Hi @john1160
The LT - Late Trade Reporting - Is a trade that completes an order received prior to the 4.10pm closing. It squares the books for that trading day is my understanding.
Large volume trades are cross traded (XT) through the same brokerage house, were the buy and sell parties (unrelated entities) have trading accounts. The practice minimises unnecessary ripples in trading with large volume's hitting the market.
The reporting was completed in the after hour adjustment period. Hence the 5.30pm timeslot.
Cheers
Tradealot
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