Full Option Flow Analysis
2: Option trade condition codes:
Regular: Transaction was a regular sale without stated conditions
AutoExecution: Transaction was executed electronically; Processed like a regular trade
IntermarketSweep: Transaction was the execution of an order identified as an Intermarket Sweep Order
StockContingent: Transaction represents multi-leg option/stock trade
MultiLeg: Transaction represents a leg of a multi-leg option trade
MultiLegProprietaryProduct: Transaction represents execution of a proprietary product such as index options non-electronic. The trade price may be outside the current NBBO.
3: Option trade descriptions:
Single Leg Auction Non ISO: Transaction was the execution of an electronic order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
Single Leg Auction ISO: Transaction was the execution of an Intermarket Sweep electronic order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism marked as ISO
Single Leg Cross Non ISO: Transaction was the execution of an electronic order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with a single option leg
Single Leg Cross ISO: Transaction was the execution of an Intermarket Sweep electronic order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross
Single Leg Floor Trade: Transaction represents a non-electronic trade executed on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category
Multi Leg autoelectronic trade: Transaction represents an electronic execution of a multi leg order traded in a complex order book
Multi Leg Auction: Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
Multi Leg Cross: Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with two or more options legs
Multi Leg floor trade: Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category
Multi Leg autoelectronic trade against single leg(s): Transaction represents an electronic execution of a multi Leg order traded against single leg orders/ quotes
Stock Options Auction: Transaction was the execution of an electronic multi leg stock/options order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
Multi Leg Auction against single leg(s): Transaction was the execution of an electronic multi leg order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
Multi Leg floor trade against single leg(s): Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non - Paired Auctions on an exchange floor are also included in this category
Stock Options autoelectronic trade: Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book
Stock Options Cross: Transaction was the execution of an electronic multi leg stock/options order which was "stopped" at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross
Stock Options floor trade: Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category
Stock Options autoelectronic trade against single leg(s): Transaction represents an electronic execution of a multi Leg stock/options order traded against single leg orders/ quotes
Stock Options Auction against single leg(s): Transaction was the execution of an electronic multi leg stock/options order which was "stopped" at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
Stock Options floor trade against single leg(s): Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this categor
Multi Leg Floor Trade of Proprietary Products: Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO
Multilateral Compression Trade of Proprietary Products: Transaction represents an execution in a proprietary product done as part of a multilateral compression. Trades are executed outside of regular trading hours at prices derived from end of day markets. Trades do not update Open, High, Low, and Closing Prices
Extended Hours Trade: Transaction represents a trade that was executed outside of regular market hours. Trades do not update Open, High, Low, and Closing Prices
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