Trade condition codes that restrict high, low, and last

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-08, from How OHLCV Bars Are Built From Ticks.

Rows × columns

7 × 3

Computed

2026-08-08

Completeness

No missing values

Source

US exchange, SIP and OPRA market data

Licence

Strasmore terms · free, no signup

Formats

JSON · CSV · the SQL below

What each column holds

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-08-08, and the query below is what returned them.

SELECT
    id        AS condition_id,
    any(name) AS condition_name,
    any(type) AS condition_type
FROM global_markets.stocks_condition_codes
WHERE asset_class = 'stocks'
  AND (positionCaseInsensitive(name, 'odd lot') > 0
       OR positionCaseInsensitive(name, 'out of sequence') > 0
       OR positionCaseInsensitive(name, 'derivatively') > 0
       OR positionCaseInsensitive(name, 'average price') > 0
       OR positionCaseInsensitive(name, 'prior reference') > 0)
GROUP BY id
ORDER BY id