diff --git a/README.md b/README.md index a51ee6c..dd2fb10 100644 --- a/README.md +++ b/README.md @@ -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 diff --git a/pom.xml b/pom.xml index a4fe4c7..65d4e49 100644 --- a/pom.xml +++ b/pom.xml @@ -2,7 +2,7 @@ 4.0.0 com.intrinio IntrinioRealtimeJavaSDK - 7.1.0 + 7.1.1 jar IntrinioRealtimeJavaSDK