What do the colors mean in the Level II/Depth data area? In the first two columns of the Level 2 data area, the eight colors are simply used to separate the data . (based on price) In the third - Time & Sales - column (ie. the very right hand side of this area), green, signifies
up red signifies
down and white signifies
no change.
The up and down arrows that appear in the Price columns of the Bid & Ask offer areas of our Level 2 data area are drawn based on the Bid/Ask delta value meaning that the specific Market Maker dropped or lowered their bid/ask value for that specific offer.
The "Exchange" identifier symbols are the Market Maker IDs for the various exchanges placing the bid & ask offers. Most can be clicked to view the details of the Market Maker.
What do the letters mean on the left hand side of the "Time & Sales" column? The "Time & Sales" column of the Quotemodule tool displays the "Trade Indicator" code on the left side of the column. A normal trade will have no Trade Indicators.
Here are the original code descriptions:
a = acquisition
b = bunched trade - average price
c = cash trade
d = distribution
e = automatic execution
f = intermarket sweep
g = bunched sold trade - opening/reopening trade detail
h = intraday trade detail
i = basket index on close transaction
j = rule 127 trade
k = rule 155 trade
l = sold last
n= next day
o = opened
p = prior reference price
r = seller
s = split trade
t = form t trade - pre/post market trade
u = extended hours trade - reported late or out of sequence
w = average price trade
y = yellow flagged regular trade
z = sold - out of sequence
