T&S - CID Support

ICE Data Services -

time & sales - cid support (corrections, insertions, deletions)

cid support overview
corrections, 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 
 Clear  Clear  SetsDailyHi  Sets Daily High: Trade executed at the highest price during trading 
 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
 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 
 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
 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
 MtchTrdes  Matched Trade: Participation in equal amounts of a trade at a certain
 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
 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
 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
 SyndBid  Syndicate Bid: a bid to stabilize price of security before secondary
 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
 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
 UnderInvest  Investigation: Price under investigation
 LifetimeLo  Lifetime Low: Lowest price recorded in the security's
 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
 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
 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
 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
 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.