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