What do the colors mean in the Level II/Depth data area?
In the first two columns of the Level 2 data area, the eight colors are simply used to separate the data .
(based on price) In the third - Time & Sales - column (ie. the very right hand side of this area), green,
signifies
up red signifies
down and white signifies
no change.
The up and down arrows that appear in the Price columns of the Bid & Ask offer areas of our Level 2 data area are drawn
based on the Bid/Ask delta value meaning that the specific Market Maker dropped or lowered their bid/ask value for that
specific offer.
The "Exchange" identifier symbols are the Market Maker IDs for the various exchanges placing the bid & ask offers. Most
can be clicked to view the details of the Market Maker.
What do the letters mean on the left hand side of the "Time & Sales" column?
The "Time & Sales" column of the Quotemodule tool displays the "Trade Indicator" code on the left side of the column. A
normal trade will have no Trade Indicators.
Here are the original code descriptions:
b = Delayed Delivery
c = Contingent Trade
d = Cash
e = Non Boardlot
f = Mandatory Cash
g = VWAP Trade
k = Sets the Last Price
l = Sets the Open Price
m = Special Terms Trading
n = Non-Voting shares
o = Basis Trade
p = Accrued Interest Stock
q = MOC Trade
r = Restricted Voting Shares
s = Special Trading Session
u = Trading in $US.
v = Subordinate Voting Shares
x = Internal Cross
What do the special characters under Level 2 Canadian "Market-by-Order" represent?
Various "Special Order" types exist for Canadian stocks Bid & Ask orders under the "Market-by-Order" view. A normal order will have no indicator.
Here are the original code descriptions:
a = All or none
c = Cash settlement
d = Delayed date settlement
l = Lots of
m = Minimum fill volume
n = Non-resident
s = Non-net settlement
t = Cash today settlement
v = Derivative related settlement
