# US Consolidated Equities (exc. OTC) Enumerations Consolidated data from all US equities exchanges excluding OTC traded securities. Provides from the US SIP (CTA/UTP) The following fields have Enumerations: * AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order. * BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed. * EVENT_TYPE - Type of Event. EARNING_DATE or COMPANY_CONFERENCE_CALL * QTE_COND / COND (QTE) - * TRADE_TYPE / COND (TRD) - * CORR - Type of trade correction / cancellation * EXCHANGE - Exchange from which the update originates * FINRA_ADF_IND - Indicates whether the quote reflects the FINRA BBO * IS_PRE_OPEN - Indicates whether a quote originates from the period before (1) or after (0) the instrument has opened on the primary market * LULD_BBO_IND - Indicates whether the bid/ask crosses the upper / lower LULD price bands * LULD_IND - Type of Limit Up / Limit Down (LULD) price update * NBBO_IND - Indicates whether the quote affects the NBBO * NBBO_LULD_IND - Indicates whether the NBBO crosses the upper / lower LULD price bands * REASON_CODE - Reason for an instrument status update * RESTRICTION_IND - Indicates whether short selling is permitted * RPI - Indicates the presence of Retail Price Improvement interest on bid and/or ask side * SECURITY_STATUS_IND - Security status * SIP_MSG_ID - Identifies messages generated by the SIP (”” - Originates from an exchange, “E” - UTP, “S” - Consolidated Tape System) * SOURCE - Source from which an update originates * STOP_STOCK - “Y” - Stopped stock trade, “N” - Not a stopped stock trade, “” - Not applicable * TRADE_PERIOD - Market period during which a trade was executed. * TRADING_STATUS - Indicates whether the instrument is subject to a halt or suspension * TTE - Indicates whether a trade is exempt from the Trade Through Rule (1 - Trade Through Exempt, 0 - No Trade Through Exemption) * TRF - Trade Reporting Facility used to report a trade (for trades reported to FINRA) #### AGGRESSOR_SIDE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | ‘””’ | Undefined | #### BOOK_TYPE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | 0 | Lit order book | | 1 | Off-book | | 9 | Off-exchange | | ‘””’ | Not applicable | #### EVENT_TYPE - Enumeration | Enumeration ID | Enumeration Description | |-------------------------|---------------------------| | EARNING_DATE | Earnings Issue | | COMPANY_CONFERENCE_CALL | Company Conference Call | #### QTE_COND / COND (QTE) - Enumeration | Enumeration ID | Enumeration Description | |------------------|--------------------------------------------------------------------| | 0 | Fast trading | | 1 | Non-firm bid and offer [Prior to 20030910: Depth on offer side] | | 10 | Opening quote [until 20030909] | | 11 | News pending [until 20030909] | | 12 | Regular quote [until 20030909] | | 13 | Trading halt due to related security [until 20030909] | | 14 | Trading halt in view of common [until 20030909] | | 15 | Order influx [until 20030909] | | 16 | No open / no resume [until 20030909] | | 17 | Opening range [until 20030909] | | 18 | Re-opening range [until 20030909] | | 19 | Related security news dissemination [until 20030909] | | 2 | Order influx [Prior to 20030910: Depth on bid side] | | 20 | Related security news pending [until 20030909] | | 27 | Additional information [until 20030909] | | 28 | Additional information due to related security [until 20030909] | | 29 | Resume [until 20030909] | | 3 | Republished LULD price band [Prior to 20030910: Closing quote] | | 4 | On demand intraday auction [Prior to 20030910: News dissemination] | | 5 | Fast trading [until 20030909] | | 6 | Depth on bid and offer [until 20030909] | | 7 | Order imbalance [until 20030909] | | 8 | Closed maket maker [until 20030909] | | 9 | Non-firm quote [until 20030909] | | 99 | Regular, one-sided quote [until 20030909] | | A | Slow quote on offer side | | B | Slow quote on bid side | | C | Closing | | D | News dissemination | | E | Slow quote on bid side due to LRP or GAP quote | | F | Slow quote on offer side due to LRP or GAP quote | | G | Trading range indication | | H | Slow quote on bid and offer sides | | I | Order imbalance | | L | Market maker closed (FINRA) | | M | LULD trading pause | | N | Non-firm quote | | O | Opening quote | | P | News pending | | R | Regular, two-sided quote | | T | Resume | | U | Slow on bid and offer sides due to LRP or GAP quote | | W | Slow quote due to a Set Slow list on both bid and offer sides | | X | Equipment changeover | | Y | Regular, one-sided quote | | Z | No open / no resume | #### TRADE_TYPE / COND (TRD) - Enumeration | Enumeration ID | Enumeration Description | |------------------|----------------------------------------------------------------| | ‘””’ | No condition | | ‘” “ (space)’ | No condition | | @ | No condition | | 1 | Stopped stock | | 4 | Derivatively priced | | 5 | Market center re-opening trade | | 6 | Market center closing trade | | 7 | Qualified contingent trade | | 9 | Corrected consolidated close price | | A | Acquisition | | B | Average price trade (CTA issues) or Bunched trade (UTP issues) | | C | Cash trade (Same day clearing) | | D | Distribution | | E | Automatic execution | | F | Intermarket sweep | | G | Bunched sold trade | | H | Price variation trade | | I | Odd lot trade | | K | Rule 127 (NYSE) or Rule 155 trade (NYSE American) | | L | Sold last (Late reported) | | M | Market center official close | | N | Next day trade (Next day clearing) | | O | Market center opening trade | | P | Prior reference price | | Q | Market center official open | | R | Seller | | S | Split trade | | T | Extended hours trade | | U | Extended hours (sold out of sequence) | | V | Contingent trade | | W | Average price trade | | X | Cross (auction) trade | | Y | Yellow flag regular trade | | Z | Sold (out of sequence) | #### CORR - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------------------------------------------------------------| | 0 | Regular trade | | 1 | Trade which was later corrected [contains the corrected data for the trade] | | 10 | Trade cancellation | | 11 | Error record | | 12 | Trade correction [contains the correction time and the original incorrect data] | | 7 | Trade which was later marked as erroneous | | 8 | Trade which was later cancelled | #### EXCHANGE - Enumeration | Enumeration ID | Enumeration Description | |------------------|-----------------------------------------------------| | A | NYSE American (Amex) | | B | Nasdaq BX | | C | NYSE National (NSX) | | D | FINRA ADF + NYSE/Nasdaq TRFs | | F | Texas Stock Exchange | | G | 24X National Exchange | | H | MIAX Pearl | | I | International Securities Exchange [until July 2010] | | J | Cboe EDGA | | K | Cboe EDGX | | L | Long-Term Stock Exchange (LTSE) | | M | NYSE Texas | | N | New York Stock Exchange | | P | NYSE Arca | | Q | Nasdaq (Tape C securities) | | S | Consolidated Tape System (CTS) | | T | Nasdaq (Tape A,B securities) | | U | Members Exchange (MEMX) | | V | The Investors’ Exchange (IEX) | | W | CBOE Stock Exchange (CBSX) [until April 2014] | | X | Nasdaq PSX | | Y | Cboe BYX | | Z | Cboe BZX | #### FINRA_ADF_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------| | ‘””’ | Not applicable | | 0 | Quote represents the FINRA BBO | | 1 | Quote from a single FINRA ADF venue | #### IS_PRE_OPEN - Enumeration | Enumeration ID | Enumeration Description | |------------------|----------------------------------------------------------| | 0 | NBBO comes from after market open on the primary market | | 1 | NBBO comes from before market open on the primary market | #### LULD_BBO_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|--------------------------------------------------------------------------------| | ‘””’ | Bid / ask are within the LULD price bands | | A | Bid price above upper limit - bid is non-executable | | B | Ask price below lower limit - ask is non-executable | | C | Bid and ask outside upper / lower limits - both bid and ask are non-executable | #### LULD_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|----------------------------------------------------| | 1 | Opening update | | 2 | Intraday update | | 3 | Restated value | | 4 | LULD bands suspended due to trading halt / pause | | 5 | Re-opening update | | 6 | Outside price band rule hours | | A | LULD price band | | B | Republished LULD price band | | C | NBB limit state entered | | D | NBB limit state exited | | E | NBO limit state entered | | F | NBO limit state exited | | G | NBB and NBO limit state entered | | H | NBB and NBO limit state exited | | I | NBB limit state entered and NBO limit state exited | | J | NBB limit state exited and NBO limit state entered | #### NBBO_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------------------------------------| | 0 | No effect on NBBO | | 1 | No NBBO [e.g. outside hours] | | 2 | Quote results in an NBBO update, but does not itself set the NBBO | | 3 | Quote results in an NBBO update, but does not itself set the NBBO | | 4 | Quote updates the NBBO | | A | No effect on NBBO | | G | Quote updates the NBBO | | O | No NBBO | | T | Quote results in an NBBO update, but does not itself set the NBBO | | U | Quote results in an NBBO update, but does not itself set the NBBO | #### NBBO_LULD_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|------------------------------------------------------------------------------------------------------| | ‘””’ | LULD not applicable (e..g outside hours) | | A | NBBO is within the LULD price bands | | B | NBB is below the lower limit - NBB is non-executable | | C | NBO is above the upper limit - NBO is non-executable | | D | NBB below lower limit and NBO above upper limit - both NBB and NBO are non-executable | | E | NBB equal to upper limit - NBB in limit state | | F | NBO equal to lower limit - NBO is in limit state | | G | NBB equals upper limit and NBO above upper limit - NBB is in limit state and NBO is non-executable | | H | NBB below lower limit and NBO equal to lower limit - NBB is non-executable and NBO is in limit state | | I | NBB equals upper limit and NBO equals lower limit - NBBO is crossed (not in limit state) | #### REASON_CODE - Enumeration | Enumeration ID | Enumeration Description | |------------------|-----------------------------------------------------------------------------| | ‘””’ | Unspecified | | 1 | Market-wide circuit breaker (MWCB) level 1 breached | | 2 | MWCB level 2 breached | | 3 | MWCB level 3 breached | | C11 | Halt concluded by other regulatory authority, quotation / trading to resume | | C3 | Issuer news not forthcoming, quotation / trading to resume | | C4 | Listing requirements met, quotation / trading to resume | | C9 | Filings met, quotation / trading to resume | | D | News dissemination | | H10 | SEC trading suspension | | H11 | Regulatory concern | | H4 | Non-compliance with listing requirements | | H9 | Filings not current | | I | Order imbalance | | IPO1 | IPO issue not yet trading | | IPOE | IPO security positioning window extension | | IPOQ | IPO security released for quotation | | LUDP | LULD trading pause | | LUDS | LULD trading pause (straddle condition) | | M | LULD trading pause | | M1 | Corporate action | | M2 | Quotation not available | | MWC0 | Market-wide circuit breaker (MWCB) carried over from previous day | | MWC1 | MWCB level 1 breached | | MWC2 | MWCB level 2 breached | | MWC3 | MWCB level 3 breached | | MWCQ | MWCB resumption | | O1 | Halted by Market Operations | | P | News pending | | R1 | New issue available | | R2 | Issue available | | R4 | Qualification issues reviewed / resolved, quotation / trading to resume | | R9 | Filing requirements satisfied / resolved, quotation / trading to resume | | T1 | News pending | | T12 | Pending receipt of information requested by Nasdaq | | T2 | News dissemination | | T3 | News disseminated, quotation / trading to resume | | T5 | Trading pause | | T6 | Extraordinary market activity | | T7 | Quotation only period | | T8 | ETF halt | | X | Operational | | Y | Sub-penny trading | #### RESTRICTION_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|------------------------------------| | ‘””’ | No short sale restriction | | 0 | No short sale restriction | | 1 | Short sale restriction in effect | | 2 | Short sale restriction continued | | A | Short sale restriction activated | | C | Short sale restriction continued | | D | Short sale restriction deactivated | | E | Short sale restriction in effect | #### RPI - Enumeration | Enumeration ID | Enumeration Description | |------------------|-------------------------------------| | ‘””’ | No retail interest | | A | Retail interest on bid side | | B | Retail interest on ask side | | C | Retail interest on bid and ask side | #### SECURITY_STATUS_IND - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------------------------------------------------------------------------------| | ‘””’ | Not applicable | | 0 | Limit up / Limit down (LULD) price band | | 1 | Market-wide circuit breaker 1 breached | | 2 | Market-wide circuit breaker 2 breached | | 3 | Market-wide circuit breaker 3 breached | | 9 | Republished limit up / Limit down (LULD) price band | | A | Halt - news pending | | A1 | Market-wide circuit breaker halt - carry over from previous day | | A2 | Market-wide circuit breaker resumption | | A3 | IPO security released for quotation | | A4 | IPO security positioning window extension | | B | Halt - news dissemination | | C | Trading pause | | D | News dissemination (CTA) / Halt - extraordinary market activity (UTP) | | E | ETF halt | | F | Halt - information requested by Nasdaq | | G | Trading range indication (CTA) / Halt - non-compliant (UTP) | | H | Halt - filings not current | | I | Order imbalance (CTA) / Trading suspension (UTP) | | J | Halt - regulatory concern | | K | Halted by Market Operations | | L | IPO issue not yet trading | | M | LULD trading pause (CTA) / Corporate action (UTP) | | N | Quotation not available | | O | Volatility trading pause | | P | News pending (CTA) / Volatility trading pause - straddle condition (UTP) | | Q | News disseminated, quotation / trading to resume | | R | Trading pause, quotation only period | | S | Qualifications issues reviewed / resolved, trading to resume | | T | Resume (CTA) / Filing requirements reviewed or resolved, trading to resume (UTP) | | U | Issuer news not forthcoming, quotation / trading to resume | | V | Qualifications halt ended, maintenance requirements met, trading to resume | | W | Qualifications halt concluded, filings met, trading to resume | | X | Equipment changeover (CTA), Halt concluded by other regulatory authority, trading to resume (UTP) | | Y | Sub-penny trading (CTA) / New issue available (UTP) | | Z | No open, no resume (CTA) / Issue available (UTP) | #### SIP_MSG_ID - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------------------------| | ‘””’ | Originates from an exchange | | E | Generated by UTP | | S | Generated by Consolidated Tape System (CTS) | #### SOURCE - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | C | CTA | | N | UTP | #### STOP_STOCK - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | N | Not a stopped trade | | Y | Stopped trade | #### TRADE_PERIOD - Enumeration | Enumeration ID | Enumeration Description | |------------------|--------------------------------------| | - | Regular trading | | C | Closing auction | | E | Outside hours (early session) | | L | Outside hours (late session) | | O | Opening auction | | U | Unscheduled auction | | u | Unscheduled auction (extended hours) | | ‘””’ | Not applicable | #### TRADING_STATUS - Enumeration | Enumeration ID | Enumeration Description | |------------------|--------------------------------------| | ‘””’ | Normal | | 1 | Opening delay [until 20200710] | | 2 | Trading halt | | 3 | Resume | | 4 | No open / no resume [until 20200710] | | H | Trading halt | | P | Volatility (LULD) trading pause | | Q | Quotation resumption | | T | Trading resumption | | Z | Normal | #### TTE - Enumeration | Enumeration ID | Enumeration Description | |------------------|----------------------------| | 0 | No Trade-Through Exemption | | 1 | Trade-Through Exempt | #### TRF - Enumeration | Enumeration ID | Enumeration Description | |------------------|---------------------------| | B | Nasdaq TRF Chicago | | N | NYSE TRF | | Q | Nasdaq TRF Carteret (UTP) | | T | Nasdaq TRF Carteret (CTA) |