Used in the context of general equities. Chronological listing of trades in a security showing the price, size, exchange, and time (to the second) of the trades; obtained by hitting "#M" on Quotron.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
In equities, a data sheet showing the history of a security. The information on a Fitch sheet includes trading volume, price, and exact times of trades. Fitch sheets are used to analyze past performance and/or confirm that a security was in fact traded. Regulators also use Fitch sheets in their investigations of suspicious activity. They are obtained from financial databanks, notably Quotron.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved