Level 2 quotes for Legg Mason Canada Holdings Ltd. (LMI)

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Depth/Level II for Legg Mason Canada Holdings Ltd. (LMI:CA)

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

Market-By-Price

Market-By-Order

Market-By-Broker

Market-By-Price

Time	#	Size	Bid

Market-By-Price
not available in
delayed format.

Ask	Size	#	Time

Market-By-Price
not available in
delayed format.

Time & Sales

Price	Size	Time	Buy	Sell
21.00	100	12/03	Close CIBC World Markets Inc. PO Box 500 161 Bay Street Toronto, ON M5J 2S8 (416) 594-7000 079	Close BMO Nesbitt Burns Inc. 49th Floor 1 First Canadian Place Toronto, ON M5X 1H3 (416) 359-4000 009
21.10	2500	12/03	Close BMO Nesbitt Burns Inc. 49th Floor 1 First Canadian Place Toronto, ON M5X 1H3 (416) 359-4000 009	Close BMO Nesbitt Burns Inc. 49th Floor 1 First Canadian Place Toronto, ON M5X 1H3 (416) 359-4000 009
19.95	200	12/03	Close CIBC World Markets Inc. PO Box 500 161 Bay Street Toronto, ON M5J 2S8 (416) 594-7000 079	Close TD Securities Inc. P.O. Box 1, TD Tower 12th Floor, 66 Wellington Street West Toronto, ON M5K 1A2 (416) 982-8222 007
20.00	100	12/02	Close Anonymous 001	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074
20.00	100	12/02	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074	Close Anonymous 001
20.00	100	12/01	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074	Close Anonymous 001
21.00	100	11/26	Close CIBC World Markets Inc. PO Box 500 161 Bay Street Toronto, ON M5J 2S8 (416) 594-7000 079	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074
19.00	100	11/25	Close CIBC World Markets Inc. PO Box 500 161 Bay Street Toronto, ON M5J 2S8 (416) 594-7000 079	Close Anonymous 001
18.00	100	11/25	Close CIBC World Markets Inc. PO Box 500 161 Bay Street Toronto, ON M5J 2S8 (416) 594-7000 079	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074
17.15	1600	11/21	Close BMO Nesbitt Burns Inc. 49th Floor 1 First Canadian Place Toronto, ON M5X 1H3 (416) 359-4000 009	Close BMO Nesbitt Burns Inc. 49th Floor 1 First Canadian Place Toronto, ON M5X 1H3 (416) 359-4000 009
16.00	100	11/21	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074	Close CIBC World Markets Inc. PO Box 500 161 Bay Street Toronto, ON M5J 2S8 (416) 594-7000 079
17.00	6500	11/21	Close Morgan Stanley Canada Limited Suite 3700 181 Bay Street Toronto, ON M5J 2T3 (416) 943-8400 053	Close Morgan Stanley Canada Limited Suite 3700 181 Bay Street Toronto, ON M5J 2T3 (416) 943-8400 053
17.00	100	11/19	Close CIBC World Markets Inc. PO Box 500 161 Bay Street Toronto, ON M5J 2S8 (416) 594-7000 079	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074
18.00	100	11/19	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074	Close Anonymous 001
19.00	100	11/17	Close CIBC World Markets Inc. PO Box 500 161 Bay Street Toronto, ON M5J 2S8 (416) 594-7000 079	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074
19.00	100	11/17	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074	Close Anonymous 001
19.00	200	11/14	Close Anonymous 001	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074
19.00	100	11/13	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074	Close Anonymous 001
20.25	100	11/10	Close Questrade Inc. North American Centre Suite 1700 5650 Yonge Street Toronto, ON M2M 4G3 (416) 227-9876 124	Close Anonymous 001
21.00	100	11/10	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074	Close Anonymous 001
21.91	100	11/10	Close GMP Securities L.P. Suite 300 145 King Street West Toronto, ON M5H 1J8 (416) 367-8600 074	Close Anonymous 001
21.35	10500	11/07	Close BMO Nesbitt Burns Inc. 49th Floor 1 First Canadian Place Toronto, ON M5X 1H3 (416) 359-4000 009	Close BMO Nesbitt Burns Inc. 49th Floor 1 First Canadian Place Toronto, ON M5X 1H3 (416) 359-4000 009
24.00	200	11/04	Close Penson Financial Services Canada Inc. Suite 1100 360 St-Jacques Street West Montreal, QC H2Y 1P5 (514) 841-9665 005	Close Anonymous 001
24.00	100	11/04	Close Penson Financial Services Canada Inc. Suite 1100 360 St-Jacques Street West Montreal, QC H2Y 1P5 (514) 841-9665 005	Close Anonymous 001
25.66	100	10/31	Close National Bank Financial Inc. 5th Floor 1155 Metcalfe Street Montreal, QC H3B 4S9 (514) 879-2222 080	Close Anonymous 001
25.66	200	10/31	Close Le Groupe Option Retraite Inc. 8th Floor 1080 Beaver Hall Montreal, QC H2Z 1S8 (514) 861-0777 029	Close Anonymous 001
25.80	200	10/30	Close TD Securities Inc. P.O. Box 1, TD Tower 12th Floor, 66 Wellington Street West Toronto, ON M5K 1A2 (416) 982-8222 007	Close Anonymous 001
25.78	100	10/30	Close Anonymous 001	Close Anonymous 001
25.59	200	10/30	Close Anonymous 001	Close Anonymous 001
25.88	100	10/30	Close Anonymous 001	Close Anonymous 001