time & sales - cid support (corrections, insertions, deletions)
cid support overviewcorrections, insertions and deletions (cid’s) are specific message types sent by each exchange (currently supported for all us exchanges) to represent last sale pricing adjustments and changes. for additional information, please review this entire kb article.
time and sales
in the time and sales window you'll find a 'condition' column. all exchange reported trade conditions will be supported and displayed in this new column.
conditions table
the following table represents the conditions along with their descriptions.
| Condition | Description | Condition | Description |
| NoUpdate | No Update | ReOpnAfterHlt | Reopen After Halt: Security is available for trading after a halt. |
| Clear | Clear | SetsDailyHi | Sets Daily High: Trade executed at the highest price during trading session. |
| StockOption | The Stock-Option Trade sale condition code is used to identify cash equities transactions which are related to options transactions. |
SetsDailyLo | Sets Daily Low: Trade executed at the lowest price during trading session. |
| SlowQte | actions | SmNoSales | Small No Sales. |
| IntMktSwp | Indicates an Inter Market Sweep Order | SpreadTrde | Spread Trade: The purchase of one option and the simultaneous sale of a related option, such as two options of the same class but different strike prices and/or expiration dates. |
| FastMkt | Fast market: Indicates an extremely active period of trading, of short duration. | StoppedTrde | Stopped Trade: order prevented from execution by\n specialist. |
| DpthAsk | Depth on Ask Side:Indicates more size behind the quote being disseminated for the offer. | Tax | Tax |
| DpthBid | Depth on Bid Side: Indicates more size behind the quote being disseminated for the bid. | TheorPrice | Theoretical Price: etermined value of derivative instrument according to a pricing model |
| DpthBidAsk | Depth on Bid and Ask: Indicates more size behind the reported quote for both bid and offer. | TrflesPaid | Trifles Paid. |
| OrderImb | Order Imbalance: A non-regulatory halt used when there is a severe buy/sell order imbalance. To prevent a disorderly market, trading is temporarily suspended. |
UnOffclClose | Unofficial closing price. |
| ClsdQte | Closed Quote. | UnOffclOpen | Unofficial opening price. |
| HltNonFrmQte | Halt Non Firm Quote: A regulatory halt used when the level of trading activity in a security is such that the Exchange cannot collect, process, and disseminate quotes that accurately reflect market conditions |
WkdTrde | Worked Trade |
| Opening | The opening transaction. | Yld | Yield: Annual rate of return on an investment, expressed as a percentage. |
| Closing | Closing transaction. | Backward | Backwardation: When spot price exceeds forward prices |
| OrderInflux | Order Influx: A non-regulatory halt used when there is a severe influx of buy and sell orders. To prevent a disorderly market, trading is temporarily suspended. |
Contango | Contango: When future price gets above expected future spot price |
| NoOpnNoResme | No Open, No Resume: A trading halt or an opening delay is to be in effect for the rest of the trading day. |
TAPO | Traded Average Price Options |
| Actual | Actual: Refers to actual physical commodities as opposed to futures. |
MmbrContr | Member Contributed |
| AutoQte | Auto Quote. | MmbrContrAvg | Member Contributed Average |
| BB | Best Bid: Highest price offered for a security. | Offcl | Official |
| BestOffer | Best Offer: Lowest price asked for a security. | UnOffcl | Unofficial |
| BestPrice | Best price. | ProvValue | Provisional Value |
| BlockTrde | Block Trade: A large order consisting of 10,000 shares or a total market value of $200,00. |
Final | Final |
| BuyWrteTrde | Buy Write Trade: Order to simultaneously buy shares of an equity and sell a call option of the same underlying equity. |
AvgPrice | Average Price: A trade where the price reported is based upon an average of the prices for the transactions in a security during all or any portion of the trading day |
| CabPrice | Cabinet Price: A special price which is the lowest value at which an option can trade. |
MktDpth | Market Depth: Quote used in determining the level of accumulation of offers and bids for a security. |
| Calc | Calculated: Price is result of a calculation. | EstSize | Estimated Size |
| CanclTrde | Cancelled Trade: Used to purge specific order from system. |
MtchTrdes | Matched Trade: Participation in equal amounts of a trade at a certain price |
| CanclPrice | Cancelled Price: The lowest possible bid price of units in a unit trust which is usually lower than the quoted bid price. The cancellation price may be applied in the event of heavy selling. |
TotWrnts | Total Warrants |
| Cancld | Cancelled: Erroneous trade | Volume | Volume: The traded volume for the security |
| CancldCorr | Cancelled Corrected: Quote is either cancelled or corrected. |
PotnlPrice | Potential Price |
| ComboTrde | Combo Trade: Order to simultaneously buy a put and sell a call, or buy a call and sell a put for the same underlying security. |
MktOrder | Market Order: An order to buy or sell a security at the current market price |
| CorpAction | Corporate Action: Action bringing change to the security (ie, splits, acquisitions, mergers, etc.) |
DeltaNeutral | Delta Neutral: A position where the sum of the deltas of the component legs adds up 0 |
| Corr | Correction: Correction indicator. | VolInterrupt | Volatility Interrupt: Halt in trading due to high volatility |
| Dlyd | Delayed: Indicates that price is displaying delayed exchange data. |
AuctPrice | Auction Price: Price determined by auction |
| Est | Estimated. | CrossTradeMod | The Cross Trade modifier will be available to any participant to distinguish a trade resulting from a market center's crossing session. Cross Trade transactions will be included in all daily statistical calculations including high price |
| EFP | Exchange For Physical trade: Refers to a privately negotiated simultaneous exchange of a futures position for a corresponding cash position apart from the public auction market in the context of a non-interest rate contract. |
SyndBid | Syndicate Bid: a bid to stabilize price of security before secondary offering |
| FinalSettle | Final Settlement: Price at which all outstanding positions in a stock or commodity are marked to market; typically closing price. |
PenaltyBid | Penalty Bid: Bid entered to stabilize security price during distribution period |
| Firm | Buy or sell order executed without confirmation,for a fixed period. |
RatndPrice | Rationed Price. |
| Forced | Variable | Variable | |
| Index | Fixing | Fixing: The process of setting a price of a commodity whether in the present or the future |
|
| Indicative | Indicative price. | Adjusted | Adjusted: Option contract for which the terms have been adjusted to reflect a stock dividend, a stock split or similar events |
| Kassa | Kassa Price: A special "house" price use on German exchanges as the official price of the asset at the market close of each day. |
PrelimSettle | Preliminary settlemen |
| LateOpn | Late Open | EndOfMonth | End of Month |
| LateOpnXSeq | Special | Special: Indicates special trade that instructs the DTCC not to include the trade in the CNS settlement |
|
| Late | Late: Transaction executed during market hours, but reported more than 90 seconds after execution. |
PrelimSpec | Preliminary special |
| Leg | Leg: Contingent orders executed in separate phases | VolTrde | Volatility Trade |
| Letter | Letter: Privately placed common stock, so-called because the SEC requires a letter from the purchase stating that the stock is not intended for resale. |
BasisTrde | Basis Trade: A trade reflecting arbitrage strategy consisting of the purchase of a particular security and the sale of a similar security. Basis trading is done when the investor feels that the two securities are mispriced in relation to each other. |
| LifetimeHi | Lifetime High: Highest price recorded in the security's history. |
UnderInvest | Investigation: Price under investigation |
| LifetimeLo | Lifetime Low: Lowest price recorded in the security's history |
PartlPrice | Partial Price |
| Manual | Manual | Suspect | Suspect by Vendor: The price has come through as valid by the exchange, but does not pass range checking filters by the vendor and should be considered suspicious |
| Money | Money | IPOPrice | IPO Price |
| NAV | Net Asset Value: Net Asset value per share. | Consol | Consolidated: Combining of several prices into a single one. |
| NoQual | No Qualifier. | LockdMkt | Locked Market: A market where the bid price is\n equal to the ask price. |
| Nominal | Nominal: Used in the context of general equities. Bid and offer prices given by a market maker for the purpose of valuation, not as an invitation to trade; must be specifically identified as such by prefixing the quotes FYI (for your information) |
IntraDaySettl | Intra-day settlement price |
| OffclClse | Official Close. | Rotation | Rotation: Order executed during initial trading rotation on specific day |
| OffclClsePrice | Official Close Price: Price of last transaction for specified security executed during trading session. |
Unsol | Unsolicited: Indicates whether or not message is being sent as a result of a subscription request or not |
| OffclOpnPrice | Official Open Price: Price of first transaction for specified security executed during trading session. |
PriceWtd | Price wanted |
| OptSpread | Option Spread: Difference between market value and strike price. |
AutoElig | Auto-Execution Eligible: Security is eligible for automatic execution on the exchange floor |
| Xseq | SpecPrice | Specialist Price: Transaction executed at specialist price | |
| Paid | Paid: Made payment on an obligation. | CashOnly | Cash Only: A security settling in cash all day on a participant or consolidated basis, such as a Common, Preferred or Right that is nearing expiration |
| PaidLetter | Paid Letter | CashTrde | Cash Trade: A transaction which requires delivery of securities and payment on the same day the trade takes place |
| PaidMoney | Paid Money | NxtDayOnly | Next Day Only: Cash settling of a security occurring the next business day after trade date |
| PartDistr | Partial Distribution | Auto | Transaction was executed electronically |
| PrevDayPrice | Previous Day Price: Previous day closing price of security. |
BurstBsk | Burst Basket Execution: A burst basket execution signifies a trade wherein the equity specialists, acting in the aggregate as a market maker, purchase or sell the component stocks required for execution of a specific basket trade |
| PrevDayPrimQual | Previous Day Primary Qualifier | DerivPriced | The transaction that constituted the trade-through was the execution of an order at a price that was not based, directly or indirectly, on the quoted price of the NMS stock at the time of execution, and for which the material terms were not reason" F6=" on the quoted price of the NMS stock at the time of execution and for which the material terms were not reasonably determinable at the time the commitment to execute the order was made |
| XchgeClrd | Exchange Cleared. | MktCntrReOpn | Market center re-open |
| SetByAsk | Price Set by Ask: Current market price of security is equal to ask price. |
CAPElection | Conversion and Parity (CAP) Election Trade. Sales as a result of a sweep execution on the NYSE, whereby CAP orders have been elected and executed, and appear as "repeat" trades at subsequent execution prices |
| SetByBid | Price Set by Bid: Current market price of security is equal to bid price. |
Rule 127 | To qualify as a 127 print the trade is executed\n outside the present quote and meets one or both of the following conditions: (1) has a volume of 10,000 shares or more and/or (2) has a dollar value of $200,000 or more |
| SetByMid | Price Set by Mid Price: Current market price of security is equal to mid price. |
Rule 127-155 | NYSE Rule 127 and AMEX Rule 155 are qualified\n as trade that are executed outside the present quote and meets one or both of the following conditions: (1) has a volume of 10,000 shares or more and/or\n (2) has a dollar value of $200,000 or more |
| SetByTrde | Price Set vy Trade: Current market price of security is equal to last trade. |
SoldLast | Sold last: Used when a trade prints in sequence but is reported late |
| RatndLetter | Rationed Letter. | MktCntrClse | Market center closed |
| RatndMoney | Rationed Money. | NextDay | Next day: A transaction which calls for delivery of securities between one and four days after the\n trade date |
| ExtHours | Extended Hours Trade | Opened | Late Report of Opened Trade |
| ExtHoursOOS | Extended Hours Trade reported out of sequence and at a time different from the actual transaction time. |
PriorRef | Prior Reference: Identifies a trade based on a price at a prior point in time, i.e., more than 90 seconds prior to the time of the trade report. The execution time of the trade will be the time of the prior reference |
| Sold-OOS | Sold Out of Sequence: Used when a trade is reported out of sequence and at a time different from the actual transaction time |
MktCntrOpn | Market center open |
| StopStckLast | Stopped Stock Sold last: Stopped stock trade that prints in sequence but is reported late |
Seller | Seller: A sellers option transaction is a special transaction which gives the seller the right to deliver the stock at any time within a specified period, ranging from not less than two calendar days, to not more than 60 calendar days |
| StopStckOOS | Stopped Stock Sold Out of Sequence: Stopped stock trade of reported out of sequence |
PriceVar | The Price Variation Trade sale condition code is used to denote a regular market session trade transaction that carries a price that is significantly away from the prevailing consolidated or primary market value at the time of the transaction. |
| Acqstn | Acquisition: When a company acquires majority interest in other company |
BnchdTrde | Bunched Trade: Aggregation of two or more regular trades executed within the same 60 seconds, at the same price |
| Distribution | Distribution: Payment of cash, stock or other to a company's shareholders |
BnchdSold | Bunched Sold: Bunched trade not reported within 90 seconds of execution |
| Split | Split: Execution taking place in two markets | ShortSaleRestr | Short Sale Circuit Breaker In Effect |
| A(ShortSale) B(ShortSale) |
Short selling can only be initiated at a price above\n the highest prevailing national bid by posting a short sale order priced\n above the national bid. |