TradeCondition(277)

, ,
1

Imported from previous forum

2

What does it mean and when does it happens of the following trade condition?
0 = Cancel
0 U = Cancel Exchange Last

Thanks so much.

3

0=Cancel means that the trade having that condition has been cancelled. U=Exchange Last (not Cancel Exchange Last) means that this is a new trade and also the most recent trade of an execution venue.
Note that TradeCondition (277) is a MultipleStringValue field, i.e. it can have more than one value. You can see its values as flags attached to the trade.

What does it mean and when does it happens of the following trade condition?
0 = Cancel
0 U = Cancel Exchange Last

Thanks so much.