Value | Meaning |
Normal |
Regular quote; no special condition |
DepthAsk |
Depth on ask side |
DepthBid |
Depth on bid side |
SlowQuoteOnAskSide |
This indicates that a market participants Ask is in a slow
(CTA) mode. While in this mode, automated
execution is not eligible on the Ask side and can be
traded through pursuant to Regulation NMS requirements. |
SlowQuoteOnBidSide |
This indicates that a market participants Bid is in a slow
(CTA) mode. While in this mode, automated
execution is not eligible on the Bid side and can be
traded through pursuant to Regulation NMS
requirements. |
Fast |
Fast trading |
NonFirm |
Non-firm quote |
Rotation |
OPRA only. Quote relates to a trading rotation (Where a participant rotates through various clients that they are trading for) |
Auto |
Automatic trade |
Inactive |
|
SpecBid |
Specialist bid |
SpecAsk |
Specialist ask |
OneSided |
One sided. No orders, or only market orders, exist on one side
of the book. |
PassiveMarketMaker |
Market Maker is both underwriter and buyer of security. |
LockedMarket |
Locked market - Bid is equal to Ask for OTCBB issues
|
Crossed |
Crossed market - Bid is greater than Ask for OTCBB
|
Synd |
Syndicate bid |
PreSynd |
Pre-syndicate bid |
Penalty |
Penalty bid |
UnsolBid |
Unsolicited bid |
UnsolAsk |
Unsolicited ask |
UnsolQuote |
Unsolicited quote |
Empty |
Empty quote (no quote) |
XpressBid |
NYSE LiquidityQuote Xpress bid indicator |
XpressAsk |
NYSE LiquidityQuote Xpress ask indicator |
BestOrder |
|
WillSell |
|
WillBuy |
|
AnyOrder |
|
MktOnly |
Market orders only. |
ManualAsk |
This indicates that a market participants Ask is in a manual
(NASDAQ) mode. While in this mode, automated
execution is not eligible on the Ask side and can be traded through
pursuant to Regulation NMS requirements. |
ManualBid |
This indicates that a market participants Bid is in a manual
(NASDAQ) mode. While in this mode, automated
execution is not eligible on the Bid side and can be
traded through pursuant to Regulation NMS requirements. |
AutomaticAsk |
This indicates that the marlet participant's Ask is in
automatic mode - we generally send a combination of the last four
(e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
AutomaticBid |
This indicates that the marlet participant's Ask is in
automatic mode - we generally send a combination of the last four
(e.g. ManualAsk:AutomaticBid or ManualAsk;ManualBid) |
Closing |
Closing quote. |
Unknown |
Quote condition unknown. |