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      Mariner Backtesting - Sales Conditions

      CTA Feed Codes found in Market Data and Bar Data

      Overview:

      Sales Conditions used in creating the bars

      CTA Feed
      In minute bar Condition Description
      y Blank No Sale Condition required within the Category it appears (Long Trade format only) N/A
      y @ REGULAR TRADE (Indicates a trade with associated conditions) #4
      n B AVERAGE PRICE TRADE
      n C CASH TRADE (Same Day Clearing)
      y E AUTOMATIC EXECUTION #4
      y F INTERMARKET SWEEP ORDER #4
      n H PRICE VARIATION TRADE
      y I ODD LOT TRADE
      y K RULE 127 (NYSE Only) or RULE 155 (NYSE MKT only) #4
      n L SOLD LAST (Late Reporting) #3 #4
      n M MARKET CENTER OFFICIAL CLOSE
      n N NEXT DAY TRADE (Next Day Clearing)
      y O MARKET CENTER OPENING TRADE #1 #2
      n P PRIOR REFERENCE PRICE #2 #4 #2
      n Q MARKET CENTER OFFICIAL OPEN
      n R SELLER
      y T EXTENDED HOURS TRADE
      n U EXTENDED HOURS SOLD (Out of Sequence)
      n V CONTINGENT TRADE
      y X CROSS TRADE #4
      n Z SOLD (Out of Sequence) #2 #4 #2
      n 4 DERIVATIVELY PRICED #2 #4 #2
      y 5 MARKET CENTER REOPENING TRADE #4
      y 6 MARKET CENTER CLOSING TRADE #4
      n 7 QUALIFIED CONTINGENT TRADE
      n 8 RESERVED TBD
      n 9 CORRECTED CONSOLIDATED CLOSE PRICE as per LISTING MARKET
      UTP Feed
      In minute bar Condition Description
      y @ Regular Sale
      y A Acquisition
      y B Bunched Trade
      n C Cash Sale
      y D Distribution
      n E Placeholder Future Use
      y F Intermarket Sweep
      n G Bunched Sold Trade
      y I Odd Lot Trade
      n H Price Variation Trade
      y K Rule 155 Trade (AMEX)
      n L Sold Last
      n M Market Center Official Close
      n N Next Day
      y O Opening Prints
      n P Prior Reference Price
      n Q Market Center Official Open 3
      n R Seller
      y S Split Trade
      y T Form T
      n U Extended trading hours (Sold Out of Sequence)
      n V Contingent Trade (current)
      n V Stock-Option Trade (retired)
      n W Average Price Trade
      y X Cross Trade
      y Y Yellow Flag Regular Trade
      n Z Sold (out of Sequence)
      y 1 Stopped Stock (Regular Trade)
      n 4 Derivatively priced
      y 5 Re-Opening
      y 6 Closing Prints
      n 7 Placeholder For 611 Exempt (retired)
      n 7 Qualified Contingent Trade ("QCT")
      n 8 Placeholder For 611 Exempt
      n 9 Corrected Consolidated Close (per listing market)