Symbol Master

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 will publish two files each day, one representing the list of reportable equity securities as of the start of the transaction date (SOD) and a second file representing the list of reportable equity securities at the end of the transaction date (EOD).

The SOD CAT Reportable Equity Securities Symbol Master will be published by 6 a.m. ET, and the EOD file will be published at by 6 p.m. ET. 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.

CAT Reportable Equity Securities Master File Sample

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 = BATS
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 will publish two files each day, one representing the list of reportable options as of the start of the transaction date (SOD) and a second file representing the list of reportable options at the end of the transaction date (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 will be published by 6 a.m. ET. Publication time for the EOD Options Symbol Master file will be provided at a later date. 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.

CAT Reportable Options Symbol Master File Sample

The attached sample file is provided for reference in the Production file format. Production files will be available both by download from the web and by machine-to-machine retrieval.

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
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
settlementType 2 characters Settlement Type
Values:
AM
PM
AS = Asian
CQ = Cliquet