Phase 2d Coordinated Industry Tests
Equities
- CAT Reportable Equity Securities Symbol Master SOD
- CAT Reportable Equity Securities Symbol Master EOD
- CAT Reportable Equity Securities Symbol Master – Intraday Updates (effective 12/21/2020)
Options
Version including Test Option Series flag:
- CAT Reportable Options Securities Symbol Master SOD (effective 6/29/2020)
- CAT Reportable Options Securities Symbol Master EOD (effective 6/29/2020)
- CAT Reportable Options Securities Symbol Master – Intraday Updates (effective 12/21/2020)
Members
File Descriptions and Layouts
Each file’s first line contains column headers delimited by pipes. Each file contains a footer with the timestamp the file was created and the number of data records in the file. Its format is YYYYMMDDHH24MMSS|xxxx where xxxx is the number of data records in the file.
CAT Reportable Equity Securities Symbol Master
The CAT Reportable Equity Securities Symbol Master is a list of all NMS stocks and CAT-reportable OTC equity securities representing the current transaction date. FINRA CAT publishes three files each day, one representing the list of reportable equity securities as of the start of the transaction date (SOD), a second file is updated during the day to reflect any intraday changes to the reportable securities list, and a third file representing the list of reportable equity securities at the end of the transaction date (EOD). The file names are:
FINRACATReportableEquitySecurities_SOD,
FINRACATReportableEquitySecurities_Intraday and
FINRACATReportableEquitySecurities_EOD.
The SOD CAT Reportable Equity Securities Symbol Master is published by 6 a.m. ET, and the EOD file is published by 6 p.m. ET. The intraday file is published approximately every 2 hours beginning at 10:30 a.m. ET, and includes any updates made to the security master during the day, prior to the EOD file posting. The EOD file contains any securities added during the transaction date. Securities deleted during the transaction date are not included in the EOD file. To ensure all securities reportable during any given transaction date are identified for reporting, firms are encouraged to use both the SOD and EOD files.
The CAT Reportable Equity Securities Symbol Master is defined as follows:
| Field Name | Maximum data length | Definition |
|---|---|---|
| symbol | 14 characters | Issue Symbol The unique symbol for the CAT Reportable security. For exchange-listed securities, the symbol represents the format published by the primary listing market. |
| issueName | 255 characters | Issue Name |
| listingExchange | 1 character | Primary Listing Exchange A = NYSE American N = NYSE O = OTCBB P = NYSE ARCA Q = Nasdaq U = OTC Equity V = IEX Z = Cboe BZX Else NULL |
| testIssueFlag | 1 character | Test Issue Flag Y = test security N = not a test security |
CAT Reportable Options Symbol Master
The CAT Reportable Options Symbol Master is a list of simple options representing the current transaction date. FINRA CAT publishes three files each day, one representing the list of reportable options as of the start of the transaction date (SOD), a second file updated during the day to reflect any intraday changes to the reportable securities list, and a third file representing the list of reportable options at the end of the transaction date (EOD).
The file names for the files with the Test Option Series Flag are:
CATReportableOptionsSymbolMaster_SOD,
CATReportableOptionsSymbolMaster_Intraday and
CATReportableOptionsSymbolMaster_EOD.
The CAT Reportable Options Symbol Master does not include complex order symbols because complex orders will be reported using the option/equity symbols comprising the individual legs.
The SOD CAT Reportable Options Symbol Master is published by 6 a.m. ET and the EOD CAT Reportable Options Symbol Master is published by 8 p.m. ET. The intraday file is published approximately every 2 hours beginning at 10:30 a.m. ET, and includes updates made to the security master during the day, prior to the EOD file posting. The EOD file contains any options added during the transaction date and provided to FINRA CAT prior to the EOD file generation as well as those listed for the entire trading day. Options deleted during the day are not included in the EOD file.
Options Test Symbols are included in the SOD and EOD lists to support Industry Member testing. All Options test symbols have an established Equity test symbol as the Primary Deliverable and an expiration date of 12/31/2399. These symbols are available for firms to use in the Industry Test environment only; they will not be available for submission into the Production environment. View list of Test Options Symbols.
The CAT Reportable Options Symbol Master is defined as follows:
| Field Name | Maximum data length | Definition |
|---|---|---|
| optionKind | 14 characters | Type of Option OCC Option Sub-Classification or, for FLEX Percent Options, classification provided by the exchange; values: STAN = Standard BINY = Binary FLEX = FLEX FLEXPCT = FLEX Percent RNGE = Range Null (not available in EOD file for some records added intraday) |
| optionID | 22 characters | OSI Symbol Option symbol in the format of the Option Symbology Initiative |
| primaryDeliverable | 6 characters | Primary Deliverable Symbol The symbol of the primary deliverable of the option. |
| exerciseStyle | 1 character | Exercise Style Values: A = American E = European Null (not available in EOD file for some records added intraday) |
| settlementType | 2 characters | Settlement Type Values: AM PM AS = Asian CQ = Cliquet Null (not available in EOD file for some records added intraday) |
| testOptionSeriesFlag | 1 character | Test Flag Y = test option N = not a test option |
CAT Industry Member Identifier List
FINRA CAT publishes a daily list of Industry Members including for each Industry Member: CRD number, all Industry Member Identifiers (IMIDs) for the firm as provided by each SRO, and the Industry Member’s default IMID, as provided on the CAT registration form.
FINRA CAT also produces a daily IMID conflict list to identify instances where a single IMID is used by more than one Industry Member.
These lists are available for manual and machine-to-machine download at 6 a.m. ET each transaction date beginning November 18, 2019. The file names are: IMID_Daily_List and IMID_Conflict_List.
The CAT Industry Member Identifier Daily List is defined as follows:
| Field Name | Maximum data length | Definition |
|---|---|---|
| CRDID | numeric | CRD Identifier Central Registration Depository numeric identifier associated with the firm |
| FINRAMember | 1 character | FINRA Member Y if the CRD number belongs to a FINRA Member Firm; otherwise, null Note: this field will be null for all firms initially in November, but will be populated at a later date. |
| firmName | 255 characters | Firm Name Firm Name associated with the CRD ID |
| IMID | 5 characters | Industry Member Identifier Market Participant Identifier (MPID), mnemonic, or other SRO-assigned identifier associated with this CRD ID. |
| exchangeID | 20 characters |
Exchange Identifier |
| ATSFlag | 1 character | ATS Flag Y if this MPID is an ATS, otherwise null. |
| defaultIMIDFlag | 1 character | Default Industry Member Identifier Flag Y is the IMID is identified as the default for this CRD ID, otherwise null. Note: if no default IMID was provided by a firm during CAT Registration, no default IMID will be identified for the firm in this list. |
CAT Industry Member Identifier Conflict List
The CAT Industry Member Identifier Conflict List is defined as follows:
| Field Name | Maximum data length | Definition |
|---|---|---|
| CRDID | numeric | CRD Identifier Central Registration Depository numeric identifier associated with the firm that has a shared SRO-assigned identifier |
| firmName | 255 characters | Firm Name Firm Name associated with the CRD ID |
| Conflict IMID | 5 characters | Conflict IMID Industry Member Identifier that is associated with this CRD ID and also another CRD ID on the list |
| exchangeID | 20 characters | Exchange Identifier The exchange or SRO associated with the conflict IMID in use by this CRD number (see exchangeID list above) |
| defaultIMIDFlag | 1 character | Default IMID Flag Indicates whether the MPID is identified as the default IMID for this CRD ID. |
File Retrieval Instructions
The reference data lists may be downloaded either by typing the URL(s) for the associated list in one of the supported browsers or via command line. Firms may use any standard transfer utility like CURL to download the list. Listed below is the specific sequence of commands required to retrieve the two lists using CURL for WINDOWS utility when executed from a WINDOWS platform.
Enter the following commands from the windows command prompt.
| Equity Start Of Day | curl https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_SOD.txt |
| Equity End Of Day | curl https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_EOD.txt |
| Equity Intraday | curl https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_Intraday.txt |
| Options Start Of Day– with test flag | curl https://files.catnmsplan.com/symbol-master/CATReportableOptionsSymbolMaster_SOD.txt |
| Options End Of Day– with test flag | curl https://files.catnmsplan.com/symbol-master/CATReportableOptionsSymbolMaster_EOD.txt |
| Options Intraday | curl https://files.catnmsplan.com/symbol-master/CATReportableOptionsSymbolMaster_Intraday.txt |
| Member List | curl https://files.catnmsplan.com/firm-data/IMID_Daily_List.txt |
| Member Conflict List | curl https://files.catnmsplan.com/firm-data/IMID_Conflict_List.txt |
CAT CAIS CCID Technical Specifications Appendix E
The following are machine-readable versions of Appendix E of the CAT Reporting Customer and Account Technical Specifications for Industry Members-CCID. There are two lists, one list contains a list of ISO 3166-2 formatted values used in the foreignTIDCountryCd, replacingForeignTIDCountryCd, and countryCode fields, as well as postalCode format requirements for addresses in the United States and Canada. The second list contains ISO 3166-2 formatted values for the regionCode fields for addresses in the United States and Canada.