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Note |
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This information is compiled to the best of our ability from various publicly available sources. Barshay Software, Inc. makes no warranties, guarantees or representations as to the accuracy of the information contained herein. |
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BATS / BZX (see liq flags & fees)
BATY / BYX (see liq flags & fees)
EDGA (see liq flags & fees)
EDGX (see liq flags & fees)
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NASDAQ Flags (from FIX Spec pg 18 a/o 2017/4/16)
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Flag | Description |
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1 | Taker |
2 | Provider |
3 | Blended |
4 | Market on Close and Market Orders Executed in Close |
5 | Opening/Provider |
6 | Closing/Provider |
7Closing/Blended | Limit on Close |
8 | RLP - Retail Order Provider |
9 | RLP - Retail Order Taker |
10 | RLP - Retail Taker MPL |
11 | Taker MPL |
12 | Provider MPL |
13 | RET - Retail Firm Provider |
14 | RET - Retail Firm MPL Taker |
15 | Closing Offset |
If the flag is in the form of X/Y, refer to above for meaning of X, Meaning of Y is as follows:
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