Transcription of CAT Reporting Technical Specifications for Industry …
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CAT Reporting Technical Specifications for Industry Members 5/10/2021 Version r13 Version r13 i Table of Contents Preface .. vii Executive Summary .. x 1. Introduction .. 1 CAT Overview .. 1 Registration .. 2 2. CAT Reporting Fundamentals .. 3 Industry Member Perspective .. 3 Key Data Elements .. 3 Firm Identifiers in File Submissions .. 3 Order ID .. 4 Timestamps .. 4 Order Handling Instructions .. 5 Firm ROE ID .. 5 Error ROE ID .. 5 Reference Data .. 5 Industry Member Identifiers .. 5 Firm Designated ID (FDID) .. 8 Equity Symbols .. 9 Option Symbols .. 10 Corporate Actions .. 10 Data Types .. 11 Data Validation Based on Data Types .. 11 Required, Conditional, and Optional Fields .. 17 Linkage Overview .. 18 CAT Linkage Keys .. 18 Reporting Responsibilities of Sender/Receiver .. 20 Summary of Route and TRF Linkage Keys.
Reporting changes to client instructions regarding modifications to algorithms Order Effective Time for orders that are received by an Industry Member and do not become effective until a later time. Quotes in NMS stocks sent to a national securities exchange or facility of a national securities association
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Accounting Policies, Changes in Accounting Estimates and, Changes, Accounting policies, changes in accounting estimates and corrections, Errors, Corrections, Errors and Changes, Reporting, ACCOUNTING CHANGES AND ERROR CORRECTIONS, Of errors, CRA Data Collection and Reporting, NSLDS Enrollment Reporting Guide