Trade & Quote Conditions

Trade rows carry a condition code (plus ext_condition1–4); quote rows carry bid_condition / ask_condition. The codes are published by ThetaData and listed below.

Trade conditions

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Whether a given condition updates volume, high, low, or last varies per code; the authoritative per-code flags live in ThetaData's Trade Conditions article.

Code	Name	Code	Name	Code	Name
0	REGULAR	50	NOT_SPECIFIED	100	SPOT_SETTLEMENT
1	FORM_T	51	MC_OFFICIAL_CLOSE	101	BASIS_HIGH
2	OUT_OF_SEQ	52	SPECIAL_TERMS	102	BASIS_LOW
3	AVG_PRC	53	CONTINGENT_ORDER	103	YIELD
4	AVG_PRC_NASDAQ	54	INTERNAL_CROSS	104	PRICE_VARIATION
5	OPEN_REPORT_LATE	55	STOPPED_REGULAR	105	CONTINGENT_TRADE
6	OPEN_REPORT_OUT_OF_SEQ	56	STOPPED_SOLD_LAST	106	STOPPED_IM
7	OPEN_REPORT_IN_SEQ	57	STOPPED_OUT_OF_SEQ	107	BENCHMARK
8	PRIOR_REFERENCE_PRICE	58	BASIS	108	TRADE_THRU_EXEMPT
9	NEXT_DAY_SALE	59	VWAP	109	IMPLIED
10	BUNCHED	60	SPECIAL_SESSION	110	OTC
11	CASH_SALE	61	NANEX_ADMIN	111	MKT_SUPERVISION
12	SELLER	62	OPEN_REPORT	112	RESERVED_77
13	SOLD_LAST	63	MARKET_ON_CLOSE	113	RESERVED_91
14	RULE_127	64	SETTLE_PRICE	114	CONTINGENT_UTP
15	BUNCHED_SOLD	65	OUT_OF_SEQ_PRE_MKT	115	ODD_LOT
16	NON_BOARD_LOT	66	MC_OFFICIAL_OPEN	116	RESERVED_89
17	POSIT	67	FUTURES_SPREAD	117	CORRECTED_CS_LAST
18	AUTO_EXECUTION	68	OPEN_RANGE	118	OPRA_EXT_HOURS
19	HALT	69	CLOSE_RANGE	119	RESERVED_78
20	DELAYED	70	NOMINAL_CABINET	120	RESERVED_81
21	REOPEN	71	CHANGING_TRANS	121	RESERVED_84
22	ACQUISITION	72	CHANGING_TRANS_CAB	122	RESERVED_878
23	CASH_MARKET	73	NOMINAL_UPDATE	123	RESERVED_90
24	NEXT_DAY_MARKET	74	PIT_SETTLEMENT	124	QUALIFIED_CONTINGENT_TRADE
25	BURST_BASKET	75	BLOCK_TRADE	125	SINGLE_LEG_AUCTION_NON_ISO
26	OPEN_DETAIL	76	EXG_FOR_PHYSICAL	126	SINGLE_LEG_AUCTION_ISO
27	INTRA_DETAIL	77	VOLUME_ADJUSTMENT	127	SINGLE_LEG_CROSS_NON_ISO
28	BASKET_ON_CLOSE	78	VOLATILITY_TRADE	128	SINGLE_LEG_CROSS_ISO
29	RULE_155	79	YELLOW_FLAG	129	SINGLE_LEG_FLOOR_TRADE
30	DISTRIBUTION	80	FLOOR_PRICE	130	MULTI_LEG_AUTOELEC_TRADE
31	SPLIT	81	OFFICIAL_PRICE	131	MULTI_LEG_AUCTION
32	REGULAR_SETTLE	82	UNOFFICIAL_PRICE	132	MULTI_LEG_CROSS
33	CUSTOM_BASKET_CROSS	83	MID_BID_ASK_PRICE	133	MULTI_LEG_FLOOR_TRADE
34	ADJ_TERMS	84	END_SESSION_HIGH	134	ML_AUTO_ELEC_TRADE_AGSL
35	SPREAD	85	END_SESSION_LOW	135	STOCK_OPTIONS_AUCTION
36	STRADDLE	86	BACKWARDATION	136	ML_AUCTION_AGSL
37	BUY_WRITE	87	CONTANGO	137	ML_FLOOR_TRADE_AGSL
38	COMBO	88	HOLIDAY	138	STK_OPT_AUTO_ELEC_TRADE
39	STPD	89	PRE_OPENING	139	STOCK_OPTIONS_CROSS
40	CANC	90	POST_FULL	140	STOCK_OPTIONS_FLOOR_TRADE
41	CANC_LAST	91	POST_RESTRICTED	141	STK_OPT_AE_TRD_AGSL
42	CANC_OPEN	92	CLOSING_AUCTION	142	STK_OPT_AUCTION_AGSL
43	CANC_ONLY	93	BATCH	143	STK_OPT_FLOOR_TRADE_AGSL
44	CANC_STPD	94	TRADING	144	ML_FLOOR_TRADE_OF_PP
45	MATCH_CROSS	95	INTERMARKET_SWEEP	145	BID_AGGRESSOR
46	FAST_MARKET	96	DERIVATIVE	146	ASK_AGGRESSOR
47	NOMINAL	97	REOPENING	147	MULTILAT_COMP_TR_PDP
48	CABINET	98	CLOSING	148	EXTENDED_HOURS_TRADE
49	BLANK_PRICE	99	CAPELECTION

Quote conditions

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Code	Name	Code	Name	Code	Name
0	REGULAR	27	INDICATED	54	BLANK_PRICE
1	BID_ASK_AUTO_EXEC	28	PRE_OPEN	55	SLOW_BID_ASK
2	ROTATION	29	IN_VIEW_OF_COMMON	56	SLOW_LIST
3	SPECIALIST_ASK	30	RELATED_NEWS_OUT	57	SLOW_BID
4	SPECIALIST_BID	32	ADDITIONAL_INFO	58	SLOW_ASK
5	LOCKED	33	RELATED_ADD_INFO	59	BID_OFFER_WANTED
6	FAST_MARKET	34	NO_OPEN_RESUME	60	SUBPENNY
7	SPECIALIST_BID_ASK	35	DELETED	61	NON_BBO
8	ONE_SIDE	36	REGULATORY_HALT	62	SPECIAL_OPEN
9	OPENING_QUOTE	37	SEC_SUSPENSION	63	BENCHMARK
10	CLOSING_QUOTE	38	NON_COMLIANCE	64	IMPLIED
11	MARKET_MAKER_CLOSED	39	FILINGS_NOT_CURRENT	65	EXCHANGE_BEST
12	DEPTH_ON_ASK	40	CATS_HALTED	66	MKT_WIDE_HALT_1
13	DEPTH_ON_BID	41	CATS	67	MKT_WIDE_HALT_2
14	DEPTH_ON_BID_ASK	42	EX_DIV_OR_SPLIT	68	MKT_WIDE_HALT_3
15	TIER_3	43	UNASSIGNED	69	ON_DEMAND_AUCTION
16	CROSSED	44	INSIDE_OPEN	70	NON_FIRM_BID
17	HALTED	45	INSIDE_CLOSED	71	NON_FIRM_ASK
18	OPERATIONAL_HALT	46	OFFER_WANTED	72	RETAIL_BID
19	NEWS_OUT	47	BID_WANTED	73	RETAIL_ASK
20	NEWS_PENDING	48	CASH	74	RETAIL_QTE
21	NON_FIRM	49	INACTIVE
22	DUE_TO_RELATED	50	NATIONAL_BBO
23	RESUME	51	NOMINAL
24	NO_MARKET_MAKERS	52	CABINET
25	ORDER_IMBALANCE	53	NOMINAL_CABINET
26	ORDER_INFLUX

Code 31 is unassigned. Per-code descriptions and halt/firm flags: ThetaData's Quote Conditions article.