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UTP sale conditions

Authoritative reference

UTP Plan Committee, UTP Binary Output Specification §3.14 ("Sale Conditions").

Primary PDF: https://www.utpplan.com/DOC/UtpBinaryOutputSpec.pdf

UTP's documentation hub: https://www.utpplan.com/.

Consumed by

  • Ohlcvc — equity-side trade condition mapping.
  • OptionTrades — equity-side condition flags.
  • StockFlow — admission policy via engine trade-condition policy.

What the analytic surface implements

The condition table is sourced from tdbe (ThetaData binary encoding, the published tick protocol) and re-exported via crate::wire::conditions. The crate maps the UTP / CTA sale-condition codes onto:

  • Bar-condition bitset on OhlcvcBar::condition_bits.
  • Per-trade equity-side flags on OptionTradesTick.
  • Admission policy filters under engine trade-condition policy, UtpExtendedHours, etc.

The UTP and CTA tapes use overlapping but non-identical sale-condition codes; the cross-tape resolution rules are documented at /methodology/sip-cross-tape.

What this site does not paste

The UTP Binary Output Specification §3.14 is a normative table; the body is not reproduced here. The link above is the canonical reference; UTP's revisions supersede both this page and the mappings the crate ships as the document issuer publishes them.

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