How can I find the meaning of the abbreviations in the conditions field of the Time and Sales window?
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Why would the exchanges bother indicating the condition, "IntMktSwp"? Most trades have this designation. It seems they are telling us that such an execution is a part fill of a larger order that's being executed "auto", where "auto" means the machine entry of multiple bunched lots. The exchange execution machines will try to parse any order into smaller lots depending upon whether there's enough on the other side to fill the order without concession beyond exchange limits. The notification that a lot is part of a sweep seems superfluous within the predominating machine realm.
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