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11/15/2018

FAQ

E22. If a trade is reported on an “as of “basis to the TRF, what are the CAT reporting requirements?

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11/15/2018

FAQ

E23. Is the TRF reported Branch/Sequence Number or FINRA Compliance Number required to be unique within an IMID (e.g. MPID) within a day?

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E. Order Routing and Execution

11/15/2018

FAQ

B23. A broker-dealer accepts orders in Exchange Traded Managed Fund Shares ("ETMF"), or "NextShares", as defined under Nasdaq Rule 5745. When reporting orders in ETMFs to CAT should prices be reported in the "proxy price" format or using the Net Asset Value ("NAV") established at the end of the day?

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B. Reporting Requirements

11/15/2018

FAQ

I5. What are an Industry Member's CAT reporting obligations when a US symbol is not available on the day an order is received and executed? For example, an order is received and executed on Monday at which time a symbol is requested. The symbol, however, is not issued until Wednesday.

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I. Foreign Securities

11/15/2018

FAQ

H5. An ATS receives an IOC order and prior to obtaining any applicable reference price necessary to process the order, the ATS determines there is no contra side interest available for execution. Consequently, the ATS immediately cancels the order back to the subscriber without ever determining an applicable reference price. What should the ATS populate in the NBBO (or other applicable reference price) information fields?

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H. ATS

11/15/2018

FAQ

D12. An Industry Member receives an order with instructions to execute the order as agent or riskless principal during regular market hours. The Industry Member accumulates shares during regular market hours but does not execute the customer order until after the close at an average price of the shares accumulated during regular market hours. What should be populated in the tradingSession field on the New Order or Order Accepted Event?

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D. Order Receipt

11/15/2018

FAQ

D13. An Industry Member receives an order with instructions to execute the order on a net basis. No specific instruction is given with respect to which trading session the order is eligible to be executed. The Industry Member accumulates shares during regular market hours but does not execute the customer order until after the close at a net price which is reported to the tape. What should be populated in the tradingSession field on the New Order or Order Accepted Event?

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D. Order Receipt

11/15/2018

FAQ

D14. An Industry Member receives an order with instructions to execute during regular market hours. However, when the regular trading session expires, the order is not complete and the customer instructs the Industry Member to finish the order. What should be populated in the tradingSession field on the New Order or Order Accepted Event in this instance?

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D. Order Receipt

11/15/2018

FAQ

D16. If a firm does not receive specific instructions from its customer as to which session an order may trade, and the firm does not otherwise communicate to the customer that the order will only be traded during specific market sessions, what should be populated in the tradingSession field?

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D. Order Receipt

11/15/2018

FAQ

E7. Executed orders that exceed 100 million shares must be reported to the ORF in two or more transaction reports because the OTC Trade Reporting Facility (ORF) will not accept trades that exceed 99,999,999 shares. Can a single CAT Trade Event be matched to more than one ORF trade report?

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E. Order Routing and Execution

A. General
B. Reporting Requirements
C. Definitions
D. Order Receipt
E. Order Routing and Execution
F. Representative Orders
G. Manual Orders
H. ATS
I. Foreign Securities
J. OTC Equity Securities
K. Options
L. Equity Floor Brokers
M. Firm Designated ID
N. Third Party Reporting
O. Technical Requirements
P. Feedback and Error Correction
Q. Customer and Account Information
R. Clock Synchronization
S. Security
T. Production Readiness Testing
U. Allocations
V. CAT Billing
W. Fee Dispute Resolution
X. Reference Database
All Topics

A. General
B. Reporting Requirements
C. Definitions
D. Order Receipt
E. Order Routing and Execution
F. Representative Orders
G. Manual Orders
H. ATS
I. Foreign Securities
J. OTC Equity Securities
K. Options
L. Equity Floor Brokers
M. Firm Designated ID
N. Third Party Reporting
O. Technical Requirements
P. Feedback and Error Correction
Q. Customer and Account Information
R. Clock Synchronization
S. Security
T. Production Readiness Testing
U. Allocations
V. CAT Billing
W. Fee Dispute Resolution
X. Reference Database
All Topics

All Topics