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jagram

09/05/07 4:47 PM

#944 RE: lukec511 #943

After hours trades.
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The Rainmaker

09/05/07 5:05 PM

#945 RE: lukec511 #943

Here you a table that explains all the symbols used with time/sales data.
What do the letters mean on the left hand side of the "Time & Sales" column? 

The "Time & Sales" column of the Quotemodule tool displays the "Trade Indicator" code on the left side of the column. A normal trade will have no Trade Indicators.

Here are the original code descriptions:

a = acquisition
b = bunched trade - average price
c = cash trade
d = distribution
e = automatic execution
g = bunched sold trade - opening/reopening trade detail
h = intraday trade detail
i = basket index on close transaction
j = rule 127 trade
k = rule 155 trade
l = sold last
n= next day
o = opened
p = prior reference price
r = seller
s = split trade
t = form t trade - pre/post market trade
u = extended hours trade - reported late or out of sequence
w = average price trade
y = yellow flagged regular trade
z = sold - out of sequence

Todays ADBN time/sales
Time & Sales
Price Size Exch Time
t 0.0002 1000000 OBB 16:03:31
t 0.0002 10000 OBB 16:01:37
t 0.0002 10000 OBB 16:00:20
0.0002 1000000 OBB 15:59:22
0.0002 1000000 OBB 12:52:03
0.0001 250000 OBB 11:19:03