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David (guest)
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| 01/16/2008 11:09 AM |
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Anyone knows how to identify open and close auctions by condition code in TAQ trades file?
Thanks |
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Shane
Posts:6
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| 03/11/2008 12:49 PM |
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A sale condition X (cross trade) was added last July. You should check out the CTS and UTDF specs which are updated more often than the TAQ documentation.
http://www.nyxdata.com/nysedata/VendorServices/Documentation/Technical/tabid/247/Default.aspx
http://www.nasdaqtrader.com/content/technicalsupport/specifications/utp/utdfspecification.pdf |
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sandeep (guest)
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| 06/25/2008 6:31 PM |
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Hi,
What are the sale condition codes for CTS?
This is what I have from the spec.. seems incomplete.
@ - Regular Sale
A – Cash
N – Next Day Trade
R – Seller
UTDF spec covers the condition codes well.
Could someone please advise on this?
-Sandeep |
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