New York Stock Exchange NYSE 2023-01-30

CONSOLIDATED FEED - WIRE PROTOCOL
NEW YORK STOCK EXCHANGE

30 January 2023
Revision History
Effective Date
Amendment Date (Immediate unless Author Descriptions
specified)
Amended reset time for source 328-NYSE : OpenBook Level 2
2023-01-30 JS
(real-time service) to 23:00 (Ref:RTS 52997).
2023-01-04 SB Added value 43 for token 1012 as per RTS-52506
2022-12-02 SB Updated description for token 47- MKT.COND as per RTS-51884
Removed token 1709-MARKET.PHASE as ref: DN 2821
2022-11-24 SB
Removed source ID 13 (ref: RTS-51806)
2022-11-10 AL Added Source IDs 13 & 1550 for Tokens 1708 & 1709 re: DN 2821
Updated as per RTS-49103
2022-09-30 SB
Removed market center code “i” as per RTS-50035
Updated description change for trade condition X - Cross Trade.
2022-03-30 SB
(ref: RTS-46563)
2022-12-22 SB Added token 1708, 1709 and values. (ref: DN 2821)
2021-12-10 SB Updated description for token 250 and 252. (ref: RTS-42835)
Removed value 3 and 4 from token 705 - INSTR.STATUS as per
2021-08-30 SB RTS-41384.
Added token 3000-30DAY.MEAN.VOL as per RTS-41391.
Updated Participant Code table.
2021-04-07 SB
Added Token 822 and 823 as per RTS-37890.
2021-02-25 SB Added Token 3218 for source ID 558 as per RTS-37094.
2021-02-24 SB Updated values for token 294 and 1012 as per DN 3758.
2021-02-15 SB Updated comment for Token 474-VWAP as per RTS-37084
2021-02-04 SB Added Token 76-TRADE.COND.DATETIME as per DN 3852.
Added New Source ID 1868 (NYSE MIAX Pearl Regional) and
2020-09-10 2020-09-25 SB
Participant ID code of "h" as per DN 3642
Added New Source ID 1865 (NYSE Members Exchange Regional)
2020-09-09 SB and Participant ID code of "u" as per DN 3654
Added Participant ID code of "s" as per DN 3684
2020-05-11 SB Added CTF Token TRADE.OFFICIAL.VOL as per RTS-30599
Revised values for CTF token 1012 as per RTS-28113
2020-01-30 SB
Added Src Id 378
2020-01-14 SB Added CTF Token 460 to src Id 558 as per DN 3490
2020-01-10 JW Long Term Exchange information added.
2019-11-27 SB Added CTF Tokens 207, 218 and 1712 as per DN 3424
Added a note for CTF 2500 enumerated value 57 on page 39, as
2019-11-14 JS per RTS-26362. “*** Updated high/low/last in composite only,
last updates CURRENT.PRICE only as this is not a trade”.
2019-10-31 SB Removed CTF Token 385 from src Id 558 as per RTS-26234
2019-10-22 SB Added CTF Token 111, 112, 113 and values as per DN 3359
NYSE Alerts references removed per note on RTS-24576
2019-08-21 JW
Added CTF tokens 822 and 823. Reference RTS-24576.
2019-08-16 SB Added note for CTF Token 407 for src ID 558 as per DN 3233
2019-07-18 SB Added CTF Token to src id 1334 as per DN 3222
2019-07-05 SB Added Values for CTF Token 1498 as per RTS-23160
2019-06-13 SB Added Source ID 1550 as per RTS-22827
Page 2 of 54
Contents
1. Overview .................................................................................................................................................... 6
1.1. NYSE Data Source..................................................................................................................................... 6
1.2. Trading Hours........................................................................................................................................... 6
2. Data Specifications ..................................................................................................................................... 7
2.1. Related Documentation ........................................................................................................................... 7
2.2. Source IDs ................................................................................................................................................ 7
2.3. Symbology................................................................................................................................................ 8
2.4. CTS vs. ICE Data Services Suffixes ............................................................................................................ 8
2.5. Symbology for NYSE Market Indicators Calculated by ICE Data Services .............................................. 10
2.6. Symbology for NYSE: ARCA Bonds (Corporate Bonds Service) .............................................................. 10
2.7. Regional Market Data ............................................................................................................................ 11
2.8. Regional Data on the Composite source ID Data Feed .......................................................................... 11
2.9. Regional Source IDs................................................................................................................................ 12
2.10. CTF Tokens ............................................................................................................................................. 13
Token Descriptions................................................................................................................................. 13
CTF Tokens by Source ID ........................................................................................................................ 21
Reference Data Tokens .......................................................................................................................... 25
2.11. Enumerated Values ................................................................................................................................ 25
Participant Code...................................................................................................................................................... 25
24 - REFRESH .......................................................................................................................................... 26
47 - MKT.COND ...................................................................................................................................... 26
111 - TRADE.CONDITION,....................................................................................................................... 26
112 - HISTORICAL.TRADE.CONDITION.................................................................................................... 26
113 - CANCEL.TRADE.CONDITION .......................................................................................................... 26
255 - REPORTING.MARKET.ID ................................................................................................................ 27
294 - INSTR.STATUS_2............................................................................................................................ 28
478 - BID.PART.CODE ............................................................................................................................. 29
479 - ASK.PART.CODE............................................................................................................................. 29
646 - SETTLE.IND .................................................................................................................................... 29
648 - TRANSACTION.PRICE_IND............................................................................................................. 29
704 - QUOTE.IND.................................................................................................................................... 29
705 - INSTR.STATUS (For src.id 558, 562, 198, 225-231, 233, 517-519, 563, 791) ................................ 29
854 - TRADE.PART.CODE ........................................................................................................................ 30
856 - CONTROL.MSG.TYPE ..................................................................................................................... 30
882 - SELLER.ID.STRING and 883 - BUYER.ID.STRING............................................................................. 30
942 - AUCTION.STATUS.INDICATOR....................................................................................................... 30
1012 - REASON.CODE............................................................................................................................. 30
1017- HELD.TRADE.INDICATOR.............................................................................................................. 31
1021 - EXTENDED.TRADE.COND............................................................................................................. 31
1040 - CORP.ACTION.IND....................................................................................................................... 32
1041 - COLLAR.STATUS .......................................................................................................................... 32
1083 - REGIONAL.PART.CODE ................................................................................................................ 33
1093 - PQ.LAST.PRICE............................................................................................................................. 33
1211 - CORRECTION.NEW.EXTENDED.TRADE.COND, ............................................................................ 33
1213 - CORRECTION.PREV.EXTENDED.TRADE.COND, ............................................................................ 33
1223 - CORRECTION.NEW.TRADE.COND................................................................................................ 33
1236 - LIMIT.PRICE.FLAG........................................................................................................................ 34
1318 - PQ.AUCTION.PRICE ..................................................................................................................... 34
1206 - SPECIAL.PRICE.INDICATOR .......................................................................................................... 35
1498 - AUCTION.TYPE ............................................................................................................................ 35
Page 3 of 54
1708 - TRADABLE.STATUS ...................................................................................................................... 36
1709 - MARKET.PHASE ........................................................................................................................... 36
2000 - QUOTE.COND_1.......................................................................................................................... 36
2001 - QUOTE.COND_2.......................................................................................................................... 37
2003 - QUOTE.COND_4.......................................................................................................................... 38
2500 - TRADE.COND_1........................................................................................................................... 38
2514 - ASK.COND_1 ............................................................................................................................... 39
2515 - BID.COND_1 ................................................................................................................................ 39
3132 - INSTR.TYPE .................................................................................................................................. 39
3133 - ENUM.INSTR.TYPE....................................................................................................................... 40
3171 - FINANCIAL.STATUS...................................................................................................................... 40
3197 - RTSD.ALT.EXCH.IDENTIFIER1....................................................................................................... 40
3239 - SHORT.SALE.RESTRICTION.IND ................................................................................................... 40
3355 - ENUM.CA.TYPE............................................................................................................................ 41
5055 - RNR.STREAM.ID / 5062 - RNR.END.SEGMENT / 5063 - RNR.END.TOTAL.SEGMENT / 5064 -
RNR.END.SESSION.ID.............................................................................................................................. 41
5070 - RNR.FLAG .................................................................................................................................... 41
5074 - RNR.END.ENCODED.STRING ....................................................................................................... 41
2.12. Data Line IDs .......................................................................................................................................... 42
Limit Up / Limit Down – Exchange-Wide Circuit Breakers ..................................................................... 42
Limit Up / Limit Down – Symbol Limits .................................................................................................. 42
2.13. Best Bid/Offer Information and Composite Quotes .............................................................................. 42
2.14. Units and Data Compression.................................................................................................................. 42
Date and Time Units............................................................................................................................... 42
Data Compression .................................................................................................................................. 43
2.15. Quote Cancellation ................................................................................................................................ 43
2.16. Special Processing for TRADE.DATETIME ............................................................................................... 43
3. Sample Messages ..................................................................................................................................... 44
3.1. Message Processing ............................................................................................................................... 44
3.2. Message Processing at Reset ................................................................................................................. 44
3.3. Samples of CTF Messages ...................................................................................................................... 47
Refresh Message .................................................................................................................................... 47
Query Response ..................................................................................................................................... 48
Appendices ................................................................................................................................................... 50
A NYSE Symbol Directory............................................................................................................................................ 50
B Sale Condition Glossary........................................................................................................................................... 50
C Useful Websites ...................................................................................................................................................... 52
Specifications ......................................................................................................................................... 52
General sites .......................................................................................................................................... 52
D Data Type ................................................................................................................................................................ 53
E Octal Code for ASCII Characters .............................................................................................................................. 53
Page 4 of 54
Preface
About this Document
This developer supplement provides a detailed specification covering the data available and formats used for the specified
markets or services. Supporting documentation should also be consulted in conjunction with this supplement.
As conditions change, some of the information in this supplement will need to be corrected or amended. Periodically,
developer notices will be published on the Developer Support website to alert clients to these changes.
Contacting ICE Data Services

Region Phone Email address
Americas +1 770 999 4501 Option 3 AMERSFeedsSupport@Ice.com
Europe / Middle East +44 203 948 6501 Option 3 EMEAFeedsSupport@Ice.com
Asia-Pacific - Singapore +65 6817 6211 Option 3
Asia-Pacific - Australia +61 3 9071 4592 Option 3
APACFeedsSupport@Ice.com
Asia-Pacific - Hong Kong +852 3018 8279 Option 3
Asia-Pacific - Tokyo +81 3 4520 8110 Option 3
Website
The Developer Support website requires a login ID and password which you can obtain from your account manager.
https://idsportal.icedataservices.com/marketdata
Page 5 of 54
1. Overview
This developer supplement describes the formats used by ICE Data Services Real-Time Services to transmit data from the
New York Stock Exchange (NYSE) securities market. The data is provided to customers by ICE Data Services’s Consolidated
Feed and is accessible at the customer site through the ICE Data Services Client Site Processor (CSP). This document covers:
 NYSE Level 1
 NYSE: ARCA Bonds (Corporate Bonds)
 NYSE Order Imbalance
The NYSE sources, the exchange IDs covered, the datafeed reset times, and the current NYSE trading hours are given in this
overview section. Subsequent sections describe:
 Consolidated Feed Data Structures—description of the CTF format for receiving Consolidated Feed data
 Symbology—the symbols and suffixes used by ICE Data Services to report NYSE data
 Regional Market Data—explanation of the representation and remapping of regional market data to regional source
IDs
 Tokens—the CTF tokens used by source ID to identify each data element within the datafeed such as price, volume, bid,
ask, etc. Also includes a description of units used for date, time, and volume data and an explanation of data
compression for certain quantities.
 Sample Messages—examples of CTF messages
1.1. NYSE Data Source

Trade and quote data from NYSE are provided by SIAC (Securities Industries Automation Corporation).
1.2. Trading Hours

The current regular NYSE trading hours are from 9:30 a.m. to 4:00 p.m. U.S. Eastern Time. Additional sessions are available
for NYSE Arca Equities and NYSE Bonds.
Because trading hours are subject to change, it is best to check the hours for NYSE by contacting the exchange directly. The
following internet link displays the current NYSE trading schedules.
https://www.nyse.com/markets/hours-calendars
Page 6 of 54
2. Data Specifications
2.1. Related Documentation
Developers are advised to consult the following documents to ensure they are able to make full use of the data available
from the specified markets:
 CTF Wire Protocol
 CTF Command Reference for the CSP
 Consolidated Feed - Wire Protocol Data Model – Getting Started
 Consolidated Feed - Wire Protocol Data Model – Reference Data
 Consolidated Feed - Wire Protocol Data Model – Symbology Guide
All the documents shown above are available from the Developer Support Website.
Consolidated Feed CTF data is a series of token=value pairs delimited by a pipe character A message in CTF format could
have the following components:
Component Example Description

4 is the CTF token ID for Enum.Src.ID (exchange source
Enum.Src.ID 4=227 identifier).
227 is the value for NYSE-National (Cincinnati).
5 is the CTF token ID for Symbol.Ticker.
Symbol.Ticker 5=SJM
SJM is the symbol for J.M. Smuckers equity
10 is the CTF token ID for ask price.
Multiple data elements preceded 10=49.68
262 is the CTF token ID for Currency. USD stands for
by identifying token IDs 262=USD
US dollars.
2.2. Source IDs

The following table lists all the source IDs currently used in both legacy format (Legacy Exchange ID) and CTF format (Source
ID) to report NYSE data. The reset times are U.S. Eastern Time (ET). For NYSE-listed stocks, ICE Data Services provides under
separate source IDs the trade data reported by NYSE from regional markets. As a consequence, regional trades appear
under both a composite source ID and the regional source IDs.
This supplement covers all NYSE data with the exception of the data provided for NYSE OpenBook. For information about
NYSE OpenBook, see the developer supplement NYSE Proprietary Feed Supplement on the Developer Support website.
Exchange Description CTF Source ID Reset Time
NYSE IEX only 198 00:05

NYSE NYSE American only 225 00:05
NYSE NASDAQ BX only 226 00:05
NYSE Chicago Stock Exch. Regional only 228
NYSE CBOE Regional Only 354
NYSE American CBOE Regional Only 378
NYSE New York Stock Exch. Only 229 00:05
NYSE Arca (Pacific) only 230 00:05
NYSE NASDAQ only 231 00:05
NYSE Philadelphia only 233 00:05
NYSE NYSE OpenBook Level 2 ** 328 23:00
NYSE Composite 558 00:05
Page 7 of 54
Exchange Description CTF Source ID Reset Time
NYSE: ARCA Bonds (Corporate Bond

NYSE 716 00:05
Service)
NYSE National Stock Exchange Regional
NYSE 563 00:05
Only
NYSE NASD 562 00:05
NYSE BATS 791 00:05
NYSE BATS Y only (pending) 517
NYSE Direct Edge EDGA only 518
NYSE Direct Edge EDGX only 519
NYSE Order Imbalance 1334
NYSE NYSE Non-BBO FINRA Quotes 1550
NYSE Long Term Stock Exchange 1833
NYSE Members Exchange Regional 1865
NYSE MIAX Pearl Regional 1868
** See Electronic Communications Networks ECN on the ICE Data Services Developer Support website.
† Please note that AMEX bonds have moved to NYSE: ARCA Bonds (Corporate Bond Service) as of 1 Dec. 2008.
2.3. Symbology
The basic Consolidated Feed symbols for NYSE securities are taken directly from the exchange. In some cases, however, the
symbol suffixes provided by the SIAC Consolidated Tape System (CTS) are modified to simplify and increase the efficiency of
the data feed.
Also included here is a discussion of special symbols used to transmit market indices calculated by ICE Data Services.
2.4. CTS vs. ICE Data Services Suffixes

The following table lists the CTS suffixes and the ICE Data Services equivalent.
Note: Please note that “.” And “/” are interchangeable as delimiters on CTS.
Consolidated Tape
RTS Suffix
Description System (Line) Suffix
SYMBOL.TICKER
SYMBOL.EXCH.TICKER
Amount of most recent dividend to go “ex-distribution” .DP .DP
Accumulated Dividend .DV .DV
Called .CL .CL
Certificate .CT .CT
Class Range A-Z .A .A
Class Range A-Z Called .A.CL .A.CL
Class Range A-Z Convertible .A.CV .A.CV
Class Range A-Z When Issued .Aw .A*
Contingent Value Rights .CVR .CR
Contingent Value Rights When Issued .CVR.w .CR*
Convertible .CV .CV
Convertible Called .CV.CL .VL
Current Shares Outstanding .SO .SO
Page 8 of 54
Consolidated Tape
RTS Suffix
SYMBOL.TICKER
SYMBOL.EXCH.TICKER
Emerging Company Common .EC .EC
Emerging Company Preferred pEC -EC
Emerging Company Warrant .WS.EC +EC
Emerging Company When Issued w.EC .EC*
Estimated Cash Amount .EU .EU
Exclusive suffix
.TEST .TEST
(Use For Intraday Test Message)
Ex-Distribution .XDIS .XDIS
Ex-Dividend .XD .XD
Ex-Interest .XI .XI
Ex-Rights .Xr .XR
Foreign News .F.N .FN
Index .ID .ID
Intra-day Net Asset Value .IV .IV
Net Asset Value per Index Share as of the most recent calculation
.NV .NV
(generally as of previous night)
NEW .N .NW
PART CALLED .PT.CL .PT
Partial Paid .PP .PP
Preferred p -
PREFERRED CALLED PCL -CL
PREFERRED CLASS RANGE A-Z PA -A
Second Category of Preferred; Class Range A-K and M-S pCA -BA
PREFERRED SERIES CALLED PA.CL -A.CL
PREFERRED SERIES CONVERTIBLE PA.CV -A.CV
PREFERRED SERIES WHEN ISSUED PAW -A*
PREFERRED WHEN DISTRIBUTED pWD -WD
Preferred When Issued pw -*
Rights r .RT
Rights When Issued rw .RT*
Small Corporate .SC .SC
Special .SP .SP
Stamped .SD .SD
Tier II Securities .TT .TT
Total Cash Amount .TC .TC
Units (A combined of securities composed of two or more warrants,
.U .UN
common stocks, preferred stock and ,or bonds)
Variable Common Rights .VR .VR
Warrants .WS +
Warrants Class range A-Z .WS.A +A
Warrants When Issued .WSw +*
When Distributed .WD .WD
Page 9 of 54
Consolidated Tape
RTS Suffix
SYMBOL.TICKER
SYMBOL.EXCH.TICKER
When Issued w *
With Warrants .W.WS +WS
Without Warrants .XW .XW
Underlying Trading Value (index) .X .X
Mini Settlement .SM .SM
Mini .MN .MN
Percent Open .PO .PO
Preferred Convertible Called p.CV.CL -CV.CL
† For these suffixes, ‘A’ in the table represents an appropriate letter for the series or class. More information can be found
in NYSE’s symbology document at http://www.nyxdata.com/doc/34077.
2.5. Symbology for NYSE Market Indicators Calculated by ICE Data

Services
ICE Data Services calculates a variety of market indicators of NYSE activity and transmits them with special symbols over the
corresponding composite source ID and composite exchange IDs. The NYSE market indicators and indices are updated every
15 seconds during market hours as indicated in their description. These indicators are available on CTF source ID 558.
C:TICK A calculation representing the number of NYSE stocks that have increased since the last trade minus the number
of stocks that have decreased since the last trade. The TICK is transmitted as a net change (CTF token 361) so that both
positive and negative values can be disseminated.
C:TIKI A TICK calculated on the 30 Dow Jones Industrial Average stocks, the number of advances minus the number of
declines. The TICK is transmitted as a net change (CTF token 361).
C:TRIN A short term trading index calculated as a ratio of two ratios: Advances/Declines and Advancing Volume/Declining
Volume on NYSE. TRIN is transmitted as a trade (CTF token 8) with two digit decimal precision.
A value less than 1.00 is considered bullish.
A value greater than 1.00 is bearish.
C:UVOL The volume for NYSE stocks that have advanced in price from the previous day’s close. UVOL is transmitted with
CTF token 388. Total volume of all NYSE stocks is transmitted with CTF token 22. Displayed values have been divided by
1000. When the market hits a new 52-week high, the C:UVOL message includes the CTF token 2000 with value 26 to indicate
a new high. From that point forward, CTF token 2000=26 is broadcast each minute until market close.
Calculated only for NYSE: New York Stock Exchange Regional Only (229).
C:DVOL The volume for NYSE stocks that have declined in price from the previous day. DVOL value is transmitted with CTF
token 388. The values transmitted have been divided by 1000.
C:ISSU The number of NYSE stocks that advanced, declined, or remained unchanged. The values appear in the high, low
and the net change fields, i.e., CTF tokens 388, 394, and 361 respectively.
2.6. Symbology for NYSE: ARCA Bonds (Corporate Bonds Service)

Symbols for NYSE ARCA Bonds (Corporate Bonds Service) are transmitted by Real-Time Services exactly as received from the
exchange with the exception that forward slashes (/) are mapped to the backslash (\).
Page 10 of 54
2.7. Regional Market Data
The ICE Data Services composite source ID data feed for NYSE contains quote and trade data for NYSE-listed securities from
the regional exchanges along with National Best Bid and Offer (NBBO) composite quotes that are NYSE-generated by
comparing quotes from all the regions. NYSE provides this data through SIAC. In its composite source ID feed, ICE Data
Services uses a special symbology structure to indicate the exchange source for each trade. To make this data more
accessible and easier to 11nalyse, ICE Data Services processors also remap the data to separate exchange IDs for each
regional exchange and for composite quotes.
The following sections explain how the regional data is represented on the composite source ID feed and how the same data
appears under the regional IDs.
2.8. Regional Data on the Composite source ID Data Feed

ICE Data Services uses a single byte code to identify the source of regional data on its composite source ID data feed. The
following table lists the regional exchanges (market centers) and the corresponding ICE Data Services code. Messages on the
composite source ID feed can be from any one of these centers, or they can be composite NBBO quotes that are not
identified with any single regional exchange.
Note: A market center code of “n” should be assumed for securities transmitted on the composite source ID without an
explicit market center code.
Market Center
Exchange (Market Center)
Code
a NYSE American
b NASDAQ Boston
c Nyse National
d NYSE – NASD
I International Securities Exchange
j EDGA Exchange
l Long Term Stock Exchange
K Cboe EDGX Exchange
m NYSE Chicago
n NYSE
p NYSE Arca (Pacific)
t NASDAQ (regional)
v IEX
w Chicago Board of Options
x NASDAQ Philadelphia
y CBOE BATS Y
Z CBOE BATS Z
Example:
“IBM” - INTERNATIONAL BUS MACH CORP
“CAAP” - CORPORACION AMERICA AIRPORTS SA
“AAP” - ADVANCE AUTO PARTS INC
Page 11 of 54
2.9. Regional Source IDs
Data from the composite source ID NYSE feed can be mapped to any of the source/exchange IDs listed in the following table
depending on the market centers.
Market Center
Exchange Name CTF Source ID
Code
NYSE - IEX only 198 v
NYSE - NYSE American only 225 a
NYSE - NASDAQ BX 226 b
NYSE - NYSE National Stock Exchange Regional
563 c
Only
NYSE Regional (not from other regional markets) 229 n
NYSE - Arca (Pacific) 230 p
NYSE - NASDAQ 231 t
NYSE - Philadelphia 233 x
NYSE - Chicago Board Options Exchange 354 w
NYSE Composite 558
NYSE - FINRA 562 d
NYSE - BATS 791 z
NYSE – BATS Y 517 y
NYSE – Cboe EDGA 518 j
NYSE – Cboe EDGX 519 k
NYSE - Long Term Stock Exchange 1834 i
Page 12 of 54
2.10. CTF Tokens
Token Descriptions
The following table lists the CTF tokens used to transmit NYSE data. The token name does not appear in Consolidate Feed
output but may be used in other ICE Data Services applications as a unique data identifier.
CTF
Token Name Description Type
Token
8 TRADE.PRICE Last trade price Float
9 TRADE.SIZE Incremental volume Integer
10 ASK.PRICE Ask price Float
11 ASK.SIZE Ask size Integer
12 BID.PRICE Bid price Float
13 BID.SIZE Bid size Integer
14 CURRENT.PRICE Current price Float
Last activity date (UTC: yyyymmdd)
15 ACTIVITY.DATE DateTime
(Updated by a trade or quote)
Last activity time (UTC: Unix time stamp for CTF token; otherwise
16 ACTIVITY.DATETIME hhmmss) DateTime
(Updated by a trade or quote)
Last Trade Date (UTC: yyyymmdd)
17 TRADE.DATE DateTime
(Updated by a trade message)
Last Trade Time (UTC: Unix time stamp for CTF token; otherwise
18 TRADE.DATETIME DateTime
hhmmss)
Quote date (UTC: yyyymmdd)
19 QUOTE.DATE DateTime
(Updated by a bid/ask size or price message)
Quote time (UTC: Unix time stamp for CTF token; otherwise
20 QUOTE.DATETIME DateTime
hhmmss)
22 TRADE.VOL Cumulative trade volume Integer
RTS calculated cumulative volume traded during the current
trading session.
23 SESSION.VOL Integer
(Excludes trades executed outside of market hours. Excludes
Form T trades.)
Cycle message indicator
24 REFRESH Integer
(For CTF, 0=real-time, 1=cycle message, 3=questionable trade
indicator.)
29 ASK.PART.SIZE Participant ask size Integer
30 BID.PART.SIZE Participant bid size Integer
31 ASK.PART.PRICE Participant ask price Float
32 BID.PART.PRICE Participant bid price Float
Participant high price
33 TRADE.PART.HIGH Float
(cleared at reset)
Participant low price
34 TRADE.PART.LOW Float
(cleared at reset)
Participant open price
35 TRADE.PART.OPEN Float
(cleared at reset)
36 TRADE.PART.CLOSE Participant close price today Float
37 TRADE.PART.VOL Participant cumulative volume Integer
Page 13 of 54
CTF
Token
Participant previous close price
38 YEST.PART.CLOSE Float
(Value of token 39 at reset)
Participant current trade price
39 CURRENT.TRADE.PART.PRICE Float
(cleared at reset.)
Market condition indicator
47 MKT.COND Integer
See enumerated value below.
Exchange sent timestamp in nanosecond(format
55 EXCH.MESSAGE.TIMESTAMP Integer
HHMMSSmmmuuunnn)
76 TRADE.COND.DATETIME Last Conditional Trade Time DateTime
111 TRADE.CONDITION TRADE.CONDITION will provide a “normalized” view of all trades String
HISTORICAL.TRADE.CONDITION will provide view of all previous
112 HISTORICAL.TRADE.CONDITION String
day trades
CANCEL.TRADE.CONDITION will provide view of all cancelled
113 CANCEL.TRADE.CONDITION String
trades
201 SRC.ID Source ID description String
203 ALERT Alert description, used in conjunction with ENUM.ALERT Integer
207 ASK.CLOSE Closing Ask Price Float
209 RECORD.PRECISION Decimal precision. The value can be 0 through 9. Integer
218 BID.CLOSE Closing Bid Price Float
250 CORRECTION.NEW.TRADE.PRICE Amended Trade New Price Float
251 CORRECTION.NEW.TRADE.SIZE Corrected size Integer
252 CORRECTION.PREV.TRADE.PRICE Cancelled Trade Prices Float
253 CORRECTION.PREV.TRADE.SIZE Size to be corrected Integer
Cancel trade size / With 252, size of cancelled trade; with 250,
253 / CORRECTION.PREV.TRADE.SIZE /
size of corrected trade Integer
251 CORRECTION.NEW.TRADE.SIZE
(Units are single shares.)
255 REPORTING.MARKET.IND Reporting market ID String
262 CURRENCY Currency description String
267 UPDATE.DATE Update date Integer
269 DELAY_MINS Delay minutes Integer
Currency code (enumeration). Used in conjunction with Cfield
270 ENUM.CURRENCY Currency Integer
(Three letter code transmitted as three pairs of octal digits.)
Place holder value that should be displayed
280 DISPLAY.PRECISION String
The value will change from 4 to 6.
294 INSTR.STATUS_2 Instrument Status 2 Integer
301 OFFICIAL.CLOSE.DATE Official close date Integer
Indicates whether the latest price was an uptick or downtick
316 TRADE.TICK String
(+ = uptick; - = downtick)
338 LIMIT.HIGH High limit Float
339 LIMIT.LOW Low limit Float
361 CHG Net change Float
362 PCT.CHG Today’s percent net change Float
369 OPEN_INT Open interest Integer
385 TRADE.OFFICIAL.CLOSE Official exchange closing price Float
388 TRADE.HIGH Today high price Float
394 TRADE.LOW Day low price Float
Page 14 of 54
CTF
Token
400 TRADE.OPEN Open price Float
Yesterday’s close price
(Note: Where the instrument is an IPO, the value of this token will
be the first eligible trade of the day. The first eligible trade of the
407 YEST.TRADE.CLOSE Float
day is used as the instrument will not have traded before and a
value is needed by ICE to calculate the net change.(Only for Src Id
558))
416 RECORD.RESET Individual symbol reset Integer
Indicates that the symbol reported should be deleted.
431 RECORD.DEL Bool
(0=symbol has been deleted)
Indicates the price movement for the last 8 trades.
432 TRADE.TREND String
Note: The first byte represents the most recent trade. Possible
values for each byte are + (uptick), - (downtick), or * (unchanged).
435 CURRENCY.STRING Currency code String
437 CURRENT.DATETIME Current UTC time. UNIX timestamp with milliseconds. DateTime
Total number of block trades today
440 TRADE.BLOCK.COUNT Integer
(Block = Incremental volume ≥ 10000)
Trade block volume
441 TRADE.BLOCK.VOL Integer
(Sum of volumes for all block trades)
444 TRADE.OFFICIAL.DATE Official exchange trade date Integer
447 TRADE.COND.PRICE Trade price associated with the trade condition (f79) Float
Trade size associated with the trade condition, f79
448 TRADE.COND.SIZE Integer
(Units are single shares)
Trade Date Close (UTC: yyyymmdd)
451 PREV.TRADE.DATE DateTime
(Set from the last trade date at receipt of reset flag)
459 TRADE.OFFICIAL.TIME Official trade time provided by the exchange Integer
Trade Total value is the total US Dollar Value of all trades for a
460 TRADE.TOTAL.VALUE given security on a given trading day (Decimal values are Integer
truncated. Token shows total dollar values only).
461 TRADE.UNIQUE.ID Unique trade identifier Integer
Volume of adjusted trading activity for each active regional
463 TRADE.OFFICIAL.VOL Integer
exchange
473 YEST.TRADE.VOL Yesterday total cumulative volume Integer
Volume Weighted Average Price.
The precision of VWAP calculations will increase from 7 to 9
decimal places. Version 6.12.4 or higher of the CSP is required to
474 VWAP display the higher precision. Float
(As of 3 August 2015, VWAP includes pre- and post-market

trades, identified by value 26 of TRADE.COND_1. )
478 BID.PART.CODE Market center supplying the bid side of the composite quote String
479 ASK.PART.CODE Market center supplying the ask side of the composite quote String
583 FIRST.TRADE.ALERT First trade of the day indicator Integer
Up tick Indicator
585 TRADE.TICK.UP Integer
(Returns a ‘+’ in generic output)
Page 15 of 54
CTF
Token
Down tick Indicator
586 TRADE.TICK.DOWN Integer
(Returns a ‘-‘ in generic output)
587 WEEK52.TRADE.LOW.ALERT 52 week trade low alert Bool
WEEK52.TRADE.CANCEL.LOW.AL
588 Cancels 52 week trade low alert Integer
ERT
589 WEEK52.TRADE.HIGH.ALERT 52 week trade high alert Bool
WEEK52.TRADE.CANCEL.HIGH.AL
590 Cancels 52 week trade high alert Integer
ERT
591 MARKET.LOW.ALERT Market performance low alert Bool
592 MARKET.CANCEL.LOW.ALERT Cancels market low alert DateTime
593 MARKET.HIGH.ALERT Market performance high alert Bool
594 MARKET.CANCEL.HIGH.ALERT Cancels market high alert Float
595 VOL.ALERT Volume has reached a new high Bool
596 VOL.CANCEL.ALERT Cancels previous volume high alert Float
Imbalance reference price point.
622 REF.PRICE Float
(If MKT.COND=1, this token refers to opening imbalances. If
MKT.COND=2, this token refers to closing imbalances.)
624 AUCTION.PRICE Auction Price Float
645 AUCTION.VOL Auction Volume Integer
646 SETTLE.IND Settlement type Integer
Transaction price indicator
648 TRANSACTION.PRICE_IND Integer
(Supported in CTF only)
Quote Indicator
704 QUOTE.IND (On regional src. IDs only. Indicates if Retail Price Improvement is Integer
better than the protected best bid or offer by $0.001 or more)
Imbalance side indicator. (1=buy side, 2=sell side, 3=no
imbalance, 4=no marketable)
785 IMBALANCE.SIDE Integer
(If MKT.COND=1, this indicator refers to opening imbalances. If
MKT.COND=2, this indicator refers to closing imbalances.)
Number of shares paired
794 SHRS.PAIRED.NUM Integer
(If MKT.COND=1, this token refers to opening shares paired. If
MKT.COND=2, this indicator refers to closing shares paired.)
Time of last trade (hhmm)
796 UPDATE.TIME Integer
(Generated only by delayed CSPs)
Order imbalance volume
817 ORDER.IMBALANCE.VOL (If MKT.COND=1, this token refers to opening imbalance volumes. Integer
If MKT.COND=2, this indicator refers to closing imbalance
volumes.)
Exchange provided time for open price (format:
822 OFFICIAL.OPEN_TIME Integer
HHMMSSmmmuuunnn, zero filled if needed)
Exchange provided time for closing price (format:
823 OFFICIAL.CLOSE_TIME Integer
HHMMSSmmmuuunnn, zero filled if needed)
854 TRADE.PART.CODE Market center for trades without conditions String
Type of control message from exchange, e.g. , start of day, end of
day
856 CONTROL.MSG.TYPE Integer
(Typically the value applies to the entire exchange)
Page 16 of 54
CTF
Token
882 SELLER.ID.STRING Market maker ID of seller String
883 BUYER.ID.STRING Market maker ID of buyer String
Auction status indicator; see enumerated values section for more
942 AUCTION.STATUS.INDICATOR Integer
details.
Trade-through exempt indicator. 1 = a trade-through exempt
trade; 0 = not exempt.
981 TRADE.THROUGH.EXEMPT.IND Integer
(Pass through token, not cached by CSP, not cleared)
Original trade-through exempt indicator. 1 = a trade-through
ORIG.TRADE.THROUGH.EXEMPT. exempt trade; 0 = not exempt.
982 Integer
IND
Historical trade-through exempt indicator. 1 = a trade-through
HISTORICAL.TRADE.THROUGH.EX exempt trade; 0 = not exempt.
983 Integer
EMPT.IND
Historical original trade-through exempt indicator. 1 = a trade-
HISTORICAL.ORIG.TRADE.THROU through exempt trade; 0 = not exempt.
984 Integer
GH.EXEMPT.IND
Historical message date for handling previous day’s data
1000 HISTORICAL_MESSAGE.DATE Integer
(yyyymmdd format)
Historical message time for reporting previous day’s data
1001 HISTORICAL.MESSAGE.TIME Integer
(hhmmss format)
1003 HISTORICAL.CANCEL.SIZE Historical cancel trade size for reporting previous day’s data Integer
1005 HISTORICAL.TRADE.COND Historical sale condition for reporting previous day’s data Integer
1006 HISTORICAL.TRADE.PRICE Historical trade price for reporting previous day’s data Float
1007 HISTORICAL.CANCEL.PRICE Historical cancel price for reporting previous day’s data Float
Transaction time provided by the exchange
1010 ACTION.TIME Integer
(Up to millisecond precision. Format is HHMMSSmmm)
1012 REASON.CODE Reason code: Circuit breakers and halt conditions. Integer
Sale condition of the price to be cancelled
1016 ORIGINAL.TRADE.COND Integer
(The value will be a one-character condition.)
1017 HELD.TRADE.INDICATOR Held trade indicator. See table of values below. Integer
1021 EXTENDED.TRADE.COND Sale condition for exchanges which allow more than one byte Integer
1040 CORP.ACTION.IND Corporate action indicator Integer
1041 COLLAR.STATUS Buy and sell restrictions imposed by the exchange Integer
Cancel/correction message
1042 INSTR.ADJUSTMENT 0 = None Integer

1 = Cancel
2 = Correction
Market center where the conditional, corrected, or cancelled
1083 REGIONAL.PART.CODE String
trade was executed
Price qualifier for last (current) price
1093 PQ.LAST.PRICE Integer
(The values of this token will change to 0=Trade/Salecon Trade,
1=Cancel/Correction, 2=Summary.)
Seller days, means the number of days associated with the
1176 SELLER.DAYS Integer
transaction
Page 17 of 54
CTF
Token
1177 HISTORICAL.SELLER.DAYS Historical seller days Integer
1206 SPECIAL.PRICE.INDICATOR Special price indicator Integer
Corrected extended trade condition
CORRECTION.NEW.EXTENDED.T
1211 Integer
RADE.COND
(The value will be a 4-character condition.)
CORRECTION.PREV.EXTENDED.T
1213 Canceled extended trade condition Integer
RADE.COND
1223 CORRECTION.NEW.TRADE.COND Sale condition used in corrected trade Integer
Seller days, meaning the number of days associated with the
1224 CORRECTION.PREV.SELLER.DAYS Integer
transaction. Used in cancelled trade
Seller days, meaning the number of days associated with the
1225 CORRECTION.NEW.SELLER.DAYS Integer
transaction. Used in corrected trade
1229 CANCEL.TRADE.SEQ Reference number of trade being cancelled Integer
1236 LIMIT.PRICE.FLAG Limit price flag Integer
Price qualifier for the current auction; identifies if the auction is
1318 PQ.AUCTION.PRICE Integer
indicative or firm
1411 TS.AUCTION.PRICE Auction price timestamp Integer
Prior Day Close of S&P 500 minus 7% - Used with symbol
.EXCHANGE.ADMIN
(Precision of up to 8
1444 CIRCUIT.BREAKER.LEVEL1 Float
decimal places)
Note: This token is refreshed during the day and cleared at reset.
.EXCHANGE.ADMIN
(Precision of up to 8
1445 CIRCUIT.BREAKER.LEVEL2 decimal places) Float
.EXCHANGE.ADMIN
1446 CIRCUIT.BREAKER.LEVEL3 Float
(Precision of up to 8 decimal places)
Official closing price date. The most recent date on which an
official closing price was received from the regional exchange.
(Unix timestamp)
1464 TRADE.CLOSING.DATETIME DateTime
(Supported in CTF only)
Sent along with TRADE.CLOSE (token 384)

1498 AUCTION.TYPE Type of auction phase Integer
1621 YEST.UNADJ.CLOSE Unadjusted closing price for the previous trading day Float
1658 CLEARING.PRICE Price closest to reference price when the imbalance is zero Float
Closing only interest where price is closest to last sale when
1659 CLOSING.CLEARING.PRICE Float
imbalance is equal to zero.
1663 HIGH.LIMIT.AUCTION Upper price limit for the opening auction Float
1664 LOW.LIMIT.AUCTION Lower price limit for the opening auction Float
Normalized instrument tradable status (0=unknown/undefined,
1708 TRADABLE.STATUS Integer
1=normal, 2=halted, 3=suspended)
Page 18 of 54
CTF
Token
1709 MARKET.PHASE Indicates the current trading phase of an instrument. Integer
Date in format YYYYMMDD UTC associated with internally
1712 QUOTE.CLOSE.DATE Integer
calculated closing BBOs
Total market order imbalance quantity at the current auction
1779 MKT.ORDER.IMBALANCE.SIZE Integer
price. This token is available but not currently used by NYSE.
2000 QUOTE.COND_1 Regional quote condition Integer
2001 QUOTE.COND_2 Instrument status Integer
2003 QUOTE.COND_4 Locked/crossed condition Integer
2500 TRADE.COND_1 Trade condition 1 Integer
2514 ASK.COND_1 Ask Condition Code. Integer
2515 BID.COND_1 Bid Condition Code. Integer
3000 30DAY.MEAN.VOL 30 day average volume Integer
Instrument type description. Used in conjunction with CTF 3133 -
3132 INSTR.TYPE String
‘ENUM.INSTR.TYPE’.
Enumerated instrument type. Used in conjunction with CTF 3132 -
3133 ENUM.INSTR.TYPE Integer
‘INSTR_TYPE’ (above).
3171 FINANCIAL.STATUS Financial status of issuer Integer
Indicates when a security is part of the test. See the table of
3197 RTSD.ALT.EXCH.IDENTIFIER1 values below. This is a Basic String
Cross Reference (BCR) token
3218 SHRS.OUTSTANDING Shares Outstanding Integer
Regulation SHO Short Sale Restriction Indicator - Denotes if short
3239 SHORT.SALE.RESTRICTION.IND sales are prohibited on a security due to a short fluctuation in Integer
price. SEC mandated field.
3355 ENUM.CA.TYPE Enumerated corporate action type Integer
3356 CA.TYPE.DESC Corporate action type description String
Bloomberg Symbol
*Note, based on Bloomberg’s Recommendation, the Bloomberg
Symbol for indices will take the format of a Symbol and the text
“Index” with a single space between them. Unlike other exchange
traded instruments, the Bloomberg Symbol for indices will not
3950 SYMBOL.BLOOMBERG.TICKER include a Pricing Source. String
i.e. <NKY Index> for Nikkei 225.
Note importantly that IDS will publish changes to the Bloomberg
Ticker Symbol upon receipt of the change from Bloomberg, but
cannot guarantee that Bloomberg will send changes in advance of
trading on the effective date.
Bloomberg Global ID.
*Bloomberg’s unique, unchanging alphanumeric identifier,
3952 BLOOMBERG.GLOBAL_ID assigned to instruments at the Price Source (Exchange) level. The String
Bloomberg Global ID does not typically change during a corporate
actions event.
Bloomberg Global ID Composite.
3953 BLOOMBERG.GLOBAL_ID.COMP String
*Generally Index will not have Composite ID.
3958 SYMBOL.ESIGNAL.TICKER eSignal Symbol including source suffix (e.g. AJG-LON, A:A2A-MIL) String
Instrument name sourced from the exchange’s website.
3960 INSTR_NAME.LOCAL String
Examples of valid values: AAC Holdings, Inc.
The number of unpaired shares priced at or better than the
3998 ORDER.IMBALANCE.VOL_ALT reference price (622, Integer
REF.PRICE). Only used by NYSE (1334) during the closing auction.
Page 19 of 54
CTF
Token
The side of the unpaired quantity (0=Not applicable, 1=Unpaired
3999 IMBALANCE.SIDE_ALT quantity on the Integer
buy side, 2=Unpaired quantity on the sell side)
Indicates if the continuous book clearing price (1658,
CLEARING.PRICE) is more than
a “Significant” range away from the reference price (0=Not
significant or not
4084 SIGNIFICANT.IMBALANCE.IND applicable, 1=Significant imbalance). NYSE will determine the Integer
significant range daily
by using historical closing data for NYSE listed symbols. Not valid
for other listed
symbols
5038 CORRECTION.TRADE.SEQ Absolute trade sequence number that a correction corrects Integer
Unique ICE Data Services assigned line ID for the data source of
the message.
5055 RNR.STREAM.ID Integer
(Same information as bytes 9 – 12 of token 5074.)
Official exchange sequence number accompanying each exchange
5061 RNR.END.EXCH.SEQ Integer
message
Position of the current segment within the exchange message
(default = 1). The segment may be the 1st, 2nd, 3rd, or later in the
5062 RNR.END.SEGMENT original exchange message. Integer

Total number of segments in the original exchange message
(default = 1)
5063 RNR.END.TOTAL.SEGMENT Integer
The session ID for the current set of sequence numbers. The
session ID will increment when sequence numbers roll over, have
a sequence reset (not end of day rest), or are reinitialized for any
5064 RNR.END.SESSION.ID reason. The session ID (CTF token 5064) can be up to 3 bytes in Integer
length (default value is 1).

Flag indicating the day of the week and the status of the message
sequence
5070 RNR.FLAG Integer
(See the table of token 5070 values below)
Original sequence number of a message to be cancelled or
5072 RNR.EXCHORIGINAL.SEQ Integer
corrected (provided by the exchange)
Extended message sequence number that uniquely identifies
5074 RNR.END.ENCODED.STRING Integer
each ICE Data Services message
Indicates if data for a symbol may be stale.
5076 RECORD.STALE.INDICATOR (Set to 1 if the CSP software is restarted or the CSP’s inbound Integer
feed is idle. Reset to 0 once an update or refresh message is
received for the symbol.)
Page 20 of 54
CTF Tokens by Source ID
A checkmark in the following table indicates the source ID or IDs where a particular token may be used in data output.
Participant (regional) tokens such as 817, ORDER.IMBALANCE.VOL, for example, appear only under source ID 1334, NYSE :
Order Imbalance, since other codes are substituted for them in regional source ids. See the table in Section 2.10 for longer
names and descriptions of the CTF tokens.
Source ID Where Used

198,225,226,
CTF 228-231,233 517,
Token Name
Token 354, 378, 563, 562 558 716 791 518, 1334 1550
1833, 1865, 519
1868
3 PERMISSION        
4 ENUM.SRC.ID        
5 SYMBOL.TICKER        
8 TRADE.PRICE        
9 TRADE.SIZE        
10 ASK.PRICE        
11 ASK.SIZE        
12 BID.PRICE        
13 BID.SIZE        
14 CURRENT.PRICE        
15 ACTIVITY.DATE        
16 ACTIVITY.DATETIME        
17 TRADE.DATE        
18 TRADE.DATETIME        
19 QUOTE.DATE        
20 QUOTE.DATETIME        
22 TRADE.VOL        
23 SESSION.VOL        
24 REFRESH        
47 MKT.COND        
55 EXCH.MESSAGE.TIMESTAMP        
76 TRADE.COND.DATETIME        
111 TRADE.CONDITION        
112 HISTORICAL.TRADE.CONDITION        
113 CANCEL.TRADE.CONDITION        
201 SRC.ID        
203 ALERT        
207 ASK.CLOSE        
209 RECORD.PRECISION        
218 BID.CLOSE        
250 CORRECTION.NEW.TRADE.PRICE        
251 CORRECTION.NEW.TRADE.SIZE        
252 CORRECTION.PREV.TRADE.PRICE        
253 CORRECTION.PREV.TRADE. SIZE        
Page 21 of 54
198,225,226,
CTF 228-231,233 517,
Token Name
Token 354, 378, 563, 562 558 716 791 518, 1334 1550
1833, 1865, 519
1868
255 REPORTING.MARKET.ID        
267 UPDATE.DATE        
269 DELAY_MINS        
270 ENUM.CURRENCY        
280 DISPLAY.PRECISION        
294 INSTR.STATUS_2        
301 OFFICIAL.CLOSE.DATE        
338 HIGH.LIMIT        
339 LOW.LIMIT        
361 CHG        
362 PCT.CHG        
369 OPEN_INT        
385 TRADE.OFFICIAL.CLOSE        
388 TRADE.HIGH        
394 TRADE.LOW        
400 TRADE.OPEN        
407 YEST.TRADE.CLOSE        
416 RECORD.RESET        
435 CURRENCY.STRING        
440 TRADE.BLOCK.COUNT        
441 TRADE.BLOCK.VOL        
444 TRADE.OFFICIAL.DATE        
447 TRADE.COND.PRICE        
448 TRADE.COND.SIZE        
451 PREV.TRADE.DATE        
460 TRADE.TOTAL.VALUE        
461 TRADE.UNIQUE.ID        
463 TRADE.OFFICIAL.VOL        
473 YEST.TRADE.VOL        
474 VWAP        
478 BID.PART.CODE        
479 ASK.PART.CODE        
587 WEEK52.TRADE.LOW.ALERT        
588 WEEK52.TRADE.CANCEL.LOW.ALERT        
589 WEEK52.TRADE.HIGH.ALERT        
590 WEEK52.TRADE.CANCEL.HIGH.ALERT        
591 MARKET.LOW.ALERT        
592 MARKET.CANCEL.LOW.ALERT        
593 MARKET.HIGH.ALERT        
Page 22 of 54
198,225,226,
CTF 228-231,233 517,
Token Name
Token 354, 378, 563, 562 558 716 791 518, 1334 1550
1833, 1865, 519
1868
594 MARKET.CANCEL.HIGH.ALERT        
595 VOL.ALERT        
596 VOL.CANCEL.ALERT        
622 REF.PRICE        
624 AUCTION.PRICE        
648 TRANSACTION.PRICE_IND        
645 AUCTION.VOL        
646 SETTLE.IND        
704 QUOTE.IND        
705 INSTR.STATUS        
785 IMBALANCE.SIDE        
796 UPDATE.TIME        
817 ORDER.IMBALANCE.VOL        
822 OFFICIAL.OPEN_TIME        
823 OFFICIAL.CLOSE_TIME        
854 TRADE.PART.CODE        
856 CONTROL.MSG.TYPE        
882 SELLER.ID.STRING        
883 BUYER.ID.STRING        
942 AUCTION.STATUS.INDICATOR        
981 TRADE.THROUGH.EXEMPT.IND        
982 ORIG.TRADE.THROUGH.EXEMPT.IND        
983 HISTORICAL.TRADE.THROUGH.EXEMPT.IND        
984 HISTORICAL.ORIG.TRADE.THROUGH.EXEMPT.IND        
1000 HISTORICAL MESSAGE.DATE        
1001 HISTORICAL.MESSAGE.TIME        
1003 HISTORICAL.CANCEL.SIZE        
1005 HISTORICAL TRADE.COND        
1006 HISTORICAL.TRADE.PRICE        
1007 HISTORICAL.CANCEL.PRICE        
1010 ACTION.TIME        
1017 HELD.TRADE.INDICATOR        
1012 REASON.CODE        
1016 ORIGINAL.TRADE.COND        
1021 EXTENDED.TRADE.COND        
1083 REGIONAL.PART.CODE        
1093 PQ.LAST.PRICE        
1176 SELLER.DAYS        
1177 HISTORICAL.SELLER.DAYS        
Page 23 of 54
198,225,226,
CTF 228-231,233 517,
Token Name
Token 354, 378, 563, 562 558 716 791 518, 1334 1550
1833, 1865, 519
1868
1206 SPECIAL.PRICE.INDICATOR        
1211 CORRECTION.NEW.EXTENDED.RADE.COND        
1213 CORRECTION.PREV.EXTENDED.TRADE.COND        
1223 CORRECTION.NEW.TRADE. COND        
1224 CORRECTION.PREV.SELLER. DAYS        
1225 CORRECTION.NEW.SELLER. DAYS        
1229 CANCEL.TRADE.SEQ        
1236 LIMIT.PRICE.FLAG        
1318 PQ.AUCTION.PRICE        
1411 TS.AUCTION.PRICE        
1444 CIRCUIT.BREAKER.LEVEL1        
1464 TRADE.CLOSING.DATETIME        
1498 AUCTION.TYPE        
1621 YEST.UNADJ.CLOSE        
1658 CLEARING.PRICE        
1659 CLOSING.CLEARING.PRICE        
1663 HIGH.LIMIT.AUCTION        
1664 LOW.LIMIT.AUCTION        
1708 TRADABLE.STATUS        
(For ID
1709 MARKET.PHASE 1833, 1865,       
1868 only)
1712 QUOTE.CLOSE.DATE        
1779 MKT.ORDER.IMBALANCE.SIZEs        
2000 QUOTE.COND_1        
2003 QUOTE.COND_4        
2500 TRADE.COND_1        
2514 ASK.COND_1        
2515 BID.COND_1        
3000 30DAY.MEAN.VOL        
3132 INSTR.TYPE        
3133 ENUM.INSTR.TYPE        
3171 FINANCIAL.STATUS        
3197 RTSD.ALT.EXCH.IDENTIFIER1        
3218 SHRS.OUTSTANDING        
3239 SHORT.SALE.RESTRICTION.IND        
3355 ENUM.CA.TYPE        
3356 CA.TYPE.DESC        
Page 24 of 54
198,225,226,
CTF 228-231,233 517,
Token Name
Token 354, 378, 563, 562 558 716 791 518, 1334 1550
1833, 1865, 519
1868
3950 SYMBOL.BLOOMBERG.TICKER        
3952 BLOOMBERG.GLOBAL_ID        
3953 BLOOMBERG.GLOBAL_ID.COMP        
3958 SYMBOL.ESIGNAL.TICKER        
3960 INSTR_NAME.LOCAL        
3998 ORDER.IMBALANCE.VOL_ALT        
3999 IMBALANCE.SIDE_ALT        
4084 SIGNIFICANT.IMBALANCE.IND        
5038 CORRECTION.TRADE.SEQ        
5055 RNR.STREAM.ID (TOKEN 5055)        
5061 RNR.END.EXCH.SEQ        
Reference Data Tokens

Reference Data tokens also will be available on the Consolidated Feed for the sources detailed within this document. For
many sources this reference data includes information about corresponding Bloomberg Financial Instrument Global
Identifier fields. For a full list of tokens and enumerated values, please see the Consolidated Feed - Wire Protocol Data
Model Reference Data Services document on the Developer Support website.
2.11. Enumerated Values

This section explains those CTF tokens that have an enumerated list of values.
Participant Code
Participant Code Source ID Name / Mnemonic
A NYSE American, LLC (NYSE American)

B NASDAQ OMX BX, Inc. (NASDAQ OMX BX)
C NYSE National, Inc. (NYSE National)
D FINRA Alternative Display Facility (ADF)
H MIAX Pearl Exchange, LLC (MIAX)
I International Securities Exchange, LLC (ISE)
J Cboe EDGA Exchange, Inc. (Cboe EDGA)
K Cboe EDGX Exchange, Inc. (Cboe EDGX)
L Long-Term Stock Exchange, Inc. (LTSE)
M NYSE Chicago, Inc. (NYSE Chicago)
N New York Stock Exchange, LLC (NYSE)
P NYSE Arca, Inc. (NYSE Arca)
S Consolidated Tape System (CTS)
T NASDAQ Stock Market, LLC (NASDAQ)
U Members Exchange, LLC (MEMX)
V Investors’ Exchange, LLC. (IEX)
Page 25 of 54
Participant Code Source ID Name / Mnemonic
W CBOE Stock Exchange, Inc. (CBSX)

X NASDAQ OMX PSX, Inc. (NASDAQ OMX PSX)
Y Cboe BYX Exchange, Inc. (Cboe BYX)
Z Cboe BZX Exchange, Inc. (Cboe BZX)
24 - REFRESH
The values of token 24 are used to indicate different types of refresh or cycle messages as well as deletions. The values of
the legacy code differ in meaning from the values of CTF token 24.
Value Legacy Description Description in CTF Mode
0 Cycle message indicator Real-time

1 Response to query Cycle message indicator
2 Market Maker delete
3 Questionable trade indicator
5 Deletion from CSP database
As of 16 November 2010, trades marked as questionable (24=3) update daily highs and lows for a given instrument. Prior to
that date, questionable trades were excluded from the calculation of daily highs and lows.
47 - MKT.COND
Value Description
0 Normal auction market

1 Crossed market
2 Locked market
111 - TRADE.CONDITION,
112 - HISTORICAL.TRADE.CONDITION
113 - CANCEL.TRADE.CONDITION
Byte Category Meaning Value
1 Orderbook Trade Reported R
2 Plain-Vanilla Trade P
Transaction Category
Technical Trade T
3 Negotiated Trade N
Negotiated Transaction Indicator
No Negotiated Trade Z
4 Crossing Trade / Periodic Auction Trade X

Crossing Trade / Periodic Trade Indicator
Not a Crossing Trade or Periodic Auction Trade Z
5 Trade with Conditions F

Trade Condition Indicator
No Conditions Z
Page 26 of 54
Normal N
6 Auction Trade A
Trade Report Time/Sequence Indicator
Previous Day Trade P
During off hours (pre or post market) or out of sequence O
7 Trade is conducted at the standard size or multiple thereof S

Non-standard trade size
Trade is conducted at a non-standard size L
Definition for each byte TRADE.CONDITION, HISTORICAL.TRADE.CONDITION, and CANCEL.TRADE CONDITION
1. Byte 1 (Orderbook Trade) will always have a value of “R” (Reported).

2. Byte 2 (Transaction Category) will have a value of “P” (Plain-Vanilla Trade) if regular trade is the only sale condition (CTF
token 2500 = 0), otherwise it will be equal to “T” (Technical Trade).
3. Byte 3 (Negotiated Transaction Indicator) will always be equal to “Z” (not negotiated) as none of the SIP trades are
negotiated.
4. Byte 4 (Crossing Trade / Periodic Auction Trade Indicator) will be equal to “X” (Crossing Trade / Periodic Auction Trade)
if CTF token 2500 (TRADE.COND_1) is equal to 24 or one of the values of CTF token 1021 (EXTENDED.TRADE.COND) is
equal to 24, otherwise it is set to “Z”.
5. Byte 5 (Trade Condition Indicator) will be equal to “Z” (no conditions) if regular trade is the only sale condition,
otherwise it is equal to “F” (Trade with Conditions).
6. Byte 6 (Trade Report Time/Sequence Indicator) will be set to “P” for all Prior Day trades, set to “O” for all trades sold
pre or post market or out of sequence (CTF token 2500 values 20, 21 or 26). If the trade was sold today and was in
sequence (any CTF token value other than 20, 21 or 26) it is set to “N” (Normal). Currently auction trades do not exist
so it is a value (“A”) that will not be shown.
7. Byte 7 (Non-standard Trade Size) is equal to “L” (Non-Standard Size) if an odd lot trade (CTF token 2500 = 9), otherwise
it is set to “S” (Standard size).
8. TRADE.CONDITION is not sent if this is an official open or close price, as they are not trades, just price
indications. These are CTF token 2500 values 13 (Market Center Official Close) and 17 (Market Center Official Open).
Example:
Here is an example of how we would take an executed trade and create TRADE.CONDITION from the trade sale conditions.
We have a trade with 4 trade conditions:

1) Cash (Value 03)
2) Intermarket Sweep Order (Value 06)
3) Extended Hours Trade (Value 20)
4) Odd Lot Trade (Value 09)
This would create a value for EXTENDED.TRADE.COND (CTF value 1021) of 03062009, a combination of each of the 4 sale
conditions.
This trade would create a TRADE.CONDITION value as follows:

BYTE 1 = “R” (Reported Trade)
BYTE 2 = “T” (Technical Trade)
BYTE 3 = “Z” (Not a negotiated trade)
BYTE 4 = “Z” (Not a crossing Trade)
BYTE 5 = “F” (Trade with conditions)
BYTE 6 = “O” (During off hours, or out of sequence)
BYTE 7 = “L” (Trade is conducted at a non-standard size)
Putting the 7 values together we get a TRADE.CONDITION value of “RTZZFOL”
255 - REPORTING.MARKET.ID
Value Description
a NYSE American
b FINRA/NASDAQ TRF Chicago
Page 27 of 54
c NYSE National
d FINRA (Formally National Association of Securities Dealers)
i International Securities Exchange
j Direct Edge “A” Exchange
k Direct Edge “X” Exchange
m Chicago Stock Exchange
n FINRA/NYSE TRF
p NYSE/ARCA (formerly Pacific) Exchange
t FINRA/Nasdaq TRF Carteret
v IEX
w CBOE Exchange
x Philadelphia Exchange
y BATS “Y” Exchange
z BATS “Z” Exchange
Space Not Applicable
294 - INSTR.STATUS_2
Value Description
0 Resume
4 No Open/No Resume
6 Trading Range Indication
7 Additional Information Required
9 EFT Component Prices not Available.
14 Regulatory Concern
15 Republished Limit Up-Limit Down (LULD) Price Band
16 News Dissemination
17 Order Imbalance
18 Limit up Limit Down (LULD) Trading Pause
19 News Pending
20 Equipment Changeover
21 Sub-Penny Trading
Limit up-Limit Down (LULD) Price Band (Long quote contains
22
the lower and upper price bands for a security, not a quote).
23 Market Wide Circuit Breaker Level 1 - Breached
25 New Security Offering
53 Merger Effective
54 Intraday Indicative Value not Available.
55 Corporate Action
Page 28 of 54
478 - BID.PART.CODE
Refer to Participant Code
479 - ASK.PART.CODE
646 - SETTLE.IND
Value Description
0 Regular way settlement

1 Cash only settlement
2 Next day only settlement
648 - TRANSACTION.PRICE_IND
This token is disseminated in real time only. It is not refreshed, and it applies only to the message in which it occurs.
Code / Token
Description of Condition
Value
0 Indicator not applicable
1 Stop stock indicator applicable
704 - QUOTE.IND
Value Description
0 Retail price improvement is not applicable

1 Retail price improvement is applicable to the bid quote
2 Retail price improvement is applicable to the offer quote
Retail price improvement is applicable to the bid and offer
3
quotes
705 - INSTR.STATUS (For src.id 558, 562, 198, 225-231, 233, 517-519, 563, 791)
Value Description
0 Resume
1 Trading halt
5 Price indication
6 Trading Range Indication
7 Market Imbalance Buy
8 Market Imbalance Sell
9 Market on Close Imbalance Buy
10 Market on Close Imbalance Sell
11 Reserved for later date
12 No Market Imbalance
Page 29 of 54
Value Description
13 No Market on Close Imbalance

14 Short Sale Restriction
15 Limit Up/Limit Down
854 - TRADE.PART.CODE
856 - CONTROL.MSG.TYPE
The following table gives the values of CTF token 856.
Value Control Message
3 Start of Day
11 Reset Message Sequence Number
20 End of transmission
23 FINRA Open
24 FINRA Close
SIAC has made an intraday switchover from primary to backup data center for
68
market information
Market-wide circuit breaker - Level 1
96
breached – See sec. 5.3.1
97
98
882 - SELLER.ID.STRING and 883 - BUYER.ID.STRING

In CTF output from the CSP, the displayed values of tokens 883 and 882 are the alphabetical ID for the market maker and
are not numerically encoded.
These tokens/codes appear only in the original bid and ask messages; they do not appear in refresh/cycle messages.
942 - AUCTION.STATUS.INDICATOR
Value Description
0 Will run for open and close

1 Will run; interest exists inside the collars, or interest is fully paired off
2 Will run because there is an imbalance at or through the collars
3 Will not run; will transition to the closing auction instead
1012 - REASON.CODE
Value Description
0 No Reason
1 Not applicable or not available
Page 30 of 54
Value Description
2 Order Imbalance.
3 Operational
4 News Pending
5 News Dissemination.
7 Additional Information Required
9 EFT Component Prices not Available.
14 Regulatory Concern
25 New Security Offering
34 Trading and/or quotation halt due to sub-penny trading
43 Limit up/Limit down (LULD) trading pause
47 Market-wide circuit breaker - Level 1 breached
53 Merger Effective
54 Intraday Indicative Value not Available.
55 Corporate Action
1017- HELD.TRADE.INDICATOR
Value Description
0 Not Applicable
Trade held by the processor during a primary market regulatory halt and should not be
1
used as last sale for the participant or on a consolidated basis.
Trade held by the processor during a primary regulatory halt and can be used as a last sale
2
for the reporting participant, but not for the consolidated price
Trade held by the processor during a primary market regulatory halt and can be used as a
3
last sale for both the participant and consolidated prices
1021 - EXTENDED.TRADE.COND
This token allows up to four trade conditions to be displayed simultaneously. This token will only be sent if more than one
trade condition is in use.
A value of 00 for each group except “Settlement Type” means that there is no condition for that group.
Leading zeros are dropped from the message.
Reason for Trade through Extended Hours/

Settlement Type BRO Required Detail
Exemption Sequence Type
00 00 00 00
03 – Cash Trade 06 – Intermarket Sweep 12 – Sold Last 02 – Average Price Trade
14 – Next Day Trade 15 – Market Center Opening Trade 20 – Extended Hours Trade 05 – Automatic Execution
21 – Extended Hour Trade 07- Opening/Reopening Trade
18 – Seller 52 – Derivatively Priced
Sold out of Sequence Detail
53 – Market Center Reopening
26 – Sold Out of Sequence 08 - Price Variation Trade
Trade
54 – Market Center Closing Trade 09 – Odd Lot Trade
55 – Qualified contingent trade 10 – Rule 127
Page 31 of 54
Reason for Trade through Extended Hours/
Settlement Type BRO Required Detail
Exemption Sequence Type
56 – Reserved 13 – Market Center Official Close
57 – Consolidated Last Price Per
16 – Prior Reference Price
Listing Packet
17 – Market Center Official Open
22 – Contingent trade
24 – Cross Trade/Periodic Auction
Trade
1040 - CORP.ACTION.IND
Value Description
0 No Corporate Action
1 Ex-Dividend
2 Ex-Distribution
4 Ex-Rights
8 New
16 Ex-Interest
1041 - COLLAR.STATUS
Value Description
0 Trading Collars are not in effect. Please disregard the previous message.
Trading Collars are now in effect. Index Arbitrage orders to Buy any component of the
1 S&P stock price index must be changed to Buy Minus. MOC Orders previously entered
must be either cancelled or re-entered as a Buy Minus order.
2 S&P stock price index must be changed to Buy Minus except for MOC Orders liquidating
a previous position. MOC Orders without instructions must be cancelled.
3 S&P stock price index must be changed to Buy Minus. MOC Orders without instructions
must be cancelled.
4
S&P stock price index must be changed to Buy Minus. MOC Orders cannot be can celled.
Trading Collars are now in effect. Index Arbitrage orders to Sell any component of the
5 S&P stock price index must be changed to Sell Plus. MOC Orders previously entered
must be either cancelled or re-entered as a Buy Minus order.
6 S&P stock price index must be changed to Sell Plus except for MOC Orders liquidating a
previous position. MOC Orders without instructions must be cancelled.
7 S&P stock price index must be changed to Sell Plus. MOC Orders without instructions
must be cancelled.
8
S&P stock price index must be changed to Sell Plus. MOC Orders cannot be cancelled.
Trading Collars are no longer in effect. Index Arbitrage orders to buy any components of
9
the S&P stock price index no longer need to be entered as Buy Minus.
Trading Collars are no longer in effect. Index Arbitrage orders to sell any components of
10
the S&P stock price index no longer need to be entered as Sell Plus.
Page 32 of 54
1083 - REGIONAL.PART.CODE
Market Center
Exchange (Market Center)
Code
a NYSE American
b Boston
c National
d NYSE – NASD
i NYSE – International Securities Exchange
j EDGA Exchange
k EDGX Exchange
m Chicago Stock Exch.
n NYSE
p Arca (Pacific)
t NASDAQ (regional)
v IEX
w Chicago Board of Options
x Philadelphia
y Cboe BATS Y
z Cboe BATS Z
1093 - PQ.LAST.PRICE
Value Description
0 Value at reset, default value

1 Last price affected by a trade
3 Last price affected by a correction
4 Last price affected by a cancellation
5 Last price affected by a summary message
1211 - CORRECTION.NEW.EXTENDED.TRADE.COND,
1213 - CORRECTION.PREV.EXTENDED.TRADE.COND,
1223 - CORRECTION.NEW.TRADE.COND
Trade condition values for historical trades are the values when the trade originally occurred and are for information only.
They do not affect any high, low, last, open, close, or VWAP values for the current day.
Consolidated Consolidated Participant Participant Participant
Value Description VWAP
Last High/Low Open Last High/ Low
0 Regular sale (No Condition) Yes Yes #4 Yes Yes Yes
2 Average Price Trade No No No No No No
3 Cash Trade (Same Day Clearing) No No No No No No
5 Automatic Execution Yes Yes #4 Yes Yes Yes
6 Intermarket Sweep Order Yes Yes #4 Yes Yes Yes
8 Price Variation Trade No No No No No No
9 Odd Lot Trade No No No No No No
Page 33 of 54
Consolidated Consolidated Participant Participant Participant
Value Description VWAP
Last High/Low Open Last High/ Low
10 NYSE Yes Yes #4 Yes Yes Yes
11 NYSE American Yes Yes #4 Yes Yes Yes
12 Sold Last (Late Reporting) #3 Yes #4 Yes Yes Yes
13 Market Center Official Close No No No Yes Yes No
Next day Trade (Next Day
14 No No No No No No
Clearing)
15 Market Center Opening Trade #1 Yes Yes #2 Yes Yes
16 Prior Reference Price #2 Yes #4 #2 Yes No
17 Market Center Official Open No No Yes No Yes No
18 Seller No No No No No No
20 Extended Hours Trade No No No No No Yes
Extended Hours Trade Sold Out of
21 No No No No No Yes
Sequence
22 Contingent Trade No No No No No No
24 Cross Trade Yes Yes #4 Yes Yes Yes
26 Sold Out of Sequence #2 Yes #4 #2 Yes Yes
52 Derivatively Priced #2 Yes #4 #2 Yes No
53 Market Center Reopening Trade Yes Yes #4 Yes Yes Yes
54 Market Center Closing Trade Yes Yes #4 Yes Yes Yes
55 Qualified Contingent Trade No No No No No No
56 Reserved No No No No No N/A
Corrected Consolidated Close
57 Yes Yes No No No No
Price as per Listing Market
#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 Listing Market for
the security; otherwise No.
#4) Yes if it is the first or only qualifying trade of the day; otherwise No.
1236 - LIMIT.PRICE.FLAG
Sent only for regional sources. See sec. 2.12
Code / Token
Value
0 Limit Up/Limit Down not applicable
1 Bid price above upper limit price band – bid is non-executable
2 Offer price below lower limit price band – offer is non-executable
1318 - PQ.AUCTION.PRICE
Code / Token
Value
0 Current auction is indicative (still active)
1 Current auction has ended
Page 34 of 54
1206 - SPECIAL.PRICE.INDICATOR
Token 1206 is used to indicate when high/low limits impact the tradability of an instrument and to indicate how high/low
limits are applicable to quotations.
See table below and sec. 5.3.2
Value Description
Values for Trading Status

0 Not applicable
21 Limit Up/Limit Down price band republished
22 Limit Up/Limit Down price band
23 National best bid limit state entered
24 National best bid limit state exited
25 National best offer limit state entered
26 National best offer limit state exited
27 National best bid and offer limit state entered
28 National best bid and offer limit state exited
29 National best bid limit state entered and national best offer limit state exited
30 National best bid limit state exited and national best offer limit state entered
Values for Quotations
0 Limit Up/Limit Down not applicable
1 National best bid and national best offer are executable
2 National best bid is below lower limit price band – national best bid is non-executable
3 National best offer is above upper limit price band – national best offer is non-executable
National best bid is below lower limit price band and national best offer above upper limit
4
price band – national best bid and national best offer are non-executable
5 National best bid equals upper limit price band – national best bid is in limit state
6 National best offer equals lower limit price band – national best offer is in limit state
National best bid equals upper limit price band – national best bid is in limit state / National
7
best offer is above upper limit price band – national best offer is non-executable
National best bid is below lower limit price band – national best bid is non-executable /
8
National best offer equals lower limit price band – national best offer is in limit state
National best bid is equal to upper limit price band – national best bid is in limit state /
9
National best offer equals lower limit price band – national best offer is in limit state
1498 - AUCTION.TYPE
Value Description
1 Early Opening Auction

2 Closing Auction
3 Core Opening Auction
4 Reopening Auction (done while resuming a halted security)
5 Extreme Closing Imbalance
6 Regulatory Closing Imbalance
Page 35 of 54
1708 - TRADABLE.STATUS
Value Description
0 Undefined
1 Normal
2 Halted
3 Suspendeds
1709 - MARKET.PHASE
Value Description
0 Undefined
1 Closed
2 Pre-Market
3 Opening Auction
4 Continuous Trading
5 Mandatory Quote
6 Volatility Interruption
7 Intra-Day Auction (Scheduled)
8 Closing Auction
9 Alternative Pricing Session
10 Post-Market
11 Indicative Quote
2000 - QUOTE.COND_1
CTF token 2000 appears only in the data for regional source/exchange IDs. Token 2000 does not appear in the data for the
level 1 and composite (BBO) source IDs. In addition, locked/crossed information is now carried by CTF token 2003.
Code/
Description of Quote Condition
Token Value
0 Regular open quote
Slow quote on the offer side. While in this mode, auto-execution is not eligible on the offer side, and can be
1 traded through pursuant to anticipated Regulation NMS requirements. This quote condition IS eligible for
the National and NASD BBO.
Slow quote on the bid side. While in this mode, auto-execution is not eligible on the bid side, and can be
2 traded through pursuant to anticipated Regulation NMS requirements. This quote condition IS eligible for
the National and NASD BBO.
One-sided NBBO at market close. This condition will be indicated upon dissemination of the last quotation
3 from a Participant for that security during the trading day or at the market price. This quote condition is
NOT eligible for the National and NASD BBO.
Slow quote due to a NYSE liquidity replenishment point (NYSE LRP) or gap quote on the bid side. While in this
5 mode, auto-execution is not eligible; the quote is then considered slow on the bid side and can be traded
through as per regulation NMS. This quote condition is NOT eligible for the National and NASD BBO.
Slow quote due to a NYSE liquidity replenishment point (NYSE LRP) or gap quote on the offer side. While in
6 this mode, auto-execution is not eligible; the quote is then considered slow on the offer side and can be
traded through as per regulation NMS. This quote condition is NOT eligible for the National and NASD BBO.
Slow quote on the bid and offer sides. While in this mode, auto-execution is NOT eligible on the bid and offer
10 sides, and either or both sides can be traded through pursuant to anticipated Regulation NMS requirements.
This quote condition IS eligible for the National and NASD BBO.
Page 36 of 54
Code/
Description of Quote Condition
Token Value
Market Maker Quotes Closed (NASD). Similar to Quote Condition C, this condition is disseminated by each
individual market maker to signify either the last quotation of the day or the premature close of an individual
14
market maker for the day. In the latter case, the market maker can re-open by transmitting a BLANK or No
Quote condition. This quote condition is NOT eligible for the National and NASD BBO.
Non-firm quote. This quote condition suspends the firm quotation obligation for the reported Security. This
16
quote condition is NOT eligible for the National and NASD BBO.
Opening quote. This condition is disseminated with the first quotation from a given market center for each
17
security. This quote condition IS eligible for the National and NASD BBO.
Regular (for NASDAQ - Market Maker Open). This condition is used for the majority of quotes to indicate a
normal trading environment. It is also used by the NASDAQ Market Makers in place of Quote Condition “O”
22
to indicate the first quote of the day for a particular security. The condition may also be used when a Market
Maker re-opens a security during the day. This quote condition IS eligible for the National and NASD BBO.
Slow quote due to a NYSE liquidity replenishment point (NYSE LRP), NYSE American tolerance breach
(spread, momentum or gap trade tolerance), or gap quote on both the bid and offer sides. While in this
25 mode, auto-execution is not eligible; the quote is then considered Manual and Non-Firm in the bid and offer;
and either or both sides can be traded through as per regulation NMS. This quote condition is NOT eligible
for the National and NASD BBO.
Slow quote due to Set Slow List on both the bid and offer sides. While in this mode, auto-execution is not
27 eligible; the quote is then considered slow in the bid and offer; and either or both sides can be traded
through as per regulation NMS. This quote condition IS eligible for the National and NASD BBO.
On demand intra-day auction. Quotes with this condition are not eligible to update the BBO (Best Bid or
36
Offer).
2001 - QUOTE.COND_2
QUOTE.COND_2 provides halt and resume information only. The values are listed below.
Token Value Description of Condition
0 Normal / trade resume

1 Halt
2 Quote resume
3 Opening delay
4 No open/No resume
5 Price indication
6 Trading range indication
7 Market imbalance buy
8 Market imbalance sell
9 Market on close imbalance buy
10 Market on close imbalance sell
12 No market imbalance
13 No market on close imbalance
14 Short sale restriction
15 Limit Up/Limit Down – Sent with low and high limits
Page 37 of 54
2003 - QUOTE.COND_4
Code / Token
Value
0 Normal
43 Crossed Market
54 Locked Market
2500 - TRADE.COND_1
Token 2500 appears in trade messages on the composite source ID, regional, and composite NYSE exchanges and currently
can take one of the listed values indicating the condition of the trade/sale. The type of trade condition determines if other
market data for the given instrument should be updated in the composite source ID 558 or in the regional and composite
exchanges. Specifically, the trade/sale condition determines if the trade should be reflected in the last trade price, the trade
volume, the opening price, and the daily high/low. In CTF mode, the value follows the token, as in 2500=0. The following
table explains the different values of trade condition 1.
Updates Updates Open
Updates
Last Trade Updates price in Updates
Value of Last trade Price in
Description of Sales Condition Price in Vol. in all Regional and High/Low in
Token Regional and
Composite Exchs. Composite all Exchs.
Composite Exchs.
Exchs Exchs.
0 Regular sale Yes Yes Yes (4) Yes
2 Average price trade No No Yes No No
3 Cash Trade (Same Day Clearing) No No Yes No No
5 Automatic Execution Yes Yes Yes (4) Yes
6 Intermarket Sweep Order Yes Yes Yes (4) Yes
8 Price Variation Trade No No Yes No No
9 Odd Lot Trade 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*
Next Day Trade (Next Day
14 No No Yes No No
Clearing)
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
Pre and Post market: sold out of
21 No No Yes No No
sequence
22 Contingent trade No No Yes No No
Cross Trade / Periodic Auction
24 Yes Yes Yes (4) Yes
Trade
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
Page 38 of 54
Updates Updates Open
Updates
Last Trade Updates price in Updates
Value of Last trade Price in
Description of Sales Condition Price in Vol. in all Regional and High/Low in
Token Regional and
Composite Exchs. Composite all Exchs.
Composite Exchs.
Exchs Exchs.
56 Reserved No No Yes No No
Consolidated last price per
57 Yes Yes*** No Yes*** Yes***
listing packet
(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.
A sales condition glossary can be found in Appendix C.
2514 - ASK.COND_1
2515 - BID.COND_1
Value Description
0 Regular Open Quote

1 Slow quote on offer side *
2 Slow quote on bid side *
3 Closing
5 Slow quote due to LRP or Gap quote on the bid side. Only Offer side is eligible for BBO.
6 Slow quote due to LRP or gap quote on the offer side. Only Bid side is eligible for BBO.
10 Slow quote on bid and offer sides *
14 Closed Market Maker (FINRA)
16 Non-firm Quote
17 Opening quote *
22 Regular (FINRA Open) *
25 Slow quote due to Liquidity Replenishment Point (LRP), or gap quote on both the bid and offer sides.
27 Slow Quote due to set slow list on both bid and offer sides *
36 On Demand Intra-Day Auction
3132 - INSTR.TYPE
Value Description
8194 EXCHANGE_TRADED_NOTE
8200 REIT
Page 39 of 54
3133 - ENUM.INSTR.TYPE
Value Description
8194 EXCHANGE_TRADED_NOTE
8200 REIT
3171 - FINANCIAL.STATUS
Token 3171 denotes when an issuer has failed to submit its regulatory filings on a timely basis, has failed to meet the
exchange's continuing listing standards, and/or has filed for bankruptcy. CTF token 47 is no longer used to report the
financial status indicator.
Value Description
Normal (Default): Issuer Is NOT bankrupt, NOT below continuing listing standards, and
0
NOT late filing.
1 Redemptions suspended for an Exchange Traded Product
2 Liquidation for an Exchange Traded Product
3 Creations and/or redemptions suspended for an Exchange Traded Product
4 Below continuing listing standards, pending delisting
5 Late filing
7 Bankrupt and below continuing listing standards, pending delisting
10 Below continuing listing standards and late filing
12 Bankrupt and late filing
14 Bankrupt, below continuing listing standards and late filing
21 Bankrupt
3197 - RTSD.ALT.EXCH.IDENTIFIER1
Value Description
C Control Group
G1 Frist test Group
G2 Second test Group
G3 Third test Group
3239 - SHORT.SALE.RESTRICTION.IND
f88 Value Description
0 Short sale restriction not in effect

1 Short sale restriction activated
3 Short sale restriction continued
4 Short sale restriction deactivated
5 Short sale restriction in effect
Page 40 of 54
3355 - ENUM.CA.TYPE
Value Description
104 IPO
106 New Listing
5055 - RNR.STREAM.ID / 5062 - RNR.END.SEGMENT / 5063 - RNR.END.TOTAL.SEGMENT /

5064 - RNR.END.SESSION.ID
See the discussion of token 5074. The values of token 5064 are the same as for bytes 2 – 4 of 5074. The values of token 5063
are the same as for bytes 7 – 8 of 5074. The values of token 5062 are the same as for bytes 5 – 6 of 5074. And the values of
token 5055 are the same as for bytes 9 – 12 of 5074.
5070 - RNR.FLAG
The following table gives the values of CTF token 5070.
Flag indicating that a reset is
Day of the Message is in
required for the day's
Week sequence
sequence numbers
Sunday 0 6
Monday 16 22
Tuesday 32 38
Wednesday 48 54
Thursday 64 70
Friday 80 86
Saturday 96 102
The value of CTF token 5070 in a given message indicates the day of the sequence number given by token 5061. For
example, if 5070=32, it indicates that the sequence number for that message is part of Tuesday's sequence numbers and
that the message is in the correct order. If 5070=54, it will usually be in a special reset message, and it indicates that
Wednesday's sequence numbers should be reset. This special reset message is available only from CSPs version 6.6 and
above. It will include the source ID for the exchange and will have RNR_RESET_MSG as the message symbol.
5074 - RNR.END.ENCODED.STRING
The exchange attaches a single sequence number to each message that it transmits. If the message is complex and contains
several segments, ICE Data Services separates the message into simpler messages each containing just one segment. When
this occurs, there is no longer a unique exchange-generated sequence number for each of the simpler messages. The official
exchange sequence numbers cannot in general be used for sequencing of ICE Data Services messages.
The values of token 5074 are provided to identify uniquely each of these simpler ICE Data Services messages. Each value of
the token can be up to 12 bytes in length as follows:
Byte 1 Reserved (not used)
Bytes 2 – 4 The session ID for the current set of sequence numbers. The session ID will increment when sequence
numbers roll over, have a sequence reset (not end of day rest), or are reinitialized for any reason. The session ID (CTF token
5064) can be up to 3 bytes in length (default = 1).
Bytes 5 – 6 The position of the current segment within the exchange message (default = 1). The segment may be the
1st, 2nd, 3rd, or later in the original exchange message. (CTF token 5062)
Bytes 7 – 8 The total number of segments in the original exchange message (default = 1) (CTF token 5063)
Page 41 of 54
Bytes 9 – 12 A unique ICE Data Services-assigned line ID (see below) for the data source of the message (CTF token
5055)
2.12. Data Line IDs

The following table lists the special line IDs assigned by ICE Data Services to identify each data source from NYSE, NYSE MKT,
or NASDAQ. These line IDs appear as the value of CTF token 5044.
Source Line ID
NYSE/NYSE MKT Consolidated Tape System, CTS (4 lines) 2030-2033

NYSE/NYSE MKT Consolidated Quote System, CQS (5 lines) 2034-2038
NASDAQ UTP Trade Data Feed, UTDF (3 lines) 2040-2042
NASDAQ UTP Quotation Data Feed, UQDF (3 lines) 2045-2047
NASDAQ Index Dissemination Service, NIDS 2051
Limit Up / Limit Down – Exchange-Wide Circuit Breakers

Pursuant to limit up / limit down, NYSE will issue exchange-wide halts if the value of the S&P 500 index drops below specific
benchmark values. The tokens CIRCUIT.BREAKER.LEVEL1 (1444), CIRCUIT.BREAKER.LEVEL2 (1445) and
CIRCUIT.BREAKER.LEVEL3 (1446) provide these benchmark values. Exchange-wide halts will be indicated using specific
values of CONTROL.MESSAGE.TYPE (856). Both the circuit breaker levels and CONTROL.MESSAGE.TYPE are associated with
the symbol .EXCHANGE.ADMIN. An indication of exchange-wide halts will also be provided using REASON.CODE (1012),
which will be sent for every active instrument.
Limit Up / Limit Down – Symbol Limits

Pursuant to limit up / limit down, NYSE will issue a symbol-specific high and low limit for each symbol; no symbol may trade
outside of these limits. The tokens LIMIT.HIGH (338) and LIMIT.LOW (339) will provide these limits. LIMIT.PRICE.FLAG
(1236) will indicate when the limits activate for regional quotes. SPECIAL.PRICE.INDICATOR (1206) will indicate when the
limits activate for NBBO quotes and when the limits impact the tradability of an instrument.
2.13. Best Bid/Offer Information and Composite Quotes

The ICE Data Services receives both best bid and best ask quotations as well as regional bid/ask information for NYSE from
SIAC. Best bid/ask is also known as BBO or NBBO (National Best Bid Offer) information, and it is found in composite quotes
using the CTF tokens 10, 12, 13, and 11.
2.14. Units and Data Compression

Date and Time Units
All time parameters in the Consolidated Feed are expressed in coordinated universal time (UTC), which is the standard
(winter) civil time for the United Kingdom and Ireland and is very nearly equivalent to the older Greenwich Mean Time
(GMT). There is no UTC adjustment for daylight saving time.
Last activity date, are expressed in units of 4-digit years, months, and days and represented as yyyymmdd without spaces or
other demarcation. The year used is the year of the Common Era.
Last activity time, are expressed in units of hours, minutes, and seconds and are represented as hhmmss without spaces or
other demarcation.
Activity.Datetime, Trade.Datetime, and Quote.Datetime in CTF use the Unix time stamp. These dates and times are
represented by the number of seconds since January 1, 1970 at 00:00:00 UTC. For example, a last activity time of 15 hours,
31 minutes, and 45 seconds on 10 December 2004 would be represented in CTF by the token=value pair of 16=1102692705.
Page 42 of 54
CTF date and time parameters can also include milliseconds as decimal fractions. In the previous example, if the number of
seconds were 45.002, the CTF token=value pair would be 16=1102692705.002.
Data Compression
The enumerated values for some CTF tokens can be as many as eight characters in length. If the uncompressed value of the
token includes any leading zeroes, these leading zeroes will be suppressed. For example, currency codes are expressed in
three pairs of octal digits. Each octal pair stands for the numerical position of the corresponding letter in the alphabet. A CTF
message giving prices in Australian dollars and using the CTF token 270, after dropping the leading zero, would show:
270=12504
After adding back the leading zero to get 01-25-04, the value can be decoded to the alphabetical ID for the currency, AUD.
See appendix E for a conversion table between octal digits and letters of the alphabet.
2.15. Quote Cancellation

NYSE can indicate a quote cancellation on any regional market center or on the composite.
In CTF mode clients will see the token to be blanked followed by no value. For example, if the bid price is blanked |12=| will
be sent on the feed.
For clients using Regional Source IDs, cancellations will appear in line with other messages received.
For clients using the composite source ID feed, cancellations will appear on the corresponding regionally remapped source
ID only. Cancellations will not appear on the composite source ID feed. Therefore, in order for clients to see cancellations
they must monitor both the composite source ID exchange (558) as well as all regional exchanges.
2.16. Special Processing for TRADE.DATETIME

Effective 16 June 2014, ICE Data Services is adjusting the message processing for NYSE and NYSE MKT regional exchanges to
assure that TRADE.DATETIME is available where appropriate. If a security has trades on a NYSE or NYSE MKT regional
exchange but none that qualify for a TRADE.PRICE, and if the regional exchange sends a price marked as an official close for
the security, ICE Data Services will copy the official close price to CURRENT.PRICE for that regional only and will generate a
corresponding TRADE.DATETIME. Prior to 16 June 2014, TRADE.DATETIME has not been available under these
circumstances. As a result of the new processing, TRADE.PRICE and CURRENT.PRICE may not always be equal.
Page 43 of 54
3. Sample Messages
3.1. Message Processing
Due to current NYSE auction rules, AUCTION.PRICE will be zero filled. All prices in the auction phase will be available through
the REF.PRICE (reference price).
3.2. Message Processing at Reset

 Although the output of client CSPs (Client Site Processor) to client systems will not change radically as a result of
this change, the bandwidth input to the CFP (Customer Premise Fanout) and to the CSP may increase by a
substantial margin and may result in higher requirements for the client’s external network connections. Clients
should discuss these requirements with their account managers.
 DISPLAY.PRECISION, ENUM.CURRENCY, CURRENCY.STRING, in general, will not be sent in realtime throughout the
trading day. This information is published at reset and can sometimes be published with a realtime update for a
particular security. Throughout the rest of the day DISPLAY.PRECISION, ENUM.CURRENCY, CURRENCY.STRING can
be obtained via refresh messages.
 INSTR.STATUS, unlike the token it is replacing (QUOTE.COND_2) will not be set to zero during reset processing
when in a non-halted state. Instead, INSTR.STATUS will never be reset and will contain whatever value the
exchange last provided.
 Reset messages will be extended by blanking many more tokens including all those for which there are no values.
The following table lists the tokens to be blanked at reset by source ID or group
NYSE Composite/558 NYSE Regionals NYSE: NASD ATF/562
ASK.COND_1 ASK.COND_1
ASK.PART.CODE
ASK.PRICE ASK.PRICE ASK.PRICE
ASK.SIZE ASK.SIZE ASK.SIZE
BID.COND_1 BID.COND_1
BID.PART.CODE
BID.PRICE BID.PRICE BID.PRICE
BID.SIZE BID.SIZE BID.SIZE
BUYER.ID.STRING
CANCEL.TRADE.SEQ CANCEL.TRADE.SEQ CANCEL.TRADE.SEQ
CHG CHG CHG
CIRCUIT.BREAKER.LEVEL1
CONTROL.MSG.TYPE
CORRECTION.NEW.EXTENDED.TRADE.C CORRECTION.NEW.EXTENDED.TRADE.C CORRECTION.NEW.EXTENDED.TRADE.C
OND OND OND
CORRECTION.NEW.SELLER.DAYS CORRECTION.NEW.SELLER.DAYS CORRECTION.NEW.SELLER.DAYS
CORRECTION.NEW.TRADE.COND CORRECTION.NEW.TRADE.COND CORRECTION.NEW.TRADE.COND
CORRECTION.NEW.TRADE.PRICE CORRECTION.NEW.TRADE.PRICE CORRECTION.NEW.TRADE.PRICE
CORRECTION.NEW.TRADE.SIZE CORRECTION.NEW.TRADE.SIZE CORRECTION.NEW.TRADE.SIZE
Page 44 of 54
CORRECTION.PREV.EXTENDED.TRADE.C CORRECTION.PREV.EXTENDED.TRADE.C CORRECTION.PREV.EXTENDED.TRADE.C

OND OND OND
CORRECTION.PREV.TRADE.PRICE CORRECTION.PREV.TRADE.PRICE CORRECTION.PREV.TRADE.PRICE
CORRECTION.PREV.TRADE.SIZE CORRECTION.PREV.TRADE.SIZE CORRECTION.PREV.TRADE.SIZE
CORRECTION.TRADE.SEQ CORRECTION.TRADE.SEQ CORRECTION.TRADE.SEQ
EXCH.MESSAGE.TIMESTAMP EXCH.MESSAGE.TIMESTAMP EXCH.MESSAGE.TIMESTAMP
EXTENDED.TRADE.COND EXTENDED.TRADE.COND EXTENDED.TRADE.COND
HELD.TRADE.INDICATOR HELD.TRADE.INDICATOR HELD.TRADE.INDICATOR
HIGH.LIMIT.AUCTION
HISTORICAL.CANCEL.PRICE HISTORICAL.CANCEL.PRICE HISTORICAL.CANCEL.PRICE
HISTORICAL.CANCEL.SIZE HISTORICAL.CANCEL.SIZE HISTORICAL.CANCEL.SIZE
HISTORICAL.CORRECTION.PRICE HISTORICAL.CORRECTION.PRICE HISTORICAL.CORRECTION.PRICE
HISTORICAL.CORRECTION.SIZE HISTORICAL.CORRECTION.SIZE HISTORICAL.CORRECTION.SIZE
HISTORICAL.MESSAGE.DATE HISTORICAL.MESSAGE.DATE HISTORICAL.MESSAGE.DATE
HISTORICAL.MESSAGE.TIME HISTORICAL.MESSAGE.TIME HISTORICAL.MESSAGE.TIME
HISTORICAL.ORIG.TRADE.THROUGH.EX HISTORICAL.ORIG.TRADE.THROUGH.EX HISTORICAL.ORIG.TRADE.THROUGH.EX
EMPT.IND EMPT.IND EMPT.IND
HISTORICAL.ORIGINAL.MESSAGE.DATE HISTORICAL.ORIGINAL.MESSAGE.DATE HISTORICAL.ORIGINAL.MESSAGE.DATE
HISTORICAL.ORIGINAL.MESSAGE.TIME HISTORICAL.ORIGINAL.MESSAGE.TIME HISTORICAL.ORIGINAL.MESSAGE.TIME
HISTORICAL.ORIGINAL.TRADE.COND HISTORICAL.ORIGINAL.TRADE.COND HISTORICAL.ORIGINAL.TRADE.COND
HISTORICAL.SELLER.DAYS HISTORICAL.SELLER.DAYS HISTORICAL.SELLER.DAYS
HISTORICAL.TRADE.COND HISTORICAL.TRADE.COND HISTORICAL.TRADE.COND
HISTORICAL.TRADE.DATE HISTORICAL.TRADE.DATE HISTORICAL.TRADE.DATE
HISTORICAL.TRADE.PRICE HISTORICAL.TRADE.PRICE HISTORICAL.TRADE.PRICE
HISTORICAL.TRADE.SIZE HISTORICAL.TRADE.SIZE HISTORICAL.TRADE.SIZE
HISTORICAL.TRADE.THROUGH.EXEMPT. HISTORICAL.TRADE.THROUGH.EXEMPT. HISTORICAL.TRADE.THROUGH.EXEMPT.
IND IND IND
HISTORICAL.TRADE.TIME HISTORICAL.TRADE.TIME HISTORICAL.TRADE.TIME
LIMIT.HIGH
LIMIT.LOW
LIMIT.PRICE.FLAG LIMIT.PRICE.FLAG
LOW.LIMIT.AUCTION
MKT.COND
ORIG.TRADE.THROUGH.EXEMPT.IND ORIG.TRADE.THROUGH.EXEMPT.IND ORIG.TRADE.THROUGH.EXEMPT.IND
ORIGINAL.TRADE.COND ORIGINAL.TRADE.COND ORIGINAL.TRADE.COND
PCT.CHG PCT.CHG PCT.CHG
PQ.LAST.PRICE PQ.LAST.PRICE PQ.LAST.PRICE
QUOTE.COND_1
QUOTE.COND_4 QUOTE.COND_4 QUOTE.COND_4
QUOTE.IND QUOTE.IND
REF.PRICE
REGIONAL.PART.CODE
REPORTING.MARKET.ID
RNR.END.EXCH.SEQ RNR.END.EXCH.SEQ RNR.END.EXCH.SEQ
Page 45 of 54
RNR.STREAM.ID RNR.STREAM.ID RNR.STREAM.ID

SELLER.DAYS SELLER.DAYS SELLER.DAYS
SELLER.ID.STRING
SESSION.VOL SESSION.VOL SESSION.VOL
TRADABLE.STATUS TRADABLE.STATUS TRADABLE.STATUS
TRADE.BLOCK.COUNT TRADE.BLOCK.COUNT TRADE.BLOCK.COUNT
TRADE.BLOCK.VOL TRADE.BLOCK.VOL TRADE.BLOCK.VOL
TRADE.COND.PRICE TRADE.COND.PRICE TRADE.COND.PRICE
TRADE.COND.SIZE TRADE.COND.SIZE TRADE.COND.SIZE
TRADE.COND_1 TRADE.COND_1 TRADE.COND_1
TRADE.HIGH TRADE.HIGH TRADE.HIGH
TRADE.LOW TRADE.LOW TRADE.LOW
TRADE.OPEN TRADE.OPEN TRADE.OPEN
TRADE.PART.CODE
TRADE.SIZE TRADE.SIZE TRADE.SIZE
TRADE.THROUGH.EXEMPT.IND TRADE.THROUGH.EXEMPT.IND TRADE.THROUGH.EXEMPT.IND
TRADE.TICK TRADE.TICK TRADE.TICK
TRADE.TREND TRADE.TREND TRADE.TREND
TRADE.UNIQUE.ID TRADE.UNIQUE.ID TRADE.UNIQUE.ID
TRADE.VOL TRADE.VOL TRADE.VOL
TRANSACTION.PRICE_IND TRANSACTION.PRICE_IND TRANSACTION.PRICE_IND
VWAP VWAP VWAP
Example of new Reset Messages:

Composites
3=558|4=558|5=AAV|416=0|280=6|255=|854=|1083=|461=|9=|2500=|1021=|432=|316=|447=|448=|23=|388=|394=|4
00=|22=|440=|441=|474=|444=20170918|622=|1663=|1664=|1229=|252=|253=|1016=|1213=|5038=|250=|251=|1223
=|1211=|1225=|55=|5061=|5055=|270=252304|435=USD|14=6.5|1093=|473=46826|407=6.5|1621=6.5|361=|362=|18=
1505851322.03921|451=1505851322.03921|981=|1176=|982=|1006=|1002=|1005=|983=|1177=|1000=|1001=|1202=|1
203=|1007=|1003=|1008=|1004=|1019=|1018=|984=|1020=|478=|12=|13=|479=|10=|11=|2515=|2514=|2003=|20=15
05865606.29297|16=1505865606.29297|338=|339=|1444=|1445=|1446=|856=|648=|1017=|1012=0|1206=0|3239=0|31
71=0|705=15|294=|1708=|646=0|47=
3=545|4=545|5=DGSE|416=0|280=6|255=|854=|1083=|461=|9=|2500=|1021=|432=|316=|447=|448=|23=|388=|394=|
400=|22=|440=|441=|474=|444=20170918|622=|1663=|1664=|1229=|252=|253=|1016=|1213=|5038=|250=|251=|122
3=|1211=|1225=|55=|5061=|5055=|270=252304|435=USD|14=1.33|1093=|473=8722|407=1.33|1621=1.33|361=|362=|
18=1505851139.63712|451=1505851139.63712|981=|1176=|982=|1006=|1002=|1005=|983=|1177=|1000=|1001=|1202
=|1203=|1007=|1003=|1008=|1004=|1019=|1018=|984=|1020=|478=|12=|13=|479=|10=|11=|2515=|2514=|2003=|20
=1505865606.31628|16=1505865606.31628|338=|339=|1444=|1445=|1446=|856=|648=|1017=|1012=0|1206=0|3239=0
|3171=0|705=15|294=|1708=|646=0|47=
Regional
3=518|4=518|5=GS|416=0|280=6|461=|9=|2500=|1021=|432=|316=|447=|448=|23=|388=|394=|400=|22=|440=|441=
|385=225.93|1464=1505261046|474=|444=20170918|1229=|252=|253=|1016=|1213=|5038=|250=|251=|1223=|1211=|
1225=|55=|5061=|5055=|270=252304|435=USD|14=228.93|1093=|473=14900|407=228.93|1621=228.93|361=|362=|18
=1505851198.40488|451=1505851198.40488|981=|1176=|982=|301=|1006=|1002=|1005=|983=|1177=|1000=|1001=|1
202=|1203=|1007=|1003=|1008=|1004=|1019=|1018=|984=|1020=|12=|13=|10=|11=|704=|2000=|2003=|20=1505851
201.01313|16=1505851201.01313|1236=|648=|1017=|705=|1708=
Page 46 of 54
3=230|4=230|5=GS|416=0|280=6|461=|9=|2500=|1021=|432=|316=|447=|448=|23=|388=|394=|400=|22=|440=|441=
|385=228.99|1464=1505851200.23891|474=|444=20170918|1229=|252=|253=|1016=|1213=|5038=|250=|251=|1223=|
1211=|1225=|55=|5061=|5055=|270=252304|435=USD|14=228.99|1093=|473=145027|407=228.99|1621=228.99|361=|
362=|18=1505851200.23891|451=1505851200.23891|981=|1176=|982=|301=0|1006=|1002=|1005=|983=|1177=|1000=
|1001=|1202=|1203=|1007=|1003=|1008=|1004=|1019=|1018=|984=|1020=|12=|13=|10=|11=|704=|2000=|2003=|20
=1505865606.29039|16=1505865606.29039|1236=|648=|1017=|705=|1708=
Indices
3=340|4=340|5=FPEI.EU|416=0|280=6|270=252304|435=USD|55=|5061=|5055=|12=|10=|14=56668.1|407=56668.1|36
1=|362=|388=|394=|400=|22=|473=|432=|316=|16=1505826194.03768|20=|18=1505826194.03768|451=1505826194.0
3768
3=340|4=340|5=FPEI.IV|416=0|280=6|270=252304|435=USD|55=|5061=|5055=|12=|10=|14=20.0876|407=20.0876|361
=|362=|388=|394=|400=|22=|473=|432=|316=|16=1505852986.9467|20=|18=1505852986.9467|451=1505852986.9467
3=340|4=340|5=FPEI.NV|416=0|280=6|270=252304|435=USD|55=|5061=|5055=|12=|10=|14=20.0837|407=20.0837|36
1=|362=|388=|394=|400=|22=|473=|432=|316=|16=1505826194.03768|20=|18=1505826194.03768|451=1505826194.0
3768
3=340|4=340|5=FPEI.SO|416=0|280=6|270=252304|435=USD|55=|5061=|5055=|12=|10=|14=|407=|361=|362=|388=|3
94=|400=|22=|473=1000002|432=|316=|16=|20=|18=|451=
3=340|4=340|5=FPEI.TC|416=0|280=6|270=252304|435=USD|55=|5061=|5055=|12=|10=|14=60476.39|407=60476.39|3
61=|362=|388=|394=|400=|22=|473=|432=|316=|16=1505826194.03768|20=|18=1505826194.03768|451=1505826194.
03768
3.3. Samples of CTF Messages

Refresh Message
[EOT] [payload size:
150]3=229|4=229|5=BOH|24=1|12=46.96|13=100|10=47|11=100|384=45.59|2000=3|14=45.59|400=45.46|20=11103159
66|
18=1112817660|16=1112817660|451=1112731267|280=4[ETX]
where
[EOT] = ASCII character signalling the beginning of the message

[payload size: = length of message
150]
3=229 = message permission is for NYSE regional
4=229 = exchange reported is NYSE regional
5=BOH = symbol is for Bank of Hawaii
24=1 = message is a refresh
12=46.96 = best bid price is 46.96
13=100 = size of best bid is 100 shares
10=47 = best ask price is 47
11=100 = size of best ask is 100 shares
384=45.59 = today’s close price is 45.59 (yesterday’s close price until market closes)
2000=3 = one-sided NBBO at market close
14=45.59 = current price is 45.59
400=45.46 = open price is 45.46
20=1110315966 = quote time in seconds from 00:00 Jan 1, 1970
Page 47 of 54
18=1112817660 = last trade time in seconds from 00:00 Jan 1, 1970
16=1112817660 = last activity time in seconds from 00:00 Jan 1, 1970
451=1112731267 = last trade time at last reset in seconds from 00:00 Jan 1, 1970
280=4 = decimal precision of display is 4 places
[ETX} = ASCII character signalling the end of the message
[EOT] [payload size: 67]3=229|4=229|5=BOH|24=1|22=187400|388=45.94|

394=45.43|407=45.3|280=4[ETX]
where
[EOT] = ASCII character signalling the beginning of the message

[payload size: 63] = length of message
5=BOH = symbol is for Bank of Hawaii
24=1 = message is response to a query
22=187400 = cumulative trade volume is 187,400 shares
388=45.94 = today’s high price is 45.94
394=45.43 = today’s low price is 45.43
11=100 = size of best ask is 100 shares
384=45.59 = today’s close price is 45.59 (yesterday’s close price until market closes)
407=45.3 = yesterday’s close price is 45.30
[ETX} = ASCII character signaling the end of the message
Query Response
[EOT] [payload size:
403]5026=1|4=229|5=ABT|3=229|8=47.73|9=200|10=46.53|11=12800|12=46.5|13=4600|14=47.73|16=1112813290.106
|
18=1112813290.106|20=1110315678|22=2793500|23=2793500|201=NYSE - New York Stock
Exchange|270=252304|280=4|316=-|
361=0.53|362=1.12|384=47.2|388=47.9|394=47.17|400=47.3|407=47.2|432=***-
***+|437=1112813295.195|440=24|441=661600|448=100|451=1112731268|473=3201500|474=47.6393|2000=3|2500=
0[ETX]
where
[EOT] = ASCII character signaling the beginning of the message

[payload size: 403] = length of message
5026=1 = query tag
5=ABT = symbol is for Abbott Labs
8=47.73 = last trade price is 47.73
9=200 = volume of last trade is 200 shares
10=46.53 = best ask price is 46.53
Page 48 of 54
11=12800 = size of best ask is 12,800 shares
12=46.5 = best bid price is 46.96
13=4600 = size of best bid is 4600 shares
14=47.73 = current price is 47.73
16=1112813290.106 = last activity time in seconds from 00:00 Jan 1, 1970
18=1112813290.106 = last trade time in seconds from 00:00 Jan 1, 1970
20=1110315678 = quote time in seconds from 00:00 Jan 1, 1970
22=2793500 = cumulative trade volume is 2,793,500 shares
23=2793500 = volume traded during current session excluding form T trades
201=NYSE - New York = name of exchange source (source ID)
Stock Exchange
270=252304 = currency in octal code (US dollars)

316=- = latest tick indicator
361=0.53 = net change is 0.53 (dollars)
362=1.12 = today’s net percent change is 1.12
384=47.2 = today’s close price is 47.20
400=47.3 = opening price is 47.30
407=47.2 = yesterday’s closing price is 47.20
432=***-***+ = last 8 ticks; 3 unchanged, 1 down, 3 unchanged, 1 up
437=1112813295.195 = current time in seconds from 00:00 Jan 1, 1970
440=24 = number of block trades today is 24
441=661600| = total volume of block trades is 661,600 shares
448=100 = trade size associated with trade condition (2500=0) is 100 shares
451=1112731268 = last trade time at last reset in seconds from 00:00 Jan 1, 1970
473=3201500 = yesterday’s total cumulative volume is 3,201500 shares
474=47.6393 = volume weighted average price is 47.6393
2000=3 = quote condition 1 is
2500=0 = trade condition is regular sale
[ETX] = ASCII character signaling the end of the message
Page 49 of 54
Appendices
A NYSE Symbol Directory
At the following website, click on SYMBOL LOOKUP for access to the NYSE symbol directory:
http://www.nyse.com
B Sale Condition Glossary

The following terms are frequently used to describe sale conditions. See also the NYSE glossary by clicking on GLOSSARY at:
http://www.nyse.com
Acquisition - A transaction made on the exchange as a result of an exchange acquisition.

Average Price Trade - A trade where the price reported is based upon an average of the prices for the transactions in a
security during all or any portion of the trading day.
Basket Index on Close Transaction - A basket index on close transaction signifies a trade involving paired basket
orders, the execution of which is based on the closing value of the index. These trades will be reported after the close when
the index closing value is determined.
Burst Basket Execution - A burst basket execution signifies a trade wherein the equity specialists, acting in the
aggregate as a market maker, purchase or sell the component stocks required for execution of a specific basket trade.
Bunched Trade - (NASDAQ) A Bunched Trade is defined as a trade representing an aggregate of two or more Regular
trades in a security occurring at the same price, either simultaneously or within the same 60 second period, with no
individual trade exceeding 10,000 shares. NASDAQ will process a Bunched Trade as a Regular last sale when updating the
security’s last sale information.
Bunched Sold - (NASDAQ) A Bunched Sold Trade is a Bunched Trade that is reported late (later than 90 seconds after the
occurrence of the first trade aggregated in the Bunched trade report). NASDAQ will process a Bunched Sold Trade as a Sold
(i.e. Out of Sequence) Trade when updating the security’s last sale information.
Cash - A transaction that calls for the delivery of securities and payment on the same day the trade took place.
Cash (Only) Market - A security settling in cash all day on a participant or consolidated basis, such as a Common,
Preferred or Right that is nearing expiration. Settlement is similar to a Cash Trade, except that Cash (only) Market trades
qualify to update a security's trading range (high, low, last calculations) during the day. Participants can elect to report
different settlements in the same security during the day based on their own settlement requirements. For example, one
participant can report trades as cash (only) market while another participant can report trades as regular or next day
settlement. For Network B bonds, cash (only) market can be used to report transactions in a regular way market.
Custom Basket Cross - A custom basket cross execution signifies a trade of (a) two paired split (where the customer
requires only a portion of the standardized basket) orders in which the market maker or member organization facilitates
both sides of the remaining portion of the baskets, or (b) a combination of a split basket and an entire basket where the
market maker facilitates the remaining shares of the split basket only.
Distribution - Sale of a large block of stock in such a manner that the price is not adversely affected.
Form T - (NASDAQ) A trade executed after the normal trade reporting day has ended and are not applicable for UTP
exchange participants.
Held Trades - Trades that are received from a non-primary market center during a primary market regulatory halt. These
trades are held and are disseminated after the close of the primary market.
Intraday Trade Detail - The Intraday trade detail report indicates the trade was included as part of a transaction, that
involves a group or “bunch” of orders executed at the same time and price and previously reported by the market center as
a single cumulative trade report.
Page 50 of 54
Next Day - A transaction, which calls for delivery of securities between one and four days after the trade date.
Opened - Indicates an opening transaction that is printed out of sequence and at the wrong time.
Opening/Reopening Trade Detail - An opening/reopening trade detail report indicates the trade was included as
part of an opening or reopening transaction previously reported by a market center on an aggregated basis.
Prior Reference Price - An executed trade that relates to an obligation to trade at an earlier point in the trading day or
that refers to a prior referenced price. This may be the result of an order that was lost or misplaced or a SelectNet order that
was not executed on a timely basis.
Regular Sale - A trade made without stated conditions is deemed regular way.
Rule 127 Trade (NYSE) - To qualify as a 127 print, the trade must always be outside the present quotation and meet
one or both of the following conditions: (1) have a volume of 10,000 shares or more and/or; (2) have a dollar value of
$200,000 or more.
Rule 155 Trade (NYSE MKT) - To qualify as a 155 print, a specialist arranges for the sale of the block at one “clean-up”
price or at the different price limits on his book. If the block is sold at “clean-up” price, the specialist should execute at the
same price all the executable buy orders on his book.
Seller - A seller’s option transaction is a special transaction, which gives the seller the right to deliver the stock at any time
within a specified period, ranging from not less than two calendar days, to not more than 60 calendar days. A stock offered
“Seller’s Option” may command a lesser price than if offered “Regular Way”.
Sold - Sold is used when a trade is reported out of sequence and at a time different from the actual transaction time.
Sold Last - Sold last is used when a trade prints in sequence but is reported late.
Split Trade - 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 at whatever price is realized in another market to which the balance of the order is
forwarded for execution.
Page 51 of 54
C Useful Websites
Specifications
For the specifications on CTS and CQS output from SIAC, consult the following website:
http://www.nysedata.com/direct/specs.asp
General sites
NYSE data portal:
http://www.nysedata.com
General NYSE website:
http://www.nyse.com
Page 52 of 54
D Data Type
Type Description
Float Value may be decimal, with an explicit decimal point.
Integer Integer values.
Octal Value is encoded bytewise as shown in Appendix E.
String ASCII character string.
E Octal Code for ASCII Characters

In for some codes and tokens, pairs of octal digits are frequently used to represent alphabetical characters such as found in
market maker IDs or currency codes. The following table gives the conversion.
Note: Leading zeros will be dropped after conversion: for example "ABC" is encoded as 10203.
Octal Octal
ASCII Character ASCII Character
Digits Digits
00 SPACE
01 A 41 a
02 B 42 b
03 C 43 c
04 D 44 d
05 E 45 e
06 F 46 f
07 G 47 g
10 H 50 h
11 I 51 i
12 J 52 j
13 K 53 k
14 L 54 l
15 M 55 m
16 N 56 n
17 O 57 o
20 P 60 p
21 Q 61 q
22 R 62 r
23 S 63 s
24 T 64 t
25 U 65 u
26 V 66 v
27 W 67 w
30 X 70 x
31 Y 71 y
32 Z 72 z
Page 53 of 54
Disclaimer and Trademarks
Use of this documentation is limited to clients and prospective clients of ICE Data LP and/or its affiliates (“ICE Data”). This
material contains information that is confidential and proprietary property and/or trade secrets of ICE Data, and is not to be
published, reproduced, copied, disclosed or used without the express written consent of ICE Data. ICE Data Services is part
of Intercontinental Exchange, Inc.,(NYSE:ICE) (“ICE”) and is the marketing name used for certain ICE businesses including but
not limited to ICE Data LP and ICE Data Services, Inc. and its subsidiaries globally.
This document is provided for informational purposes only and is not an offer of advisory services or investment advice. This
document is not meant to be a solicitation, or recommendation to buy, sell or hold any securities. The information
contained in this document is subject to change without notice and does not constitute any form of warranty,
representation, or undertaking. ICE Data makes no warranties whatsoever, either express or implied, as to merchantability,
fitness for a particular purpose, or any other matter. Without limiting the foregoing, ICE Data makes no representation or
warranty that any data or information supplied to or by it are complete or free from errors, omissions, or defects.
Trademarks of Intercontinental Exchange, Inc. and/or its affiliates include: Intercontinental Exchange, ICE, ICE block design,
NYSE, ICE Data Services, ICE Data and New York Stock Exchange. Information regarding additional trademarks and
intellectual property rights of Intercontinental Exchange, Inc. and/or its affiliates is located at
www.intercontinentalexchange.com/terms-of-use. Other products, services, or company names mentioned herein are the
property of, and may be the service mark or trademark of, their respective owners.
© 2023 Intercontinental Exchange, Inc.
Page 54 of 54

New York Stock Exchange NYSE 2023-01-30

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

New York Stock Exchange NYSE 2023-01-30

Uploaded by

Copyright:

Available Formats

CONSOLIDATED FEED - WIRE PROTOCOL

NEW YORK STOCK EXCHANGE

Contacting ICE Data Services

1.1. NYSE Data Source

1.2. Trading Hours

Component Example Description

2.2. Source IDs

Exchange Description CTF Source ID Reset Time

NYSE IEX only 198 00:05

NYSE: ARCA Bonds (Corporate Bond

2.4. CTS vs. ICE Data Services Suffixes

2.5. Symbology for NYSE Market Indicators Calculated by ICE Data

2.6. Symbology for NYSE: ARCA Bonds (Corporate Bonds Service)

2.8. Regional Data on the Composite source ID Data Feed

(As of 3 August 2015, VWAP includes pre- and post-market

1042 INSTR.ADJUSTMENT 0 = None Integer

Sent along with TRADE.CLOSE (token 384)

(Same information as bytes 5 – 6 of token 5074.)

(Same information as bytes 2 – 4 of token 5074.)

Source ID Where Used

Reference Data Tokens

2.11. Enumerated Values

Participant Code Source ID Name / Mnemonic

A NYSE American, LLC (NYSE American)

W CBOE Stock Exchange, Inc. (CBSX)

Value Legacy Description Description in CTF Mode

0 Cycle message indicator Real-time

0 Normal auction market

Byte Category Meaning Value

1 Orderbook Trade Reported R

4 Crossing Trade / Periodic Auction Trade X

5 Trade with Conditions F

7 Trade is conducted at the standard size or multiple thereof S

Definition for each byte TRADE.CONDITION, HISTORICAL.TRADE.CONDITION, and CANCEL.TRADE CONDITION

1. Byte 1 (Orderbook Trade) will always have a value of “R” (Reported).

We have a trade with 4 trade conditions:

This trade would create a TRADE.CONDITION value as follows:

Putting the 7 values together we get a TRADE.CONDITION value of “RTZZFOL”

0 Regular way settlement

0 Retail price improvement is not applicable

13 No Market on Close Imbalance

Value Control Message

882 - SELLER.ID.STRING and 883 - BUYER.ID.STRING

0 Will run for open and close

Reason for Trade through Extended Hours/

0 Value at reset, default value

Values for Trading Status

1 Early Opening Auction

Token Value Description of Condition

0 Normal / trade resume

0 Regular Open Quote

f88 Value Description

0 Short sale restriction not in effect

5055 - RNR.STREAM.ID / 5062 - RNR.END.SEGMENT / 5063 - RNR.END.TOTAL.SEGMENT /

2.12. Data Line IDs

NYSE/NYSE MKT Consolidated Tape System, CTS (4 lines) 2030-2033

Limit Up / Limit Down – Exchange-Wide Circuit Breakers

Limit Up / Limit Down – Symbol Limits

2.13. Best Bid/Offer Information and Composite Quotes

2.14. Units and Data Compression

2.15. Quote Cancellation

2.16. Special Processing for TRADE.DATETIME

3.2. Message Processing at Reset

NYSE Composite/558 NYSE Regionals NYSE: NASD ATF/562