SIP cross-tape

Authoritative references

The three Securities Information Processor (SIP) tapes the crate consumes:

Tape	Coverage	Spec
CTA	NYSE-listed equities.	https://www.ctaplan.com/publicdocs/ctaplan/CTS_Pillar_Output_Specification.pdf
UTP	Nasdaq-listed equities.	https://www.utpplan.com/DOC/UtpBinaryOutputSpec.pdf
OPRA	Options.	https://cdn.opraplan.com/documents/OPRA_Pillar_Output_Specification.pdf

Cross-tape resolution rules

The three tapes use overlapping but non-identical sale-condition codes. The crate's resolution rules:

1. Asset class drives tape selection. Stocks route through CTA / UTP per the SymbolClassifier verdict; options route through OPRA.
2. Regular-hours qualifying-trade definition. Each tape's regular-hours admission policy is encoded as a engine trade-condition policy variant (OpraRegular, UtpRegular, CtaRegular). The variants reject late prints, extended-hours prints, auction prints, and out-of-sequence corrections.
3. Tape-specific overlapping codes. Where a code value (e.g. 135 STOCKOPTIONSAUCTION) carries different semantics across tapes, the crate resolves by the asset class first, then the tape — the The wire's condition table is single-tape per asset class to keep this resolution unambiguous.

Consumed by

Every analytic that consumes TradeTick admits prints through a engine trade-condition policy; the cross-tape rules above govern which engine trade-condition policy variant the spec uses by default.

What this site does not paste

The CTS Pillar, UTP Binary Output, and OPRA Pillar specifications are long technical documents; bodies are not reproduced here. The links above are the canonical references.