ChildOrderModified (MECOM)
| ID | 29588 |
Industry Members must report a Child Order Modified event to CAT when the Material Terms of the child order have been changed (e.g., price, quantity). All attributes and Material Terms of the modified child order listed on this event must be restated with the modification(s) reflected. A Child Order Modified event may not be used when modifying an Order Internal Route Accepted event.
Industry Members may assign a new Order Key to Child Order Modified events. If a unique orderID is assigned, the priorOrderID must be populated with the orderID of the Child Order event that is being modified, and the priorOrderKeyDate must be populated.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
2 | Y | Indicates whether the event is a new event, a firm initiated correction or a repair of a CAT error. | |||
38 | Required when actionType is ‘RPR’. Must be blank when actionType is ‘NEW’. | ||||
44 | Y | An identifier assigned to the record by the reporting firm. Formatted as Must be unique for the Event Date and CAT Reporter IMID. | |||
131 | Y | MECOM | |||
22 | The SRO-assigned identifier that an Industry Member uses to report to CAT. If populated, must equal the CATReporterIMID in the filename. | ||||
78 | Y | When a new Order Key is assigned, the date and time the orderID was assigned. When a new Order Key is not assigned, the orderKeyDate of the Child Order event which is being modified. | |||
77 | Y | When a new Order Key is assigned, the internal order ID assigned to the order by the Industry Member. Must be unique within orderKeyDate, CATReporterIMID, and symbol combination. When a new Order Key is not assigned, the orderID of the Child Order being modified. | |||
123 | Y | The symbol of the stock in the symbology of the primary listing exchange or FINRA for OTC Equity Securities. | |||
92 | If a new Order ID has been assigned, this is the orderKeyDate of the event being modified. | ||||
91 | If a new Order ID has been assigned, this is the orderID of the event being modified. When populated, the priorOrderID must not be equal to the orderID within the record. | ||||
80 | An identifier used in instances of a merger or acquisition where the originating firm had open limit orders on its books that will be executed or otherwise resolved under the surviving firm. Must be provided to support linkage to an event that was reported with a different CATReporterIMID. | ||||
39 | Y | The date/time at which the child order was modified (e.g., the time that the child order was confirmed to be cancelled in the firm’s OMS/EMS). Timestamp must be reported to milliseconds or a finer increment up to nanoseconds. | |||
120 | Y | The side of the order. | |||
84 | The limit price of the order. When provided, must be greater than or equal to zero. Required when orderType is ‘LMT’. Must be blank when orderType is ‘MKT’. | ||||
96 | Y | The Child order quantity. | |||
60 | The minimum quantity of an order to be executed. Must be > 0. | ||||
52 | Y | The number of shares of the Child Order left open after the modification has occurred. Must be less than or equal to quantity. | |||
79 | Y | The type of order. | |||
timeInForce | Y | The Time in Force for the order. | |||
129 | Y | The trading session(s) during which an order is eligible to trade. | |||
handlingInstructions | The order handling instructions for the order. | ||||
117 | The sequence number assigned to the CAT event by the ATS’s matching engine. Any alphanumeric not containing a delimiter. | ||||
12 | Indicates if the order is displayed outside of the ATS to subscribers only, or via publicly disseminated quotation data. | ||||
32 | The displayed price of this order. When provided, must be greater than or equal to zero. If atsDisplayInd is ‘Y’, ‘S’, or ‘A’, displayPrice must be the price at which the order was displayed. If the atsDisplayInd is ‘N’, displayPrice must be “0”. | ||||
135 | The working price of the order at the time it was originated. When provided, must be greater than or equal to zero. If no current workingPrice, value must be “0”. | ||||
33 | The displayed quantity of the order. If the atsDisplayInd is populated as ‘Y’, ‘S’, or ‘A’, displayQty must be the quantity at which the order was displayed. If the atsDisplayInd is ‘N’, displayQty must be “0”. | ||||
65 | The NBBO at the moment the order was routed. Prices are required, quantities are optional. When provided, must be greater than or equal to zero. If no price or quantity, fields must be populated with a value of ‘0’. | ||||
66 | The NBBO at the moment the order was routed. Prices are required, quantities are optional. When provided, must be greater than or equal to zero. If no price or quantity, fields must be populated with a value of ‘0’. | ||||
67 | The NBBO at the moment the order was routed. Prices are required, quantities are optional. When provided, must be greater than or equal to zero. If no price or quantity, fields must be populated with a value of ‘0’. | ||||
68 | The NBBO at the moment the order was routed. Prices are required, quantities are optional. When provided, must be greater than or equal to zero. If no price or quantity, fields must be populated with a value of ‘0’. | ||||
63 | Source of the NBBO data used. If nbboSource is ‘NA’, NBBO price and quantity fields must be populated with a value of ‘0’ and the nbboTimestamp must be blank. | ||||
64 | The date/time at which the NBBO was referenced upon the receipt of the order. Must be blank if nbboSource is ‘NA’. | ||||
70 | The net price of the order when tied to stock, tied to fixed income, tied to futures, tied to a non-CAT reportable product, or part of another trading strategy in which the order is traded at a net price. When netPrice is populated, the price field must be blank or populated with a value of zero. Refer to CAT FAQ B71 for additional information. |
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