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Description
Traded / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions)
Valid values:
1 = Execution Time
2 = Time In
3 = Time Out
4 = Broker Receipt
5 = Broker Execution
6 = Desk Receipt
7 = Submission to Clearing
Used In
