chore: import upstream snapshot with attribution
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wehub-resource-sync
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.ComponentModel;
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namespace QuantConnect.Data.Auxiliary
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{
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/// <summary>
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/// Flag system for trade conditions
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/// </summary>
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[Flags]
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public enum TradeConditionFlags: long
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{
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/// <summary>
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/// No Condition
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/// </summary>
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None = 0,
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/// <summary>
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/// A trade made without stated conditions is deemed regular way for settlement on the third business day following the transaction date.
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/// </summary>
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[Description("A trade made without stated conditions is deemed regular way for settlement on the third business day following the transaction date.")]
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Regular = 1L << 0,
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/// <summary>
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/// A transaction which requires delivery of securities and payment on the same day the trade takes place.
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/// </summary>
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[Description("A transaction which requires delivery of securities and payment on the same day the trade takes place.")]
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Cash = 1L << 1,
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/// <summary>
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/// A transaction that requires the delivery of securities on the first business day following the trade date.
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/// </summary>
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[Description("A transaction that requires the delivery of securities on the first business day following the trade date.")]
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NextDay = 1L << 2,
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/// <summary>
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/// A Seller’s Option transaction gives the seller the right to deliver the security at any time within a specific period,
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/// ranging from not less than two calendar days, to not more than sixty calendar days.
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/// </summary>
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[Description("A Seller’s Option transaction gives the seller the right to deliver the security at any time within a specific period, " +
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"ranging from not less than two calendar days, to not more than sixty calendar days.")]
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Seller = 1L << 3,
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/// <summary>
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/// Market Centers will have the ability to identify regular trades being reported during specific events as out of the ordinary
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/// by appending a new sale condition code Yellow Flag (Y) on each transaction reported to the UTP SIP.
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/// The new sale condition will be eligible to update all market center and consolidated statistics.
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/// </summary>
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[Description("Market Centers will have the ability to identify regular trades being reported during specific events as out of the ordinary " +
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"by appending a new sale condition code Yellow Flag (Y) on each transaction reported to the UTP SIP." +
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"The new sale condition will be eligible to update all market center and consolidated statistics.")]
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YellowFlag = 1L << 4,
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/// <summary>
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/// The transaction that constituted the trade-through was the execution of an order identified as an Intermarket Sweep Order.
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/// </summary>
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[Description("The transaction that constituted the trade-through was the execution of an order identified as an Intermarket Sweep Order.")]
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IntermarketSweep = 1L << 5,
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/// <summary>
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/// The trade that constituted the trade-through was a single priced opening transaction by the Market Center.
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/// </summary>
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[Description("The trade that constituted the trade-through was a single priced opening transaction by the Market Center.")]
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OpeningPrints = 1L << 6,
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/// <summary>
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/// The transaction that constituted the trade-through was a single priced closing transaction by the Market Center.
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/// </summary>
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[Description("The transaction that constituted the trade-through was a single priced closing transaction by the Market Center.")]
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ClosingPrints = 1L << 7,
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/// <summary>
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/// The trade that constituted the trade-through was a single priced reopening transaction by the Market Center.
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/// </summary>
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[Description("The trade that constituted the trade-through was a single priced reopening transaction by the Market Center.")]
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ReOpeningPrints = 1L << 8,
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/// <summary>
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/// The transaction that constituted the trade-through was the execution of an order at a price that was not based, directly or indirectly,
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/// on the quoted price of the security at the time of execution and for which the material terms were not reasonably determinable
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/// at the time the commitment to execute the order was made.
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/// </summary>
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[Description("The transaction that constituted the trade-through was the execution of an order at a price that was not based, directly or indirectly, " +
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"on the quoted price of the security at the time of execution and for which the material terms were not reasonably determinable " +
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"at the time the commitment to execute the order was made.")]
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DerivativelyPriced = 1L << 9,
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/// <summary>
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/// Trading in extended hours enables investors to react quickly to events that typically occur outside regular market hours, such as earnings reports.
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/// However, liquidity may be constrained during such Form T trading, resulting in wide bid-ask spreads.
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/// </summary>
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[Description("Trading in extended hours enables investors to react quickly to events that typically occur outside regular market hours, such as earnings reports." +
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"However, liquidity may be constrained during such Form T trading, resulting in wide bid-ask spreads.")]
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FormT = 1L << 10,
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/// <summary>
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/// Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule.
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/// </summary>
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[Description("Sold Last is used when a trade prints in sequence but is reported late or printed in conformance to the One or Two Point Rule.")]
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Sold = 1L << 11,
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/// <summary>
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/// The transaction that constituted the trade-through was the execution by a trading center of an order for which, at the time
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/// of receipt of the order, the execution at no worse than a specified price a 'stopped order'
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/// </summary>
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[Description("The transaction that constituted the trade-through was the execution by a trading center of an order for which, at the time" +
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"of receipt of the order, the execution at no worse than a specified price a 'stopped order'")]
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Stopped = 1L << 12,
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/// <summary>
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/// Identifies a trade that was executed outside of regular primary market hours and is reported as an extended hours trade.
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/// </summary>
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[Description("Identifies a trade that was executed outside of regular primary market hours and is reported as an extended hours trade.")]
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ExtendedHours = 1L << 13,
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/// <summary>
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/// Identifies a trade that takes place outside of regular market hours.
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/// </summary>
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[Description("Identifies a trade that takes place outside of regular market hours.")]
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OutOfSequence = 1L << 14,
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/// <summary>
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/// An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it
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/// at whatever price is realized in another market to which the balance of the order is forwarded for execution.
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/// </summary>
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[Description("An execution in two markets when the specialist or Market Maker in the market first receiving the order agrees to execute a portion of it " +
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"at whatever price is realized in another market to which the balance of the order is forwarded for execution.")]
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Split = 1L << 15,
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/// <summary>
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/// A transaction made on the Exchange as a result of an Exchange acquisition.
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/// </summary>
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[Description("A transaction made on the Exchange as a result of an Exchange acquisition.")]
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Acquisition = 1L << 16,
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/// <summary>
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/// A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously
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/// or within the same 60-second period, with no individual trade exceeding 10,000 shares.
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/// </summary>
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[Description("A trade representing an aggregate of two or more regular trades in a security occurring at the same price either simultaneously " +
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"or within the same 60-second period, with no individual trade exceeding 10,000 shares.")]
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Bunched = 1L << 17,
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/// <summary>
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/// Stock-Option Trade is used to identify cash equity transactions which are related to options transactions and therefore
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/// potentially subject to cancellation if market conditions of the options leg(s) prevent the execution of the stock-option
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/// order at the price agreed upon.
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/// </summary>
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[Description("Stock-Option Trade is used to identify cash equity transactions which are related to options transactions and therefore" +
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"potentially subject to cancellation if market conditions of the options leg(s) prevent the execution of the stock-option" +
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"order at the price agreed upon.")]
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StockOption = 1L << 18,
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/// <summary>
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/// Sale of a large block of stock in such a manner that the price is not adversely affected.
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/// </summary>
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[Description("Sale of a large block of stock in such a manner that the price is not adversely affected.")]
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Distribution = 1L << 19,
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/// <summary>
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/// A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day.
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/// </summary>
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[Description("A trade where the price reported is based upon an average of the prices for transactions in a security during all or any portion of the trading day.")]
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AveragePrice = 1L << 20,
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/// <summary>
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/// Indicates that the trade resulted from a Market Center’s crossing session.
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/// </summary>
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[Description("Indicates that the trade resulted from a Market Center’s crossing session.")]
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Cross = 1L << 21,
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/// <summary>
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/// Indicates a regular market session trade transaction that carries a price that is significantly away from the prevailing consolidated or primary market value at the time of the transaction.
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/// </summary>
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[Description("Indicates a regular market session trade transaction that carries a price that is significantly away from the prevailing consolidated or primary market value at the time of the transaction.")]
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PriceVariation = 1L << 22,
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/// <summary>
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/// To qualify as a NYSE AMEX Rule 155
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/// </summary>
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[Description("To qualify as a NYSE AMEX Rule 155")]
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Rule155 = 1L << 23,
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/// <summary>
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/// Indicates the ‘Official’ closing value as determined by a Market Center. This transaction report will contain the market center generated closing price.
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/// </summary>
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[Description("Indicates the ‘Official’ closing value as determined by a Market Center. This transaction report will contain the market center generated closing price.")]
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OfficialClose = 1L << 24,
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/// <summary>
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/// A sale condition that identifies a trade based on a price at a prior point in time i.e. more than 90 seconds prior to the time of the trade report.
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/// The execution time of the trade will be the time of the prior reference price.
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/// </summary>
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[Description("A sale condition that identifies a trade based on a price at a prior point in time i.e. more than 90 seconds prior to the time of the trade report. " +
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"The execution time of the trade will be the time of the prior reference price.")]
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PriorReferencePrice = 1L << 25,
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/// <summary>
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/// Indicates the ‘Official’ open value as determined by a Market Center. This transaction report will contain the market
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/// </summary>
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[Description("Indicates the ‘Official’ open value as determined by a Market Center. This transaction report will contain the market")]
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OfficialOpen = 1L << 26,
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/// <summary>
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/// The CAP Election Trade highlights sales as a result of a sweep execution on the NYSE, whereby CAP orders have been elected and executed
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/// outside the best price bid or offer and the orders appear as repeat trades at subsequent execution prices.
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/// This indicator provides additional information to market participants that an automatic sweep transaction has occurred with repeat
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/// trades as one continuous electronic transaction.
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/// </summary>
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[Description("The CAP Election Trade highlights sales as a result of a sweep execution on the NYSE, whereby CAP orders have been elected and executed " +
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"outside the best price bid or offer and the orders appear as repeat trades at subsequent execution prices. " +
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"This indicator provides additional information to market participants that an automatic sweep transaction has occurred with repeat " +
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"trades as one continuous electronic transaction.")]
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CapElection = 1L << 27,
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/// <summary>
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/// A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement.
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/// </summary>
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[Description("A sale condition code that identifies a NYSE trade that has been automatically executed without the potential benefit of price improvement.")]
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AutoExecution = 1L << 28,
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/// <summary>
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/// Denotes whether or not a trade is exempt (Rule 611) and when used jointly with certain Sale Conditions,
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/// will more fully describe the characteristics of a particular trade.
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/// </summary>
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[Description("Denotes whether or not a trade is exempt (Rule 611) and when used jointly with certain Sale Conditions, " +
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"will more fully describe the characteristics of a particular trade.")]
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TradeThroughExempt = 1L << 29,
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/// <summary>
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/// This flag is present in raw data, but AlgoSeek document does not describe it.
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/// </summary>
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[Description("This flag is present in raw data, but AlgoSeek document does not describe it.")]
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UndocumentedFlag = 1L << 30,
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/// <summary>
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/// Denotes the trade is an odd lot less than a 100 shares.
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/// </summary>
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[Description("Denotes the trade is an odd lot less than a 100 shares.")]
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OddLot = 1L << 31,
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}
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}
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