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Appendix B

Specifications for Digital Data Feed: Appendix B - ddfplus Processing of Special Quote Conditions

Message Definitions

Symbology

Appendix B - ddfplus Processing of Special Quote Conditions

Record 2, Sub-Record 8 messages relay bid, bid size, ask and ask size. The session byte on the record will indicate the quote condition.

Please note the quote condition is not the same as the sale condition, or session code for commodities, and should not be treated as such.

ddfplus takes and processes all quote conditions, and unlike the sale condition all quote conditions are value for display on quote boards.

For complete information on what the quote condition means for NYSE/AMEX securities please refer to:
ddfplus_feedspecs_cqs_quotecondition.txt

For complete information on what the quote condition means for Nasdaq securities please refer to:
ddfplus_feedspecs_uqdf_quotecondition.txt