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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.