NewQuoteSupplement (MENQS)
| ID | 8987 |
The New Quote Supplement event is a supplement to the New Quote event. One New Quote event can have multiple New Quote Supplement events. Multiple New Quote Supplement events are considered as additions, not replacements or modifications.
This event accommodates reporting in scenarios when the number of Aggregated Orders included in the askAggregatedOrders or bidAggregatedOrders fields cause the New Quote event to exceed the maximum allowed message length, or when the orders being represented are not captured in the New Quote event. The askAggregatedOrders and bidAggregatedOrders fields in the New Quote Supplement event must contain the additional Aggregated Orders that were not captured in the original New Quote event, or another Supplement event for the same quote.
This event is applicable for an Industry Member generating quotes and displaying them on a Display-only Facility.
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 | MENQS | |||
22 | The SRO-assigned identifier that an Industry Member uses to report to CAT. If populated, must equal the CATReporterIMID in the filename. | ||||
98 | Y | The date and time the quoteID was assigned. | |||
97 | Y | The internal quote ID assigned to the quote by the Industry Member. Must be unique within quoteKeyDate, CATReporterIMID, and symbol combination. | |||
123 | Y | The symbol of the stock in the symbology of the primary listing exchange or FINRA for OTC Equity Securities. | |||
39 | Y | The date/time the quote was originated by the Industry Member. | |||
106 | Y | Indicates if the quote represents Customer/Client orders. Applicable for an Industry Member generating quotes and displaying them on a Display-only Facility. ‘S’ or ‘N’ are not valid values for this event. | |||
askAggregatedOrders | The orderID of each Customer/Client order being aggregated into a quote on the ask side. See Table 40: Aggregated Orders on page 111. Required when representativeQuoteInd is ‘A’ or ‘C’. | ||||
bidAggregatedOrders | The orderID of each Customer/Client order being aggregated into a quote on the bid side. See Table 40: Aggregated Orders on page 111. Required when representativeQuoteInd is ‘B’ or ‘C’. |
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