Hi,

i am analyzing time and sales from the data feed from ActiveTick, the feed has different Trade conditions for all the trades, where can i find details about the trade conditions and what does it mean.

investic 

Hi, i am analyzing time and sales from the data feed from ActiveTick, the feed has different Trade conditions for all the trades, where can i find details about the trade conditions and what does it mean.

I use IQFeed. You can read about my solution here:

Big Mike's custom trading platform Hi guys, So I've written several posts about this all over the place but I keep getting questions and PM's so it makes more sense for this to have its own thread. First, I need to tell you that while I have no problem sharing a great deal, …

Anyway, they fully document everything. If ActiveTick does not, then look for a better partner. Below is a list of TradeConditions, which are present on every tick.

 

Code

MariaDB [ticks]> use meta; Database changed MariaDB [meta]> show tables; +---------------------------+ | Tables_in_meta | +---------------------------+ | Archive | | Dividends | | FormatCodes | | IncrementalVolume | | ListedMarkets | | Log | | MarketCenters | | NAICS | | SectorIndustryPerformance | | SecurityTypes | | Splits | | Supplemental | | TradeConditions | | meta | +---------------------------+ 14 rows in set (0.00 sec) MariaDB [meta]> select * from `TradeConditions`; +-----------------+-----------------+--------------------------------------------------------------------------------------------+ | TradeConditions | Name | Description | +-----------------+-----------------+--------------------------------------------------------------------------------------------+ | 1 | REGULAR | Normal Trade | | 10 | SOLDLAST | Sold Last (late reporting) | | 11 | NEXTDAYCLR | Next Day Clearing | | 12 | LATEREP | Opened Late Report of Opening Trade (in or out of sequence) | | 13 | PRP | Prior Reference Price | | 14 | SELLER | Seller | | 15 | SPLIT | Split Trade | | 16 | RSVD | (Reserved) | | 17 | FORMT | FormT Trade | | 18 | CSTMBSKTX | Custom Basket Cross | | 19 | SOLDOSEQ | Sold Out of Sequence | | 1a | CANC | Cancelled Previous Transaction | | 1b | CANCLAST | Cancelled Last Transaction | | 1c | CANCOPEN | Cancelled Open Transaction | | 1d | CANCONLY | Cancelled Only Transaction | | 1e | OPEN | Late Report of Opening Trade out of sequence | | 1f | OPNL | Late Report of Opening Trade in correct sequence | | 2 | ACQ | Acquisition | | 20 | AUTO | Transaction Executed Electronically | | 21 | HALT | Halt | | 22 | DELAYED | Delayed | | 23 | NONBOARDLOT | | | 24 | POSIT | | | 25 | REOP | Reopen After Halt | | 26 | AJST | Contract Adjustment for Stock Dividend Split etc. | | 27 | SPRD | Spread Trade in Two Options in the Same Class (a buy and a sell in the same class) | | 28 | STDL | Straddle Trade in Two Options in the Same Class (a buy and a sell in a put and a call) | | 29 | STPD | Follow a Nonstopped Trade | | 2a | CSTP | Cancel Stopped Transaction | | 2b | BWRT | Option Portion of a Buy/Write | | 2c | CMBO | Combo Trade in Two Options in the Same Options Class (a buy and a sell in the same class) | | 2d | UNSPEC | Unspecified | | 2e | MCOFCLCLOSE | Market Center Official Closing Price | | 2f | STPDREGULAR | Stopped Stock Regular Trade | | 3 | CASHM | Cash Only Market | | 30 | STPDSOLDLAST | Stopped Stock Sold Last | | 31 | STPDSOLDOSEQ | Stopped Stock Sold out of sequence | | 32 | BASIS | Basis | | 33 | VWAP | VolumeWeighted Average Price | | 34 | STS | Special Trading Session | | 35 | STT | Special Terms Trading | | 36 | CONTINGENT | Contingent Order | | 37 | INTERNALX | Internal Cross | | 38 | MOC | Market On Close Trade | | 39 | MCOFCLOPEN | Market Center Official Opening Price | | 3a | FORTMTSOLDOSEQ | FormT Sold Out of Sequence | | 3b | YELLOWFLAG | Yellow Flag | | 3c | AUTOEXEC | Auto Execution | | 3d | INTRMRKSWEEP | Intramaket Sweep | | 3e | DERIVPRI | Derivately Priced | | 3f | REOPNING | ReOpeing Prints | | 4 | BUNCHED | Bunched Trade | | 40 | CLSING | Closing Prints | | 41 | CAPELCTN | CAP (Conversion and Parity) election trade | | 42 | CROSSTRADE | Cross Trade | | 43 | PRICEVAR | Price Variation | | 44 | STKOPTTRADE | StockOption Trade | | 45 | SPIM | stopped at price that did not constitute a TradeThrough | | 46 | BNMT | Benchmark Trade | | 47 | TTEXEMPT | Transaction is Trade Through Exempt | | 48 | LATE | Late Market | | 49 | XCHGPHYSICAL | Exchange for Physical | | 4a | CABINET | Cabinet | | 4b | DIFFERENTIAL | Differential | | 4c | HIT | Hit | | 4d | IMPLIED | Implied | | 4e | LGORDER | Large Order | | 4f | SMORDER | Small Order | | 5 | AVGPRI | Average Price Trade | | 50 | MATCH | Match/Cross Trade | | 51 | NOMINAL | Nominal | | 52 | OPTIONEX | Option Exercise | | 53 | PERCENTAGE | Percentage | | 54 | AUTOQUOTE | Auto Quotes | | 55 | INDICATIVE | Indicative | | 56 | TAKE | Take | | 57 | NOMINALCABINET | Nominal Cabinet | | 58 | CHNGTRANSACTION | Changing Transaction | | 59 | CHNGTRANSCAB | Changing Transaction Cabinet | | 5a | FAST | Fast Market (ssfutures) | | 5b | NOMINALUPDATE | Nominal Update | | 5c | INACTIVE | Inactive Nominal No Trade | | 5d | DELTA | Last Trade with Delta Exchange | | 5e | ERRATIC | Erratic | | 5f | RISKFACTOR | Risk Factor | | 6 | CASH | Cash Trade (same day clearing) | | 60 | OPTADDON | Short Option AddOn | | 61 | VOLATILITY | Volatility Trade | | 62 | SPDRPT | Spread Reporting | | 63 | VOLADJ | Volume Adjustment | | 64 | BLANK | Blank out associated price | | 65 | SOLDLATE | Late report of transaction in correct sequence | | 66 | BLKT | Block Trade | | 67 | EXPH | Exchange Future for Physical | | 68 | SPECIALISTA | Ask from specialist Book | | 69 | SPECIALISTB | Bid from specialist Book | | 6a | SPECIALISTBA | Both Bid and Ask from Specialist Book | | 6b | ROTATION | Rotation | | 6c | HOLIDAY | Holiday | | 6d | PREOPENING | Pre Opening | | 6e | POSTFULL | Post Full | | 6f | POSTRESTRICTED | Post Restricted | | 7 | DIST | Distribution | | 70 | CLOSINGAUCTION | Closing Auction | | 71 | BATCH | Batch | | 72 | TRADING | Trading | | 73 | OFFICIAL | Official Bid/Ask price | | 74 | UNOFFICIAL | Unofficial Bid/Ask price | | 75 | MIDPRICE | Midprice last | | 76 | FLOOR | Floor B/A price | | 77 | CLOSE | Closing Price | | 78 | HIGH | End of Session High Price | | 79 | LOW | End of Session Low Price | | 7a | BACKWARDATION | Backwardation immediate delivery costing more than future delivery | | 7b | CONTANGO | Contango future delivery costing more than immediate delivery | | 7c | RFSETTLEMENT | Refined Fuel Spot Settlement | | 7d | RFRESERVED1 | Refined Fuel Spot Reserved 1 | | 7e | RFRESERVED2 | Refined Fuel Spot Reserved 2 | | 7f | RFRESERVED3 | Refined Fuel Spot Reserved 3 | | 8 | NEXTDAY | Next Day Market | | 80 | RFRESERVED4 | Refined Fuel Spot Reserved 4 | | 81 | YIELD | Yield Price | | 82 | BASISHIGH | Current Basis High Value | | 83 | BASISLOW | Current Bases Low Value | | 84 | UNCLEAR | bid or offer price is unclear | | 85 | OTC | Over the counter trade | | 86 | MS | Trade entered by Market Supervision | | 87 | ODDLOT | Odd lot trade | | 88 | CORRCSLDLAST | Corrected Consolidated last | | 9 | BURSTBSKT | Burst Basket Execution | | a | BUNCHEDSOLD | Bunched Sold Trade | | b | ORDETAIL | Opening/Reopening Trade Detail | | c | INTERDAY | Intraday Trade Detail | | d | BSKTONCLOSE | Basket Index on Close | | e | RULE127 | Rule 127 Trade NYSE | | f | RULE155 | Rule 155 Trade AMEX | +-----------------+-----------------+--------------------------------------------------------------------------------------------+ 136 rows in set (0.02 sec)

Mike