...
Flag | Description |
|---|---|
A | Added liquidity |
AH | Trade added hidden liquidity |
AI | Trade added hidden liquidity that was price improved |
| AM | Trade added Midpoint Peg Liquidity |
| AS | Execution from order that set NBBO |
| AV | Visible Liquidity Add Trade that was Price Improved |
R | Trade removed liquidity |
| RM | Trade removed Midpoint Peg Liquidity |
X | Routed |
NSX (NSX, NSXONLY, NSXDARK, NSXX)
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