QuoteCancelled (MEQC)
| ID | 23580 |
Reported when a quote is cancelled. If a quote is cancelled that was sent to by an Industry Member to an Industry Member inter-dealer quotation system, then both the sender of the quote and the inter-dealer quotation system that accepted the quote must report Quote Cancelled events.
Orders cancelled directly in an inter-dealer quotation system’s platform that are not sent to the inter-dealer quotation system electronically (e.g., via FIX) are considered to be cancelled manually, and the manualFlag must be populated as ‘true’.
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 | MEQC | |||
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 quoteKeyDate of the Quote event which is being cancelled. | |||
97 | Y | The quoteID of the Quote event which is being cancelled. | |||
123 | Y | The symbol of the stock in the symbology of the primary listing exchange or FINRA for OTC Equity Securities. | |||
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 the quote was cancelled. If manualFlag is ‘true’, timestamp must be reported to seconds. If manualFlag is ‘false’, timestamp must be reported to milliseconds or a finer increment up to nanoseconds. | |||
117 | The sequence number of the quote cancel message. Any alphanumeric not containing a delimiter. Required for inter-dealer quotation systems only. | ||||
107 | Field is Reserved for Future Use and must remain blank. | ||||
49 | Y | Indicates who initiated the order cancellation. | |||
108 | Field position is retired and must remain blank. | ||||
56 | Y | Must be marked as ‘true’ if the quote is cancelled manually. | |||
37 | The time at which the event is systematized. Required when manualFlag is ‘true’ and the event is systematized. |
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