...
Flag | Description |
|---|---|
A | Added (Billed as: *SubDRebate, *Securities >= $1 (Displayed) - * Rebate) |
B | Routed to BX (Billed as: BSEXRoutedNotTFTY*) |
C | Closing Cross Liq. Accessor (billable) |
D | Routed to NYSE |
E | NYSE Other |
F | Opening Trade (on NYSE) |
G | On-Close order (on NYSE) |
H | Halt/IPO Cross Liq. Accessor (billable) |
I | Intraday/Post-Market Cross billable |
J | Non-displayed adding liquidity (Billed as: Non-Displayed Liquidity Provided) |
K | Halt/IPO Cross Liq. Provider (non-billable) |
L | Closing Cross Liq. Provider (non-billable) |
M | Open Cross Liq. Provider (non-billable) |
O | Open Cross Liq. Accessor (billable) (Billed as: Other charges - Opening Cross Billable) |
P | Routed to PSX (Billed as: PSEXRoutedNotTFTY*) |
R | Removed (Billed as: *Securities >= $1 (Displayed) - * Charge, Securities < $1 - * Charge) |
S | Odd Lot Execution (on NYSE) |
T | Opening Trade (on ARCA) |
U | Added Liquidity (on NYSE) |
X | Routed (Billed as: *Securities >= $1 (Displayed) - * Routed Charge, Securities < $1 - * Routed Charge) |
Y | Re-Routed by NYSE |
Z | On-Close Execution (on ARCA) |
| m | Removed liquidity at a midpoint |
| k | Added liquidity via a midpoint order |
| 7 | Displayed, liquidity-adding order improves the NBBO |
| 8 | Displayed, liquidity-adding order sets the QBBO while joining the NBBO |
| 9 | Added (displayed) using Minimum Life Order Type |
NASDAQ SAVE Flags
Flag | Description |
|---|---|
A |
|
B | (Billed as: BSEXRoutedSAVE*) |
D | (Billed as: NYSERoutedSAVE*) |
P | (Billed as PSEXRoutedSAVE*) |
R | Removed (Billed as: ListedAMEXSaveCharge, ListedNYSESaveCharge, OTCSAVECharge) |
X | Routed (Billed as: OtherRoutedSAVEAMEXCharge, OtherRoutedSAVENYSECharge, OtherRoutedSAVENasdaqCharge) |
...