Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
829 | TrdSubType AbbrName: TrdSubTyp |
int | Further qualification to the trade type Valid Values: 0 - CMTA 1 - Internal transfer or adjustment 2 - External transfer or transfer of account 3 - Reject for submitting side 4 - Advisory for contra side 5 - Offset due to an allocation 6 - Onset dut to an allocation 7 - Differential spread 8 - Implied spread leg executed against an outright 9 - Transaction from exercise 10 - Transaction from assignment 11 - ACATS 33 - Off Hours Trade 34 - On Hours Trade 35 - OTC Quote 36 - Converted SWAP MiFID Values 14 - AI (Automated input facility disabled in response to an exchange request.) 15 - B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) 16 - K (Transaction using block trade facility.) 17 - LC (Correction submitted more than three days after publication of the original trade report.) 18 - M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) 19 - N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) 20 - NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) 21 - NR (Non-risk transaction in a SEATS security other than an AIM security) 22 - P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) 23 - PA (Protected transaction notification) 24 - PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) 25 - PN (Worked principal notification for a portfolio transaction which includes order book securities) 26 - R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) 27 - RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) 28 - RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) 29 - SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) 30 - T (If reporting a single protected transaction) 31 - WN (Worked principal notification for a single order book security) 32 - WT (Worked principal transaction (other than a portfolio transaction)) 37 - Crossed Trade (X) 38 - Interim Protected Trade (I) 39 - Large in Scale (L) Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. |
AllocationInstruction TradeCaptureReportRequest TradeCaptureReport TradeCaptureReportAck AllocationReport AllocationInstructionAlert |