Trade Conditions

Alpaca Market Data
#1

Is there a glossary page with definitions for trade conditions.

  • c Trade Conditions array

    {
    “t”: “2021-02-06T13:04:56.334320128Z”,
    “x”: “C”,
    “p”: 387.62,
    “s”: 100,
    “c”: [
    " ",
    “T”
    ],
    “i”: 52983525029461,
    “z”: “B”
    }

#2

Hey @abegi

Check out this page for CTS and UTDF Conditions

Jason

#3

I would love to see a simple table that says which quote conditions reflect the best bid or ask. The tables in the CQS, and UQDF documentation linked from this page aren’t quite clear enough for a few conditions.

#4

Hmm, that link is now broken. Is this still documented somewhere ? For now I’ll use this Trade Conditions | Interactive Brokers LLC