Last Sale

Last Sale (LS)

Provides details such as the price, size, timestamp, and Market Participant ID (MPID) associated with the sale. Additionally, it will include a Tick indicator that identifies whether the Last Sale resulted in a plus, zero-plus, minus, or zero-minus Tick.

Last Sale Data

• Origin — Reporting MPID of ATS or Market Maker (three or four letters)
• MPID — MPID of the market maker firm.
• Symbol — The four or five letters
• Condition — Cross, Buy, Sell
• Quantity — the amount of shares traded
• Price — Traded Price
• Tick Indicator
  • D — Down Tick. The current Best Bid Price is lower than the previous Best Bid Price
  • U — Up Tick. The current Best Bid Price is higher than the previous Best Bid Price
  • N — No Tick. The current Best Bid Price is the same as the previous Best Bid Price
• Time — The time the trade report occurred
• Date — the calendar date
• A Universal Transaction ID — added to the last sale report