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Flag | Description |
|---|---|
A | Displayed added shares executed qualifying for the standard rebate |
V | Displayed added shares with original order size of greater than or equal to 2,000 |
J | Non-displayed and added liquidity |
R | Removed |
| X | Routed |
| D | DOT |
| Q | Routed to Nasdaq |
| 9 | Added (displayed) using Minimum Life Order Type |
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NYSE ARCA Flags (
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FIX spec - page 49)
Flag | Description |
|---|---|
A | Liquidity Adding (Billed as: OTC/LISTED/AMEX POSTED, OTC/AMEX ETF_POSTED, OTC/LISTED/AMEX ADD SUB DOLLAR) |
B | Liquidity Adding while the order was not displayed (Add Blind) |
D | Added Liquidity on a sub-dollar execution |
| I | Added liquidity on an RO or RPI order |
M | Added Liquidity on a MPL order |
| S | Added liquidity, set new Arca BBO. |
R | Liquidity Reducing (Billed as: OTC/LISTED/AMEX NONPOSTED, OTC/AMEX ETF_NONPOSTED, OTC/LISTED/AMEX TAKE SUB DOLLAR) |
| E | Reduced liquidity on a sub-dollar execution |
| K | Reduced liquidity on an RO or RPI order |
L | Reduced Liquidity on a MPL order |
O | Liquidity Neutral - Order executed in an auction (Billed as: AMEX AUCTION for Buy orders, AMEX CLOSING AUCTION for Sell orders) |
G | Opening or halt auction of market or auction-only order |
| J | Executed Tracking order |
Z | Closing auction of market or auction-only order |
X | Routed to another venue (Billed as OTC/LISTED/AMEX PREFOUT NON NY, OTC/LISTED/AMEX ROUTED SUB DOLLAR, AMEX ETF PREFOUT) |
F | Routed to NYSE/AMEX and added liquidity* |
N | Routed to NYSE/AMEX and reduced liquidity (Billed as LISTED PREFOUT) |
H | Routed sub-dollar execution |
C | Routed to NYSE/AMEX and participated in the opening or halt auction* |
| T | PSO Order that removed liquidity from NYSE |
U | Routed NYSE MOC/LOC order |
Y | Routed AMEX MOC/LOC order |
| C | Routed to NYSE or AMEX where the order participated in the opening or re-opening |
D | Adding - Sub Dollar |
| E | Removing - Sub Dollar |
F | Routed to NYSE or AMEX where the order was liquidity adding at NYSE or AMEX |
G | Executed in Opening, Market or Halt Auction on ARCA |
H | Routed - Sub Dollar |
| I | Added liquidity - Retail |
| J | Tracking order |
| K | Removing - Retail |
L | Removing - MPL order |
M | Adding - MPL order |
N | Routed to NYSE or AMEX where the order was liquidity taking at NYSE or AMEX |
O | Liquidity Neutral |
R | Removing |
| S | Set new Arca BBO and Adding Liquidity ‐ ARCA |
U | MOC/LOC - On NYSE |
W | Routed to NYSE/AMEX where the order was re-routed to an external market |
X | Routed |
Y | MOC/LOC - On AMEX |
Z | MOC/LOC - On ARCA |
*Utilized when orders are routed to NYSE as day orders instead of Immediate or Cancel (IOC) Orders. The PO+ Order is an example of an order that may be routed as a Day Order.
Note: When comparing Sterling trades against ARCA invoice, N and X quantities may not match – it seems some X trades get classified as N and vice-versa.
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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 |