Raw exchange sale conditions: updating OHLC and mapping to dxFeed TimeAndSale.isValidTick flag  
        NYSE & NYSE MKT (CTS) NASDAQ (UTDF) OTCBB (TDDS)  
        Consolidated Participant     Consolidated Participant      
NYSE
CTS
NASDAQ
UTDF
OTCBB
TDDS
Sale Condition Open Last High / Low Open Last High / Low Volume isValidTick Open Last High / Low Open Last High / Low Volume isValidTick Last High / Low Volume isValidTick  
@ @ @ REGULAR TRADE (Indicates a trade with no
associated conditions)
4 Y Y 4 Y Y Y Y 4 Y Y 4 Y Y Y Y Y Y Y Y  
- A - ACQUISITION - - - - - - - - 4 Y Y 4 Y Y Y Y - - - - A transaction made on the Exchange as a result of an Exchange acquisition
- B - BUNCHED TRADE - - - - - - - - 4 Y Y N Y Y Y Y - - - - A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously or within the same 60-second period, with no individual trade exceeding 10,000 shares
C C C CASH TRADE (Same Day Clearing) N N N N N N Y N N N N N N N Y N N N Y N A transaction that calls for the delivery of securities and payment on the same day the trade took place
- D - DISTRIBUTION - - - - - - - - 4 Y Y 4 Y Y Y Y - - - - Sale of a large block of stock in such a manner that the price is not adversely affected.
E - - AUTOMATIC EXECUTION 4 Y Y 4 Y Y Y Y - - - - - - - - - - - - A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement.
- E - PLACEHOLDER FUTURE USE - - - - - - - - N N N N N N N Y - - - -  
F F - INTERMARKET SWEEP ORDER 4 Y Y 4 Y Y Y Y 4 Y Y 4 Y Y Y Y - - - - Intermarket sweep order means a limit order for an NMS stock that meets the following requirements: When routed to a trading center, the limit order is identified as an intermarket sweep order; Simultaneously with the routing of the limit order identified as an intermarket sweep order, one or more additional limit orders, as necessary, are routed to execute against the full displayed size of any protected bid, in the case of a limit order to sell, or the full displayed size of any protected offer, in the case of a limit order to buy, for the NMS stock with a price that is superior to the limit price of the limit order identified as an intermarket sweep order. These additional routed orders also must be marked as intermarket sweep orders.
- G - BUNCHED SOLD TRADE - - - - - - - - 4 1 Y 4 1 Y Y N - - - - A bunched trade that is reported late.
H H - PRICE VARIATION TRADE N N N N N N Y N N N N N N N Y N - - - - The Price Variation Trade sale condition code is used to denote a regular market session trade transaction that carries a price that is significantly away from the prevailing consolidated or primary market value at the time of the transaction
I I I ODD LOT TRADE N N N N N N Y N N N N N N N Y N N N Y N The CAP Election Trade highlights sales as a result of a sweep execution on
the NYSE, whereby CAP orders have been elected and executed outside the best price bid or offer and the orders appear as "repeat" trades at subsequent execution prices. This indicator provides additional information to market participants that an automatic sweep transaction has occurred with repeat trades as one continuous electronic transaction.
K K - RULE 127 (NYSE Only) or RULE 155 (NYSE MKT only) 4 Y Y 4 Y Y Y Y 4 Y Y 4 Y Y Y Y - - - - To qualify as a 155 print, a specialist arranges for the sale of the block at one clean-up price or at the different price limits on his book. If the block is sold at a clean-up price, the specialist should execute at the same price all the executable buy orders on his book. This Sale Condition is only applicable for AMEX trades.
L L - SOLD LAST (Late Reporting) 4 3 Y 4 Y Y Y N 4 5 Y 4 Y Y Y N - - - - Sold Last sale condition modifier is used when a trade prints in sequence but is reported late OR the trade is printed by Amex in conformance to the One or Two Point Rule. A Sold Last transaction should only impact the consolidated last sale price for an issue if the market center reporting the sold last transaction also reported the transaction setting the current last sale price.
M M - MARKET CENTER OFFICIAL CLOSE N N N N Y Y N N N N N N Y Y N N - - - - Indicates the Official closing value as determined by a Market Center. This transaction report will contain the market center generated closing price
N N N NEXT DAY TRADE (Next Day Clearing) N N N N N N Y N N N N N N N Y N N N Y N A transaction that calls for the delivery of securities between one and four days (to be agreed by both parties to the trade the number of days are not noted with the transaction) after the trade date.
O O - MARKET CENTER OPENING TRADE 4 1 Y Y 2 Y Y Y 4 Y Y Y Y Y Y Y - - - - The transaction or group of transactions reported as a result of a single-priced opening event by the Market Center
P P P PRIOR REFERENCE PRICE 4 2 Y 4 2 Y Y N 4 1 Y 4 1 Y Y N 4 Y Y N An executed trade that relates to an obligation to trade at an earlier point in the trading day or that refers to a prior referenced price. This may be the result of an order that was lost or misplaced or was not executed on a timely basis.
Q Q - MARKET CENTER OFFICIAL OPEN 4 N N Y N Y N N 4 N N Y N Y N N - - - - Indicates the Official opening value as determined by a Market Center. This transaction report will contain the market center generated opening priceDirect data recipients that maintain individual market center open values should use this value as the official market center opening value and populate data displays accordingly
R R R SELLER N N N N N N Y N N N N N N N Y N N N Y N A Sellers option transaction is a special transaction that gives the seller the right to deliver the stock at any time within a specific period, ranging from not less than four calendar days to not more than sixty calendar days.
- S   SPLIT TRADE - - - - - - - - 4 Y Y 4 Y Y Y Y - - - - An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it at whatever price is realized in another market to which the balance of the order is forwarded for execution.
T T T FORM T (EXTENDED HOURS TRADE) N N N N N N Y Y N N N N N N Y Y N N Y Y A trade executed before or after the regular US market hours. Please note that the Dot-T modifier should be appended to all transactions that occur during the pre- and post-market sessions. The volume of Form-T trades will be included in the calculation of consolidated and market center volume. The price information in Dot-T trades will not be used to update high, low and last sale data for individual securities or indices since they occur outside of normal trade reporting hours
U U U EXTENDED HOURS SOLD (Out of Sequence) N N N N N N Y N N N N N N N Y N N N Y N Trade reports used to identify extended trading hours trades that are reported more than 90 seconds after execution
V V X STOCK-OPTION TRADE 4 Y Y 4 Y Y Y Y 4 Y Y 4 Y Y Y Y Y Y Y Y The Stock-Option Trade sale condition code is used to identify cash equities transactions which are related to options transactions and therefore potentially subject to cancellation if market conditions of the options leg(s) prevent the execution of the stock-option order at the price agreed upon
B W W AVERAGE PRICE TRADE N N N N N N Y N N N N N N N Y N N N Y N A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day. Please note that the NASDAQ market center also uses this value to report stopped stock situations
X X   CROSS TRADE 4 Y Y 4 Y Y Y Y 4 Y Y 4 Y Y Y Y - - - - A Cross Trade a trade transaction resulting from a market center's crossing session
- Y - YELLOW FLAG REGULAR TRADE - - - - - - - - 4 Y Y 4 Y Y Y Y - - - - Market Centers will have the ability to identify regular trades being reported during specific events as out of the ordinary by appending a new sale condition code Yellow Flag (Y) on each transaction reported to the NASDAQ SIP. The new sale condition .Y will be eligible to update all market center and consolidated statistics.
Z Z Z SOLD (Out of Sequence) 4 2 Y 4 2 Y Y N 4 1 Y 4 1 Y Y N 4 Y Y N Sold Out of Sequence is used when a trade is printed (reported) out of sequence and at a time different from the actual transaction time.
- 1 S STOPPED STOCK (REGULAR TRADE) - - - - - - - - 4 Y Y 4 Y Y Y Y Y Y Y Y In accordance with Amex Rule 109, a stopped stock transaction may occur under several circumstances, including when an Amex Specialist executes market-at-the-close orders in a stock, where the Specialist is holding simultaneously both buy and sell market-at-the-close orders. The Specialist is required, under section (d) of the rule, to report the "pair off" transaction as "stopped stock. In addition a stopped stock transaction may occur when a Broker, trying to get a better price for the customers market order than the currently available price, asks the Specialist to "stop the stock". The Specialist guarantees the Broker the current "stopped" price but does not immediately execute the order. The order is used by the Specialist to improve the quote in order to obtain a better price. If the next trade is at the "stopped" price, the order is "elected" and executed by the Specialist at the stopped price rather than at an improved price. The execution at the stopped price is designated as "Stopped Stock".
- 2 - RESERVED (Ex "STOPPED STOCK -- SOLD LAST") - - - - - - - - 4 5 Y 4 Y Y Y Y - - - - In accordance with Amex Rule 109, a stopped stock transaction may occur under several circumstances, including when an Amex Specialist executes market-at-the-close orders in a stock, where the Specialist is holding simultaneously both buy and sell market-at-the-close orders. The Specialist is required, under section (d) of the rule, to report the "pair off" transaction as "stopped stock. In addition a stopped stock transaction may occur when a Broker, trying to get a better price for the customers market order than the currently available price, asks the Specialist to "stop the stock". The Specialist guarantees the Broker the current "stopped" price but does not immediately execute the order. The order is used by the Specialist to improve the quote in order to obtain a better price. If the next trade is at the "stopped" price, the order is "elected" and executed by the Specialist at the stopped price rather than at an improved price. The execution at the stopped price is designated as "Stopped Stock".
- 3 - RESERVED (Ex "STOPPED STOCK -- SOLD (OUT OF SEQUENCE)") - - - - - - - - 4 1 Y 4 1 Y Y Y - - - - In accordance with Amex Rule 109, a stopped stock transaction may occur under several circumstances, including when an Amex Specialist executes market-at-the-close orders in a stock, where the Specialist is holding simultaneously both buy and sell market-at-the-close orders. The Specialist is required, under section (d) of the rule, to report the "pair off" transaction as "stopped stock. In addition a stopped stock transaction may occur when a Broker, trying to get a better price for the customers market order than the currently available price, asks the Specialist to "stop the stock". The Specialist guarantees the Broker the current "stopped" price but does not immediately execute the order. The order is used by the Specialist to improve the quote in order to obtain a better price. If the next trade is at the "stopped" price, the order is "elected" and executed by the Specialist at the stopped price rather than at an improved price. The execution at the stopped price is designated as "Stopped Stock".
4 4 - DERIVATIVELY PRICED 4 2 Y 4 2 Y Y N 4 1 Y 4 1 Y Y N - - - - A transaction that constituted the trade-through was the execution of an order at a price that was not based, directly or indirectly, on the quoted price of the NMS stock at the time of execution and for which the material terms were not reasonably determinable at the time the commitment to execute the order was made.
5 5 - MARKET CENTER REOPENING TRADE 4 Y Y 4 Y Y Y Y 4 Y Y 4 Y Y Y Y - - - - The transaction or group of transactions reported as a result of a single-priced re-opening event by the Market Center.
6 6 - MARKET CENTER CLOSING TRADE 4 Y Y 4 Y Y Y Y 4 Y Y 4 Y Y Y Y - - - - The transaction or group of transactions reported as a result of a single-priced closing event by the Market Center.
7 7 - RESERVED N N N N N N N N N N N N N N N Y - - - -  
8 8 - RESERVED N N N N N N N N N N N N N N N Y - - - -  
9 9 - CORRECTED CONSOLIDATED CLOSE (PER LISTING MARKET) 5 Y Y N N N N N 5 Y Y N N N N N - - - - Allowed to be used only by the Listing Market and may be used to adjust the consolidated last sale price. The Corrected Consolidated Close is eligible to set the High, Low and Last for the consolidated statistics and will not update the participant records. Volume will always be reported as zero.
                                                 
    1 YES, if it is the only qualifying last; OR If it is that Participants first qualifying last; OTHERWISE NO                                  
    2 YES, if it is the only qualifying last; OTHERWISE NO                                          
    3 YES, if it is the only qualifying last; OR If it is from the same participant as the last; OR If it is from the PRIMARY MARKET for that Security; OTHERWISE NO                        
    4 YES, if it is the first qualifying or only qualifying trade of the day; OTHERWISE NO. (In instances of multiple Market Center Opening Trades, the latest trade takes precedence.)              
    5 UTDF subscribers should update consolidated last sale field if received prior to the End of Last Sale Eligibility Control Message (16:01:30). After End of Last Sale Eligibility Control Message is received the transaction would only update the market center-specific last sale value but not the consolidated last sale value. A Sold Last transaction should only impact the consolidated last sale price for an issue if the market center reporting the sold last transaction also reported the transaction setting the current last sale price.