Post trade equity codes

Flag for transactions executed as a result of an investment firm engaging in algorithmic trading

Flag when a previously published transaction is amended.

Flag for transactions executed in reference to a price that is calculated over multiple time instances according to a given benchmark.

Flag when a previously published transaction is cancelled.

Flag for transactions that are contingent on the purchase, sale, creation or redemption of a derivative contract or other financial instrument where all the components of the trade are meant to be executed as a single lot.

Flag for transactions large in scale relative to normal market size, executed under a permitted post-trade deferral.

Flag for transactions made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system.

Flag for non-price forming transactions

Flag for transactions in an illiquid instrument traded at a system-set percentage of a reference price.

Flag for transactions in five or more different financial instruments where those transactions are traded at the same time by the same client. It is used as a single lot price and that is not a ‘package transaction'.

Flag for transactions executed subject to conditions other than the current market price of that financial instrument.

Flag for transactions which are executed under systems.

Flag for transactions where dividends accrue to the non-entitled party due to ex- or cum-dividend timing.