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Update readme with new trade qualifier mappings from upstream (#24)
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* New trade qualifier value mappings from upstream

* version bump
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@ssnyder-intrinio
ssnyder-intrinio authored Sep 24, 2024
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79 changes: 37 additions & 42 deletions README.md
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Expand Up @@ -137,48 +137,43 @@ public record Trade(String contract, double price, long size, double timestamp,

### Options Trade Qualifiers

The trade qualifiers field is represented by a tuple containing 4 integers. Each integer can take one of the following values:
* **`0`** - Regular transaction
* **`2`** - Cancel
* **`3`** - This is the last price and it's cancelled
* **`4`** - Late but in sequence / sold last late
* **`5`** - This was the open price and it's cancelled
* **`6`** - Late report of opening trade and is out of sequence: or set the open
* **`7`** - Cancel only trade reported
* **`8`** - Transaction was executed electronically
* **`9`** - Reopen of a previously halted contract
* **`11`** - Spread
* **`23`** - Intermarket Sweep
* **`30`** - Extended hours
* **`33`** - Crossed trade including Request For Cross RFC
* **`87`** - Complex trade with equity leg
* **`107`** - Auction
* **`123`** - Stock option trade
* **`136`** - Ex-Pit trade
* **`192`** - Message received locally out-of-sequence
* **`222`** - Combo trade
* **`0`** - Blank

Each trade can be qualified by a maximum of 4(four) values. The combination of these values can have special values. These special values are:

* **`107, 23`** - Single leg auction ISO
* **`23, 33`** - Single leg cross ISO
* **`8, 11`** - Multi leg auto-electronic trade
* **`107, 11`** - Multi leg auction
* **`11, 33`** - Multi leg cross
* **`136, 11`** - Multi leg floor trade
* **`8, 11, 87`** - Multi leg auto-electronic trade against single leg(s)
* **`107, 123`** - Stock options auction
* **`107, 11, 87`** - Multi leg auction against single leg(s)
* **`136, 11, 87`** - Multi leg floor trade against single leg(s)
* **`8, 123`** - Stock options auto-electronic trade
* **`123, 33`** - Stock options cross
* **`136, 123`** - Stock options floor trade
* **`8, 87, 123`** - Stock options auto-electronic trade against single leg(s)
* **`107, 87, 123`** - Stock options auction against single leg(s)
* **`136, 87, 123`** - Stock options floor trade against single leg(s)
* **`136, 11, 222`** - Multi leg floor trade of proprietary products
* **`222, 30`** - Multilateral Compression Trade of Proprietary Data Products

| Value | Description | Updates Last Trade Price | Updates Last trade Price in Regional and Composite Exchs | Updates Volume | Updates Open price | Updates High/Low |
|-------|-------------------------------------------| ------------------------ | -------------------------------------------------------- | -------------- |--------------------| ---------------- |
| 0 | Regular sale | Yes | Yes | Yes | (4) | Yes |
| 2 | Averagepricetrade | No | No | Yes | No | No |
| 3 | Cash Trade (Same Day Clearing) | No | No | Yes | No | No |
| 5 | AutomaticExecution | Yes | Yes | Yes | (4) | Yes |
| 6 | Intermarket Sweep Order | Yes | Yes | Yes | (4) | Yes |
| 8 | Price Variation Trade | No | No | Yes | No | No|
| 9 | OddLotTrade | No | No | Yes | No | No|
| 10 | Rule 127 Trade (NYSE) | Yes | Yes | Yes | (4) | Yes |
| 11 | Rule 155 Trade (NYSE MKT) | Yes | Yes | Yes | Yes | Yes|
| 12 | Sold Last (Late Reporting) | (3) | Yes | Yes | (4) | Yes|
| 13 | Market Center Official Close | No | Yes* | No | No | Yes*|
| 14 | Next Day Trade (Next Day Clearing) | No | No | Yes | No | No|
| 15 | Market center opening trade | (1) | (2) | Yes | Yes | Yes|
| 16 | Prior reference price | (2) | (2) | Yes | (4) | Yes|
| 17 | Market Center Official Open | No | No | No | Yes | Yes|
| 18 | Seller | No | No | Yes | No | No|
| 20 | Extended Hours Trade (Form T) | No | No | Yes | No | No|
| 21 | Pre and Post market: sold out of sequence | No | No | Yes | No | No|
| 22 | Contingent trade | No | No | Yes | No | No|
| 24 | Cross Trade | Yes | Yes | Yes | (4) | Yes|
| 26 | Sold (out of sequence) | (2) | (2) | Yes | (4) | Yes|
| 52 | Derivatively priced | (2) | (2) | Yes | (4) | Yes|
| 53 | Market center re-opening trade | Yes | Yes | Yes | (4) | Yes|
| 54 | Market center closing trade | Yes | Yes | Yes | (4) | Yes|
| 55 | Qualified contingent trade | No | No | Yes | No | No|
| 56 | Reserved | No | No | Yes | No | No|
| 57 | Consolidated last price per | Yes | Yes*** | No | Yes*** | Yes***|

* (1)=YES, if it is the only qualifying last, or if it is that participant’s 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 it is from the same participant as the last OR it is from the PRIMARY MARKET for the security; otherwise NO.
* (4)=YES, if it is the first or only qualifying trade of the day, otherwise NO.
* `*` Updates high/low/last in regional exchanges only.
* `**` Updates high/low/last in composite only.
* `***` Updated high/low/last in composite only, last updates CURRENT.PRICE only as this is not a trade.

### Options Quote Message

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2 changes: 1 addition & 1 deletion pom.xml
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Expand Up @@ -2,7 +2,7 @@
<modelVersion>4.0.0</modelVersion>
<groupId>com.intrinio</groupId>
<artifactId>IntrinioRealtimeJavaSDK</artifactId>
<version>7.1.0</version>
<version>7.1.1</version>
<packaging>jar</packaging>
<name>IntrinioRealtimeJavaSDK</name>
<build>
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