Here are a list of successful trades from a Level 2 order book. The column to the left of the time the trade went through is the "trade type". It is usually one of three things:
Is anyone able to give a description of each? As I understand it,
AT stands for Automatic and
O stands for Ordinary, but I've not been able to find a description of what consitutes an "automatic" or "ordinary" trade? And if
O is Ordinary, then what does no identifier represent?