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FINRA CAT4.0.0-r18

Add on Order. The customer adds additional shares to the order after it was fully executed.

Automated Investment Plan. Customer order was originated in accordance with an Automated Investment Plan.

Order was received or originated with instructions to work using a Trading Algorithm as defined in the Glossary.

Order originally received with instructions to work using a Trading Algorithm is later modified by the customer/client to use a different Trading Algorithm or change the settings of the trading algorithm.

Indicates that the event is part of an algorithmic strategy where the specific quantity may not be explicitly provided.

Add Liquidity Only

At or Between. Instructs the trader to execute at a trade price equal to the NBBO or between the NBBO and the midpoint.

Auction or Kill. Applicable to exchange auctions.

All or None

Attributable. Order is routed to an exchange or ATS with instructions that the order is attributable.

Buy-In – An order executed pursuant to SEC or SRO rules (e.g., to comply with the close out requirements of Regulation SHO or FINRA Rule 4320, or the buy-in requirement of SEA Rule15c3-3). Refer to CAT FAQ B37.

Customer Accommodation Correction. ‘COR’ event was submitted to CAT as the result of a customer accommodation. Not to be used if the ‘COR’ event was submitted to correct an error by the Industry Member.

Contingent on Market Conditions

Electronic message representing an individual simple option or equity leg of a complex option order that was optionally reported to CAT.

Conditional Order. An order where the terms and conditions of the order are derived from a related transaction.

Counterparty Restriction. Instructions that the order cannot be placed against certain counterparties.

OTC Link ATS Counter Message. Indicates that a New Order event, Order Route event or Order Accepted event represents the origination, route or receipt of a counter message through OTC Link ATS.

Contingent on Spread Condition - order with a condition that may cause the order to become active or inactive multiple times throughout the day.

Delivery Instruction: Cash trade settles on the same date.

Discretionary Peg

Delta-Adjusted at Close. A DAC order is an options order that executes during the trading day and, for which, the execution price is adjusted based on a delta value applied to the change in the price of the underlying reference price from the time of order execution to the market close.

Directed Orders – Orders that meet the definition of “Directed Order” under Regulation NMS (formerly defined under SEC Rule 11Ac1–6), or any other order that is received or originated with instructions to route to a particular venue for execution.

Dividend Reinvestment Order. Order is part of a dividend reinvestment program.

Do Not Increase

Do Not Reduce

Do Not Route

Exchange Retail Provider – An order routed to an exchange to interact with retail orders as part of a retail pricing program. Pricing, display and counterparty eligibility for exchange retail provider orders are subject to the rules of the receiving exchange.

Exchange for Physical Transaction – Equity trade component of an “exchange for physical” transaction. An exchange for physical transaction involves two parties simultaneously executing a futures contract and an equity transaction (for the securities covered by the futures contract), typically involving baskets that replicate common indices.

Cboe Floor Broker. Indicates that the order is directed to a Cboe floor broker.

NYSE Floor Broker Algorithm indicates that the order is routed to the Exchange via a NYSE Floor Broker Algorithm.

Fill or Kill - Indicates the order is intended for immediate execution in its entirety, and if not executed in its entirety, the order is cancelled

Suspend

Futures Related Trade. Price or size of a cash order is contingent upon a related futures trade.

G Order – An order for an account covered by Exchange Act §11(a) that relies on §11(a)(1)(G) as an exemption to §11(a)(1).

Guaranteed Price. Order was received or originated with instructions to execute at a guaranteed price.

Intra-Day Cross

Imbalance Only

Limit on Close - Instructs the trader to execute the order at the closing price provided that the closing price is at or within the limit specified.

Limit on Open - Instructs trader to execute the order at the opening price provided that the opening price is at or within the limit specified.

Midpoint Peg

Market at Close. Instructs the trader to execute the order at the closing inside quote price of regular market hours.

Market at Open. Instructs the trader to execute the order at the opening inside quote price of regular market hours.

OTC Link ATS Message MAX instruction. Reflects the maximum number of shares to be executed between selected market makers.

Midpoint or Better. Instructs the trader to execute at a trade price equal to the midpoint or better.

Market on Close. Instructs the trader to execute the order at the closing last sale price of regular market hours.

Market on Open. Instructs the trader to execute the order at the opening print price of regular market hours.

Merger Related Transfer Position

Market to Limit. An order that is sent in as a market order to execute at the current best price. If the entire order does not immediately execute at the market price, the remainder of the order is resubmitted as a limit order with the limit price set to the price at which the original order executed.

Net Asset Value. Order was received or originated with instructions to execute at a Net Asset Value.

OTC Link ATS No Counter. Indicates if an OTC Link ATS message cannot be countered with an inferior price.

Delivery Instructions: Next Day – equity trade settles on next trade date. Not applicable to options.

Not Held

OTC Link ATS instruction to cancel after partial execution.

Price includes offset

Opt Out of Locked Market

Options Related Trade. Price or size of a cash order is contingent upon a related option trade Refer to CAT FAQ K5 for additional information.

Over the Day. Requires that a trader break up an order into several partial executions. The customer may specify the number of executions.

Market Peg

Price Based on Greeks - Indicates that the limit price is to be determined by Greeks or other formula based on market conditions.

Position Compression Service – Indicates that the order is to be executed through an exchange position compression service.

Indicates that the limit price is to be determined by a specific market price and/or volume factor or that the limit price should be determined pursuant to a specific formula.

Route was related to an order that was sent as a Qualified Contingent Cross.

Primary Peg

Routed as Received. For orders routed without any changes to the handling instructions, reporters may use this code to indicate that the handling instructions are equal to the received order.

Retail Liquidity Order. Order is routed to an exchange marked as a retail order.

Reserve Size Order. Required for an order for which a customer has authorized the public display of part of the full size of the order with the remainder held in reserve on an undisplayed basis to be displayed in whole or in part as the displayed part is executed.

Scale. Requires partial executions that are not more than a specified price increment apart.

Slide. Order is routed to an exchange or ATS with an instruction to adjust the limit price to prevent a locked or crossed market.

Strategy Legs Later. Indicates that the multi-leg strategy order contains multiple option legs, where at least one leg is known and the receiving party determines one or more of the leg(s).

Stop Limit on Quote. An order that is triggered by a quotation at which point the stopped order becomes a limit order.

Delivery Instructions: Seller’s Option - trade settles on the date determined by a seller.

Stop on Quote. An order that is triggered by a quotation at which point the stopped order becomes a market order.

Stop Formula – exact stop price is unknown because it is either based on an underlying condition or will be determined by the destination venue.

Self Trade Prevention TS Trailing Stop

Trailing stop

Tied to Fixed Income

Tied to a product that is not CAT reportable and is not identified through any other handlingInstructions value.

Tied to Stock

Tied to Simple Option

Tied to Unlisted Option

Unpriced Quote on an Order Driven Market – Applicable to orders received by Global OTC.

Unsolicited Quote on an Order Driven Market – Applicable to orders received by Global OTC.

With Discretion Price - Discretion on Limit Price Within a Specified Range.

Work. Leaves the time of execution to the trader’s discretion either full execution or partial executions are accepted.

Auction Response. Requires the Auction ID value for option orders originated in response to an exchange auction. If there is no Auction ID, must be populated with a value of ‘NOAUCID’

Cash Order. Instructs the Trader to buy or sell as much of a security as possible for a specified amount.

Display Price. The display price at the time the order is received, originated, or routed. Requires a numeric value representing the display price (e.g., DISP=10.00)

Display Quantity. The display quantity at the time the order is received, originated, or routed. Requires a numeric value representing the display quantity (e.g., DISQ=1000) Data Type: Real Quantity

OTC Link ATS Message delivered from instruction. On an Order Accepted event reflecting the receipt of an OTC Link Message from OTC Link ATS or an Order Route event reflecting the route of an OTC Link Message by OTC Link ATS, reflects the IMID of the Industry Member that the OTC Link Message was delivered from (e.g., DLVF:IMID)

OTC Link ATS Message deliver to instruction. On an Order Route event reflecting the route of an OTC Link Message to OTC Link ATS or an Order Accepted event reflecting the receipt of an OTC Link Message by OTC Link ATS, reflects the IMID of the Industry Member that the OTC Link Message was delivered to (e.g., DLVT:IMID)

Stop Price - requires a Numeric value representing the stop price (e.g., STOP=17.95)

Stop Stock Transaction – Any transaction resulting from an order for which a member and another party agree that the order will be executed at a Stop Stock Price or better. Requires a numeric value representing the agreed stop price.

Stop Stock Quantity - requires a Numeric value representing the quantity of shares of a stop stock order being stopped if the entire shares quantity of the order is not being stopped (e.g., SWQ=500). When SWQ is populated, SW must also be populated.