QuoteStatus (MEQS)
| ID | 23943 |
Reported when the status of a quote is changed to be opened or closed. If a quote that was sent by an Industry Member to an Industry Member inter-dealer quotation system is opened or closed by the Industry Member that sent the quote, then both the sender of the quote and the inter-dealer quotation system that accepted the quote must report Quote Status events.
If the status of a quote that was sent by an Industry Member to an Industry Member inter-dealer quotation system is changed as a result of an automatic process, then a Quote Status event is only required to be reported by the inter-dealer quotation system. Refer to CAT FAQ J5 for additional information.
Orders updated 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 updated 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 | MEQS | |||
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 updated. | |||
97 | Y | The quoteID of the Quote event which is being updated. | |||
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 status was updated. 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. | ||||
61 | Y | Market Participant Status Code, indicates if the market maker's quote is open or closed. | |||
56 | Y | Must be marked as ‘true’ if the quote is modified manually. | |||
37 | The time at which the event is systematized. Required when manualFlag is ‘true’ and the event is systematized. |
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