Time & Sales Price Size Exch Time t 0.0875 10000 OTO 16:01:24 t 0.0763 6355350 OTO 16:01:10 0.0875 5000 OTO 15:59:55 0.088 2725 OTO 15:59:48 0.088 1675 OTO 15:59:47 0.088 600 OTO 15:59:47 0.088 50000 OTO 15:59:40
What do the letters mean on the left hand side of the OTC "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 f = intermarket sweep 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