Options Time & Sales Trade Conditions
AUTO - (I) Transaction was executed electronically.
CANC - (A) Transaction previously reported (other than as the last or opening report for the particular option contract) is now to be cancelled.
CBMO - (t) Multi Leg Floor Trade of Proprietary Products 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.
CNCL - (C) Transaction is the last reported for the particular option contract and is now cancelled.
CNCO - (E) 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.
CNOL - (G) Transaction was the only one reported this day for the particular option contract and is now to be cancelled.
EXHT - (v) Extended Hours Trade Transaction represents a trade that was executed outside of regular market hours. Trades do not update Open, High, Low, and Closing Prices.
ISOI - (S) Transaction was the execution of an order identified as an Intermarket Sweep Order.
LATE - (D) Transaction is being reported late, but is in the correct sequence; i.e. , no later transactions have been reported for the particular optio
MASL - (l) Multi Leg Auction against single leg(s) 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.
MCTP - (u) Multilateral Compression Trade of Proprietary Products Transaction represents an execution in a proprietary product done as part of a multilateral compression. Trades are executed outside of regular trading hours at prices derived from end of day markets. Trades do not update Open, High, Low, and Closing Prices.
MESL - (j) Multi Leg auto-electronic trade against single leg(s) Transaction represents an electronic execution of a multi Leg order traded against single leg orders/ quotes.
MFSL - (m) Multi Leg floor trade against single leg(s) Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes.
MLAT - (g) Multi Leg Auction 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.
MLCT - (h) Multi Leg Cross 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.
MLET - (f) Multi Leg auto-electronic trade Transaction represents an electronic execution of a multi leg order traded in a complex order book.
MLFT - (i) Multi Leg floor trade Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor.
OPEN - (F) 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.
OPNL - (H) 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.
OSEQ - (B) Transaction is being reported late and is out of sequence; i.e. , later transactions have been reported for the particular option contract.n contract.
REOP - (J) Transaction is a reopening of an option contract in which trading has been previously halted.
SCLI - (c) Single Leg Cross ISO 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.
SLAI - (b) Single Leg Auction ISO 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.
SLAN - (a) Single Leg Auction Non ISO 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.
SLCN - (c) Single Leg Cross Non ISO 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.
SLFT - (e) Single Leg Floor Trade Transaction represents a non-electronic trade executed on a trading floor.
TASL - (r) Stock Options Auction against single leg(s) 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.
TESL - (q) Stock Options auto-electronic trade against single leg(s) Transaction represents an electronic execution of a multi Leg stock/options order traded against single leg orders/ quotes.
TFSL - (s) Stock Options floor trade against single leg(s) Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes.
TLAT - (k) Stock Options Auction 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.
TLCT - (o) Stock Options Cross 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.
TLET - (n) Stock Options auto-electronic trade Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book.
TLFT - (p) Stock Options floor trade Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book.