I've seen the "w" trade modifier (weighted average trade) elsewhere... the modifier is not included on these two time/sales sites today tho': http://quotes.freerealtime.com/dl/frt/M?IM=quotes&type=Time%26Sales&SA=quotes&symbol=XKEMQ&qm_page=57873 http://www.quotemedia.com/finance/quote/?qm_page=98745&qm_symbol=VTEQ can't go back further than today on those sites so can't check previous examples