| Flag |
Value |
| A |
Added |
| R |
Removed |
| Y |
Added for EDGX Tape A / C, EDGA |
| B |
Added for EDGX Tape B |
| N |
Removed for EDGX Tape A / B / C, free for EDGA |
| Z |
Removed for EDGX & EDGA ($0.001 charged)
Routed to an IOI destination (Tape A / B / C, ROUZ
ExecBroker only) |
| Q |
Added (for some BATS executions) |
| C |
Conditionally added (for some BATS executions) |
| X |
Routed to External Venue (Tape A / B / C) |
| D |
Listed Route removing liquidity from NYSE DOT
(Tape A) |
| R |
Listed Route Rerouting via NYSE DOT (Tape A) |
| F |
Listed Route adding liquidity to NYSE DOT (Tape A) |
| E |
Internal Match (Tape A / B / C, Add and Remove
MMIDs are the same) |
| O |
Open Cross (billable) (Tape C) |
| M |
Open Cross (non-billable) |
| C |
Closing Cross (billable) |
| L |
Closing Cross (non-billable) |
| H |
Halt / IPO Cross (billable)
For EDGA, execution added liquidity from Hidden
order (Tape A / B / C) |
| K |
Halt / IPO Cross (non-billable) |
| I |
Route to ARCA, AMEX, or Regionals (Tape A / B),
removed for EDGX |
