Are you looking for examples of CAT reporting requirements and other detailed information regarding reporting data to CAT?

You can find it in the Technical Specifications section.

Equities

 

Options

Version including Test Option Series flag:

Members

Publish Schedule

Symbol and member reference data is published on business days. It is not published on weekends or holidays. 

File

Timing

CAT Reportable Equity Securities Symbol Master SOD

6 a.m. ET

CAT Reportable Equity Securities Symbol Master - Intraday

10:30 a.m. ET and approximately every 2 hours until EOD file is published

CAT Reportable Equity Securities Symbol Master EOD

6 p.m. ET

CAT Reportable Options Securities Symbol Master SOD

6 a.m. ET

CAT Reportable Options Securities Symbol Master – Intraday

10:30 a.m. ET and approximately every 2 hours until EOD file is published

CAT Reportable Options Securities Symbol Master EOD

8 p.m. ET

Member ID (IMID) List

6 a.m. ET

Member ID (IMID) Conflicts List

6 a.m. ET

 

NOTE: In the event any of the source reference data files are delayed, FINRA CAT will publish the file using the latest version of the data available. For example, if source data for the equity symbol start-of-day file is delayed, FINRA CAT will publish the SOD list using the prior day’s end-of-day data.  If the end-of-day source file is delayed, FINRA CAT will publish the EOD file using the latest available equity data for that date. Upon receipt of the delayed data, the list will be republished.

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
BOX = BOX Exchange LLC
CBOE = CBOE Exchange
C2 = CBOE C2 Options
BYX = CBOE BYX Exchange
BZX = CBOE BZX Equities
BZXOP = CBOE BZX Options
EDGA = CBOE EDGA Exchange
EDGX = CBOE EDGX Equities
EDGXOP = CBOE EDGX Options
IEX = Investors' Exchange
LTSE = Long Term Stock Exchange
MEMX = Members Exchange
MIAMI = Miami International Securities Exchange
PEARL = MIAX PEARL
PEARLEQ = MIAX PEARL Equities
EMLD = MIAX Emerald
BX = Nasdaq BX Equities
NOBO = Nasdaq BX Options
PSX = Nasdaq PHLX Equities
PHLX = Nasdaq PHLX Options
NSDQ = Nasdaq Stock
NOM = Nasdaq Options
ISE = Nasdaq ISE
GEMX = Nasdaq GEMX
MRX = Nasdaq MRX
AMER = NYSE American Equities
AMEROP = NYSE American Options
ARCA = NYSE ARCA Equities
ARCAOP = NYSE ARCA Options
NYSE = The New York Stock Exchange
CHX = NYSE CHX
NSX = NYSE National
FINRA = FINRA
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

 

Full CAIS 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-Full CAIS. 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.

Need Help?

Reach out to the FINRA CAT Helpdesk by phone at 888-696-3348 or email at [email protected].