US Consolidated Equities (exc. OTC) Sample Enumerations#

A subset of symbols from the US SIP for trading between January 2,2024 and March 31, 2024

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.

  • 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
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)