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Thirsty Tiger

03/02/07 9:36 PM

#10316 RE: jcald #10315

Average trade price. Trades made throughout the day and then averaged. A ".W" trade modifier is appended to transaction reports if the MM fills the customer's order at a price that is the average of several different execution prices. These trades must be reported with the .W modifier, which informs market participants that the price is not based on current trading

Here are the codes for the other 50 or so possible transaction modifiers

https://us.etrade.com/e/t/estation/pophelp?id=1307014100