If you look at Time and sales you will notice certain codes next to the trades. CODE 378 means a cancel trade. Here is a list for all that care: Code Description Code Description
ACQ acquisition LM lock market
APTR average price trade NAM news pending
AU auto NF no firm quote
AVGP Average trade price ND next day settlement
BKA basket ask OPND opened
BKB basket bid OQ opening quote
BKQ basket quote OSEQ out of sequence
Blank last sale R127 rule 127 trade
BSK basket R155 rule 155 trade
BSLD NASD bunched trades RCK threshold error
CANC cancel RE restricted
CASH cash sale RLST regional last sale only
CM cross market ROT rotate
CNCA cancel cash SELR seller
CNCL cancel last SLST sold last (reported out of sequence but is still the last trade)
CNCO cancel open SOLD sold (reported out of sequence for equities)
CNND cancel next day SOLD NASD sold bunched trades