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NASDAQ Flags (from FIX Spec pg 49) (INET flags are generally the same)
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 NYSEDOT | ||
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 (nonimbalance-billableonly) | ||
M | Open Cross Liq. Provider (nonimbalance-billable)only) | ||
| N | Halt Cross, orders entered in pilot symbols during the LULD Trading Pause | ||
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 (Executed in Open, Close, or Re-open on ARCA) | ||
U | Added Liquidity (on NYSE) | ||
X | Routed (Billed as: *Securities >= $1 (Displayed) - * Routed Charge, Securities < $1 - * Routed Charge) | ||
Y | Re-Routed by NYSEZ | 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 |
| e | Retail designated execution that added displayed liquidity | ||
| j | RPI (Retail Price Improving) order provides liquidity | ||
| r | Retail Order removes RPI liquidity | ||
| t | Retail Order removes price improving non-displayed liquidity other than RPI liquidity | ||
| 4 | Added displayed liquidity in a Group A symbol | ||
| 5 | Added non-displayed liquidity in a Group A symbol | ||
| 6 | Removed liquidity in a Group A symbol | ||
| g | Added non-displayed mid-point liquidity in a Group A symbol | ||
| a | Added displayed liquidity in a SCIP Symbol | ||
| x | Displayed, liquidity-adding order improves the NBBO in a SCIP Symbol | ||
| y | Displayed, liquidity-adding order set the QBBO while joining the NBBO in a SCIP Symbol | ||
| b | Displayed, liquidity-adding order improves the NBBO in pilot symbol during specified LULD Pricing Pilot timeframe | ||
| c | Added displayed liquidity in a pilot symbol during specified LULD Pricing Pilot timeframe | ||
| h | Removed liquidity in a pilot symbol during specified LULD Pricing Pilot timeframe |
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) |
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