...
Flag | Description |
|---|---|
A | Liquidity Adding |
B | Liquidity Adding while the order was not displayed (Add Blind) |
| 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.
...
NYSE (CCG Fix Spec p. 69 as of 2017-04-06)
...