Fill Intention or Side

Owned by Sai Man Wong
Jan 25, 2012
1 min read

Intention and Side

When importing data, PropReports retains the execution side and intention as reported by the source. Not all sources send the intention of the trade. In those cases, only codes B and S are used to indicate buy and sell. All possible codes are as follows:

Code

Description

B

Buy / Buy to Open

C

Buy to Close (Cover)

S

Sell / Sell to Close

T

Sell to Open (Short)