Time and sales, last week. Those two 40,000 buys on Thurs in bold, are mine, that's all I have, so far.
08/09/1999
10:00:44 S 5,000 0.0175
10:15:59 S 45,000 0.0175
10:44:37 B 75,000 0.0015
11:55:12 S 50,000 0.0175 C
08/10/1999
09:23:39 S 50,000 0.0125 T
09:52:47 S 25,000 0.015
09:52:47 S 25,000 0.015
09:54:51 S 75,000 0.015
09:54:51 S 75,000 0.015
09:59:39 S 10,000 0.015
09:59:39 S 10,000 0.015
10:00:00 S 5,000 0.015
10:00:44 S 5,000 0.015
10:01:50 S 20,000 0.02
10:02:56 S 5,000 0.02
10:03:08 S 5,000 0.02
10:07:06 S 5,000 0.02
10:08:42 S 50,000 0.035
10:09:30 S 5,000 0.035
10:10:27 S 20,000 0.055
10:10:39 S 45,000 0.055
10:26:00 B 5,000 0.04
10:27:00 B 10,000 0.04
10:27:00 S 10,000 0.04
10:29:08 S 500 0.04 N
10:29:55 S 5,000 0.04
10:37:06 S 700 0.04
10:50:57 S 5,000 0.04
10:51:07 S 4,000 0.04
11:13:20 S 10,000 0.04
11:13:20 S 10,000 0.04
11:13:22 S 5,000 0.04
11:14:22 S 5,000 0.04
11:15:26 S 5,000 0.04
11:17:04 S 5,000 0.04
11:19:20 B 5,000 0.03
11:19:20 S 5,000 0.03
11:19:20 B 5,000 0.03 NO
11:19:34 S 5,000 0.03
11:19:35 B 45,000 0.015
11:19:35 B 45,000 0.015 NO
11:19:36 S 45,000 0.015
15:45:55 S 5,000 0.03
08/11/1999
09:31:20 S 10,000 0.025
09:31:21 S 10,000 0.025
09:31:24 S 20,000 0.025
09:31:26 S 20,000 0.025
09:31:30 S 5,000 0.025
09:31:30 S 5,000 0.025
09:34:00 S 30,000 0.025
09:57:05 S 100 0.03
09:57:06 S 100 0.03
10:31:25 S 10,000 0.02
10:50:59 S 5,000 0.02
10:51:21 S 5,000 0.015
10:59:29 S 20,000 0.02 SLD O
10:59:31 S 20,000 0.02
11:40:26 S 30,000 0.0175 O
11:57:11 S 23,000 0.02
11:57:11 S 23,000 0.02
12:09:12 S 22,000 0.02
12:09:12 S 22,000 0.02
14:08:53 S 10,000 0.0175
14:09:14 S 10,000 0.02
15:07:33 B 100,000 0.011
15:20:01 B 20,000 0.015
08/12/1999
09:34:09 S 5,000 0.011
09:35:13 S 5,000 0.01
09:35:41 S 5,000 0.01
09:36:19 B 5,000 0.011
09:36:35 B 5,000 0.01
09:36:40 B 140,000 0.005
09:37:28 B 145,000 0.01 NO C
09:38:56 S 150,000 0.015
09:38:56 S 150,000 0.015
09:40:58 B 5,000 0.01 NO C
10:02:42 S 75,000 0.013
12:10:23 S 10,000 0.011
13:12:03 S 5,000 0.012
13:18:34 S 20,000 0.012
13:19:57 S 75,000 0.012
13:29:32 S 5,000 0.01
13:29:39 B 20,000 0.01
15:02:48 S 40,000 0.012 O
15:02:49 S 40,000 0.012
15:03:11 S 40,000 0.011
15:04:59 S 1,000 0.011
15:10:26 S 10,000 0.01
15:10:36 B 10,000 0.01
15:16:25 S 5,000 0.011
15:16:57 S 45,000 0.011
15:18:47 S 30,000 0.011 N
15:26:02 S 30,000 0.012
15:27:10 S 5,000 0.012
15:27:10 S 5,000 0.012
15:36:50 S 5,000 0.012
15:37:16 S 5,000 0.012
15:53:14 S 1,940 0.012
15:53:14 S 1,940 0.012
15:56:22 S 20,000 0.012 N
15:56:55 S 25,000 0.012
15:57:11 S 40,000 0.012
15:57:11 S 40,000 0.012
15:57:57 B 170,000 0.01
15:58:37 S 5,000 0.012
16:00:33 S 5,000 0.012 T
16:07:53 S 40,000 0.011
08/13/1999
09:36:21 S 15,000 0.01
09:39:52 S 10,000 0.01
10:11:59 S 5,000 0.012
10:14:07 S 10,000 0.01
10:19:55 S 20,000 0.012
10:20:52 S 89,000 0.012
10:23:23 S 5,000 0.011
10:24:17 S 15,000 0.011
10:25:07 S 5,000 0.011
10:27:15 S 5,000 0.011
10:31:29 S 5,000 0.011
10:31:58 S 15,000 0.011
10:35:37 S 10,000 0.011
10:50:33 S 5,000 0.011
10:51:09 S 12,272 0.011
12:10:21 B 60,000 0.008
12:10:25 S 50,000 0.009
12:52:22 S 100,000 0.007
12:59:39 B 100,000 0.007
13:02:29 B 5,000 0.007
13:03:08 S 5,000 0.01
13:04:02 B 5,000 0.007
13:09:14 S 5,000 0.007
14:04:29 B 100,000 0.005
14:52:50 S 50,000 0.007
14:52:54 S 50,000 0.007
14:53:15 S 50,000 0.007
14:54:03 B 100,000 0.005
15:14:59 S 7,000 0.007
15:14:59 S 7,000 0.007
15:18:08 S 5,000 0.007
15:22:25 S 8,500 0.007
15:22:31 S 8,500 0.007
15:27:30 S 175,000 0.01
15:28:50 S 150,000 0.007
15:31:56 S 5,000 0.007
15:33:45 S 15,000 0.007
15:35:24 B 100,000 0.006
15:48:02 S 50,000 0.007
15:48:53 S 80,000 0.007
15:48:54 S 80,000 0.007
15:48:57 S 55,000 0.007
15:48:57 S 55,000 0.007
15:49:03 S 200,000 0.007
15:49:03 S 200,000 0.007
15:49:28 S 150,000 0.007
15:50:49 B 150,000 0.006
15:59:28 B 100,000 0.006
Time and Sales Report Key:
As Of
Y = Trade Reported T+1
blank = Current Day Trade
Buy/Sell
B = Reporting side buy
S = Reporting side sell
MOD1 & MOD2 (Trade Modifiers or Conditions)
B = Bunched Trade
C = Cash Sale
SB = Sold Bunched
ND = Next Day Delivery
Snn = Seller Option (nn is numeric)
S(X) = Settlement Date
T = Form T trade
SLD = Sold out of sequence
W = Average Price
PRICE OVERRIDE
O = Subscriber entry price override
X = Supervisory entry price override
V = Supervisory contract override
MEDIA DISSEMINATED
No = Not disseminated to the media
blank = Processed for media reporting
ACT STATUS
B = Broken
C = Canceled
D = Declined
I = Inhibited (by clearing firm)
K = Rejected sizable trade
N = "No" portion of No/Was trade
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