For a full list of types of trades, please refer to Guide to the Trading System (MIT201) and the Millennium Exchange and TradEcho Business Parameters. The current version of these documents are also available at the bottom of our Trading Services page.
London Stock Exchange publishes the following types of trades:
Types of Trades |
TrdSubType |
Description |
On Exchange / OTC /SI |
Venue ID (refer to Millennium Parameters document) |
MIT Order book / TRADEcho Manual |
Publishes |
AT |
Not off book |
Automatic Trade |
On Exchange |
See Sector Breakdown tab |
OB |
Immediate |
UT |
Not off book |
Uncrossing trade |
On Exchange |
See Sector Breakdown tab |
OB |
Immediate |
PT |
Not off book |
Closing Price Crossing Session Trade |
On Exchange |
See Sector Breakdown tab |
OB |
Immediate |
RF |
Not off book |
Request For Quote |
On Exchange |
See Sector Breakdown tab |
OB |
Immediate |
IX |
Not off book |
Internal Cross |
On Exchange |
See Sector Breakdown tab |
OB |
Immediate |
IB |
Not off book |
Internal Block Trade Facility |
On Exchange |
See Sector Breakdown tab |
OB |
Immediate |
CX |
Not off book |
Committed Cross |
On Exchange |
See Sector Breakdown tab |
OB |
Immediate |
CB |
Not off book |
Committed Block Trade Facility |
On Exchange |
See Sector Breakdown tab |
OB |
Immediate |
N/A |
N/A |
Off Book - On Exchange |
On Exchange |
See Sector Breakdown tab |
TRADEcho |
Immediate / Deferred / No Publication |
N/A |
N/A |
OTC Trade |
OTC |
XOFF |
TRADEcho |
Immediate / Deferred / No Publication |
N/A |
N/A |
SI Trade |
SI |
SINT |
TRADEcho |
Immediate / Deferred / No Publication |
Following the introduction of MiFID II, London Stock Exchange publishes the following flags for all on Exchange trades:
Field name |
Flag |
Comment |
Execution Venue |
MIC code corresponding to the relevant venue, for e.g. XLON, XLOM, AIMX |
Identification of the venue where the transaction was executed
|
Modification Indicator
|
Null = New trade, CANC, AMND |
New trade, cancelled or amended |
Negotiated Trade Waiver Condition |
N, PRIC, NLIQ, OILQ |
Negotiated trade types |
Pre-Trade Transparency Waiver (Non equities) |
SIZE ILQD |
Pre-trade transparency waivers related to non-equity instruments |
Benchmark/ Reference price |
BENC RFPT |
Benchmark or Reference Price Indicator |
Non Price Forming Trades |
NPFT TNCP |
Non Price Forming Transactions and Non Price Contribution to Discovery Indicators. |
Special Dividend |
SDIV |
Special Dividend Indicator |
Large in Scale Deferral |
LRGS |
Publication mode / post-trade deferral: reason. |
Transaction Category |
(Value meaning) RPRI TPAC XFPH Null |
Transaction type e.g. Price Improvement Package Trade Exchange for Physical Standard Trade |
Post trade type indicator |
(Value-Meaning) LMTF Limited Details FULF FFull Details DATF Daily Aggregated Transaction FULA DAFull Details VOLO Volume Omission FULV VOFull Details FWAF Four Weeks Aggregation FULJ FAFull Details IDAF Indefinite Aggregation VOLW Volume Omission COAF Consecutive Aggregation |
Post trade type indicator |
Algorithmic trade |
(Value-Meaning) ALGO Algorithmic Trade |
Transaction type: algorithmic indicator. |
Agency CrossTrade
|
(Value-Meaning) ACTX Agency Cross Trade null |
Agency CrossTrade Indicator |
.
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