johnsosu
- 15 Jul 2004 13:03
Can someone tell me what a "AT" type trade means?
IanT(MoneyAM)
- 15 Jul 2004 13:20
- 2 of 2
johnsosu
This may help:
Code Definition
O Ordinary trade - A standard type of trade with normal settlement date traded through the Market Makers.>
B Broker to Broker Trade. A transaction between two broker firms.
EU Euro Automated Trade
ER Euro Trades
K Block Trade - A transaction utilizing the block trade facility.
L Late Trade - when a trade is reported to the Stock Exchange some time after it has been executed it is known as a Late Trade.
LC Late trade correction.
M Market Maker to Market Maker. As the name suggests this is a transaction between two Market Makers who are registered in the security which is being traded.
N Non Protected Portfolio. This is normally a transaction of a number of stocks dealt with by one market maker at an agreed discount to the market price.
NM Not To Mark. In some cases the Exchange can grant permission for non publication. This is known as a Not to Mark.
NR Non Risk (SEATS). As the name suggests this is a non risk transaction.
P Protected Portfolio Transaction.
R Risk less Principal transaction at a different price
RO Result of Option. A transaction which resulted for the exercise of an option
RT Risk Trade. (SEATS) A risk transaction.
ST SEAQ Trade. This is used for the single uncrossing trade. Gives details of the total executed volume and uncrossing price as a result of a SEAQ auction.
SW Stock Swap. Transaction comprised in a stock swap or stock switch
UT Uncrossing Trade. This is used for the single uncrossing trade, detailing the total executed volume and uncrossing price as a result of a SETS auction.
X Cross at the same price.
AT An automated trade generated by the SETS system through the order book. (Level 2).
PA a protected transaction at the time that protection is applied.
PC Post Contra. When the contra trade is not on the trade date this is used to report it.
T If reporting a protected transaction.
WN Worked Principle Transaction. When a member firm enters into a worked principle agreement for a single security this is used to notify the Exchange.
TS Test Security. Used when testing trade reporting.
WT Worked Principle Trade.
CT Contra Trade. Used to publish a contra trade in previously automatically executed trade through the order book.
AI Automated input facility. Used when a member firm has disabled its automated input facility in response to a request from the Exchange.
PN Worked principle Portfolio Notification.
VW volume Weighted Average Price
RC Regulatory Conformance.
BC Bargain Condition.