As of today, there are new codes for time and sales for option contracts. These new codes are much more detailed. You can now tell how the order was filled, such as a floor trade, auction, etc.
Here is the memo from OPRA. Page 20 has the new detailed codes.
https://assets.website-files.com/5b...c6b7305b_OPRA Binary Part Spec 3.4_091719.pdf
Here is the memo from OPRA. Page 20 has the new detailed codes.
https://assets.website-files.com/5b...c6b7305b_OPRA Binary Part Spec 3.4_091719.pdf