122
MultLegFlr
Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.
Active

j
MESL
Multi Leg auto-electronic trade against single leg(s)
123
MultLegAutoSingLeg
Transaction represents an electronic execution of a multi Leg order traded against single leg orders/ quotes.
Active

k
TLAT
Stock Options Auction
124
StkOptAuct
Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
Active

l
MASL
Multi Leg Auction against single leg(s)
125
MultLegAuctSingLeg
Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
Active

m
MSFL
Multi Leg floor trade against single leg(s)
126
MultLegFlrSingLeg
Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this category.
Active

n
TLET
Stock Options auto-electronic trade
127
StkOptAutoEx
Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book.
Active

o
TLCT
Stock Options Cross
128
StkOptCross
Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross.
Active

p
TLFT
Stock Options floor trade
129
StkOptFlr
Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.
Active

q
TESL
Stock Options auto-electronic trade against single leg(s)
130
StkOptAutoExSingLeg
Transaction represents an electronic execution of a multi Leg stock/options order traded against single leg orders/ quotes.
Active

r
TASL
Stock Options Auction against single leg(s)
131
StkOptAuctSingLeg
Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
Active

s
TFSL
Stock Options floor trade against single leg(s)
132
StkOptFlrSingLeg
Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this category.
Active

t
CBMO
Multi Leg Floor Trade of Proprietary Products
133
MultLegFlrPropProd
Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO.
Active

Space Filled
REGULAR

0
Regular
Indicates that the transaction was a regular sale and was made without stated conditions.
History Only

K
AJST

34
AdjTerms
Transaction is an option contract for which the terms have been adjusted to reflect a stock dividend, stock split, or similar event. Prefix appears solely for information; process as a regular transaction.
History Only

L
SPRD

35
Spread
Transaction represents a trade in two options in the same class (a buy and a sell in the same class). Prefix appears solely for information; process as a regular transaction.
History Only

M
STDL

36
Straddle
Transaction represents a trade in two options in the same class (a buy and a sell in a put and a call). Prefix appears solely for information; process as a regular transaction.
History Only

N
STPD

39
STPD
Transaction is the execution of a sale at a price agreed upon by the floor personnel involved, where a condition of the trade is that it reported following a non-stopped trade of the same series at the same price.
History Only

O
CSTP

44
CANCSTPD
Cancel stopped transaction.
History Only

P
BWRT

37
BuyWrite
Transaction represents the option portion of an order involving a single option leg (buy or sell of a call or put) and stock. Prefix appears solely for information: process as a regular transaction.
History Only

Q
CMBO

38
Combo
Transaction represents the buying of a call and the selling of a put for the same underlying stock or index. Prefix appears solely for information; process as a regular transaction.
History Only

R
SPIM

106
StoppedIM
Transaction was the execution of an order which was “stopped” at a price that did not constitute a Trade-Through on another market at the time of the stop. Process like a normal transaction.
History Only

T
BNMT

107
Benchmark
Transaction reflects the execution of a “benchmark trade”. A “Benchmark Trade” is a trade resulting from the matching of “Benchmark Orders”. A “Benchmark Order” is an order for which the price is not based, directly or indirectly, on the quote price of the option at the time of the order’s execution and for which the material terms were not reasonably determinable at the time a commitment to trade the order was made. Process like a normal transaction except don’t update “last”.
History Only

X
XMPT

108
Trade through Exempt
Transaction is Trade Through Exempt. The transaction should be treated like a regular sale.
History Only

The words contained in this file might help you see if this file matches what you are looking for:

...Sheet exchange codes id code full name security type nasd nasdaq option equity nadf alternative display facility nyse new york stock amex american cboe chicago board options ise international securities arca nysenat national phlx philadelphia box boston nqbb bulletin nqotc otc pink sheets chx cme mercantile future mrx mercury dji dow jones indices gemx gemini c miax nasdbx omx bx cfe futures nqnx nsx trade reporting ntrf bzx bats trading byx edga direct edge a edgx x iex pearl emld emerald chixe chix europe nbsp ltse longterm finraadf finra adf nqtrfch trf memx members order origin agency b broker dealer customer f firm j joint back office l nontph affiliate and m market maker n away p principal r riskless u professional opra condition message description value livevol active from canc cancel transaction previously reported other than as the last or opening report for particular contract is now to be cancelled oseq outofseq being late out of sequence ie later transactions have been cnc...

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ID	Exchange Code	Full Name	Security Type
1	NASD	Nasdaq Exchange	option,equity
2	NADF	Nasdaq Alternative Display Facility	equity
3	NYSE	New York Stock Exchange	equity
4	AMEX	American Stock Exchange	option,equity
5	CBOE	Chicago Board Options Exchange	option
6	ISE	International Securities Exchange	option
7	ARCA	NYSE Arca Exchange	option,equity
8	NYSENAT	NYSE National	equity
9	PHLX	Philadelphia Stock Exchange	option,equity
11	BOX	Boston Stock Exchange	option,equity
14	NQBB	Nasdaq Bulletin Board	equity
15	NQOTC	Nasdaq OTC - Pink Sheets	equity
17	CHX	Chicago Stock Exchange	equity
20	CME	Chicago Mercantile Exchange	future
22	MRX	ISE Mercury	option
30	DJI	Dow Jones Indices	equity
31	GEMX	ISE Gemini	option
42	C2	C2	option
43	MIAX	MIAX Options Exchange	option
47	NASDBX	NASDAQ OMX BX Options	option
54	CFE	CBOE Futures Exchange	future
57	NQNX	NSX Trade Reporting Facility	equity
59	NTRF	NYSE Trade Reporting Facility	equity
60	BZX	BATS Trading	option,equity
63	BYX	BATS Trading	equity
64	EDGA	Direct Edge A	equity
65	EDGX	Direct Edge X	option,equity
68	IEX	IEX Stock Exchange	equity
69	PEARL	MIAX PEARL	option,equity
71	EMLD	MIAX Emerald Options Exchange	option
115	CHIXE	CHI-X Europe	equity
117	LTSE	Long-Term Stock Exchange	equity
118	FINRAADF	FINRA Alternative Display Facility (ADF)	equity
119	NQTRFCH	FINRA / Nasdaq TRF Chicago	equity
120	MEMX	Members Exchange	equity

Code	Option Order Origin Type
A	Agency
B	Broker Dealer
C	Customer
F	Firm
J	Joint Back Office
L	Non-TPH Affiliate (C1 and C2)
M	Market Maker
N	Away Market Maker
P	Principal
R	Riskless Principal
U	Professional Customer

OPRA Message Type	OPRA Type Description	OPRA Message Type Value	LiveVol Trade Condition ID	LiveVol Trade Condition Name	OPRA Condition Description	Active From 11/7/2019
A	CANC		40	Cancel	Transaction previously reported (other than as the last or opening report for the particular option contract) is now to be cancelled.	Active
B	OSEQ		2	OutOfSeq	Transaction is being reported late and is out of sequence; i.e., later transactions have been reported for the particular option contract.	Active
C	CNCL		41	CANCLAST	Transaction is the last reported for the particular option contract and is now cancelled.	Active
D	LATE		13	SoldLast	Transaction is being reported late, but is in the correct sequence; i.e., no later transactions have been reported for the particular option contract.	Active
E	CNCO		42	CANCOPEN	Transaction was the first one (opening) reported this day for the particular option contract. Although later transactions have been reported, this transaction is now to be cancelled.	Active
F	OPEN		6	OpenReportOutOfSeq	Transaction is a late report of the opening trade and is out of sequence; i.e., other transactions have been reported for the particular option contract.	Active
G	CNOL		43	CANCONLY	Transaction was the only one reported this day for the particular option contract and is now to be cancelled.	Active
H	OPNL		7	OpenReportInSeq	Transaction is a late report of the opening trade, but is in the correct sequence; i.e., no other transactions have been reported for the particular option contract.	Active
I	AUTO		18	AutoExecution	Transaction was executed electronically. Prefix appears solely for information; process as a regular transaction.	Active
J	REOP		21	Reopen	Transaction is a reopening of an option contract in which trading has been previously halted. Prefix appears solely for information; process as a regular transaction.	Active
S	ISOI		95	IntermarketSweep	Transaction was the execution of an order identified as an Intermarket Sweep Order. Process like normal transaction.	Active
a	SLAN	Single Leg Auction Non ISO	114	SingLegAuctNonISO	Transaction was the execution of an electronic order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Soliciation Mechanism.	Active
b	SLAI	Single Leg Auction ISO	115	SingLegAuctISO	Transaction was the execution of an Intermarket Sweep electronic order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism marked as ISO.	Active
c	SLCN	Single Leg Cross Non ISO	116	SingLegCrossNonISO	Transaction was the execution of an electronic order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with a single option leg.	Active
d	SCLI	Single Leg Cross ISO	117	SingLegCrossISO	Transaction was the execution of an Intermarket Sweep electronic order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross.	Active
e	SLFT	Single Leg Floor Trade	118	SingLegFlr	Transaction represents a non-electronic trade executed on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.	Active
f	MLET	Multi Leg auto-electronic trade	119	MultLegAutoEx	Transaction represents an electronic execution of a multi leg order traded in a complex order book.	Active
g	MLAT	Multi Leg Auction	120	MultLegAuct	Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.	Active
h	MLCT	Multi Leg Cross	121	MultLegCross	Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with two or more options legs.	Active
i	MLFT	Multi Leg floor trade	122	MultLegFlr	Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.	Active
j	MESL	Multi Leg auto-electronic trade against single leg(s)	123	MultLegAutoSingLeg	Transaction represents an electronic execution of a multi Leg order traded against single leg orders/ quotes.	Active
k	TLAT	Stock Options Auction	124	StkOptAuct	Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.	Active
l	MASL	Multi Leg Auction against single leg(s)	125	MultLegAuctSingLeg	Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.	Active
m	MSFL	Multi Leg floor trade against single leg(s)	126	MultLegFlrSingLeg	Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this category.	Active
n	TLET	Stock Options auto-electronic trade	127	StkOptAutoEx	Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book.	Active
o	TLCT	Stock Options Cross	128	StkOptCross	Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross.	Active
p	TLFT	Stock Options floor trade	129	StkOptFlr	Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.	Active
q	TESL	Stock Options auto-electronic trade against single leg(s)	130	StkOptAutoExSingLeg	Transaction represents an electronic execution of a multi Leg stock/options order traded against single leg orders/ quotes.	Active
r	TASL	Stock Options Auction against single leg(s)	131	StkOptAuctSingLeg	Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.	Active
s	TFSL	Stock Options floor trade against single leg(s)	132	StkOptFlrSingLeg	Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this category.	Active
t	CBMO	Multi Leg Floor Trade of Proprietary Products	133	MultLegFlrPropProd	Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO.	Active
Space Filled	REGULAR		0	Regular	Indicates that the transaction was a regular sale and was made without stated conditions.	History Only
K	AJST		34	AdjTerms	Transaction is an option contract for which the terms have been adjusted to reflect a stock dividend, stock split, or similar event. Prefix appears solely for information; process as a regular transaction.	History Only
L	SPRD		35	Spread	Transaction represents a trade in two options in the same class (a buy and a sell in the same class). Prefix appears solely for information; process as a regular transaction.	History Only
M	STDL		36	Straddle	Transaction represents a trade in two options in the same class (a buy and a sell in a put and a call). Prefix appears solely for information; process as a regular transaction.	History Only
N	STPD		39	STPD	Transaction is the execution of a sale at a price agreed upon by the floor personnel involved, where a condition of the trade is that it reported following a non-stopped trade of the same series at the same price.	History Only
O	CSTP		44	CANCSTPD	Cancel stopped transaction.	History Only
P	BWRT		37	BuyWrite	Transaction represents the option portion of an order involving a single option leg (buy or sell of a call or put) and stock. Prefix appears solely for information: process as a regular transaction.	History Only
Q	CMBO		38	Combo	Transaction represents the buying of a call and the selling of a put for the same underlying stock or index. Prefix appears solely for information; process as a regular transaction.	History Only
R	SPIM		106	StoppedIM	Transaction was the execution of an order which was “stopped” at a price that did not constitute a Trade-Through on another market at the time of the stop. Process like a normal transaction.	History Only
T	BNMT		107	Benchmark	Transaction reflects the execution of a “benchmark trade”. A “Benchmark Trade” is a trade resulting from the matching of “Benchmark Orders”. A “Benchmark Order” is an order for which the price is not based, directly or indirectly, on the quote price of the option at the time of the order’s execution and for which the material terms were not reasonably determinable at the time a commitment to trade the order was made. Process like a normal transaction except don’t update “last”.	History Only
X	XMPT		108	Trade through Exempt	Transaction is Trade Through Exempt. The transaction should be treated like a regular sale.	History Only

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