RouteCancelled (MECR)
| ID | 26470 |
Industry Members must report a Route Cancelled event to CAT when a route has been fully or partially cancelled. Partial cancellations of a route may be reported to CAT using a Route Cancelled event or a Route Modified event. However, when routing between Industry Members, both parties must communicate and use the same method to report to CAT. If one party reports to CAT using the cancellation method and the other party reports to CAT using a modification method, this will result in unlinked records that must be resolved.
The routedOrderID of the Order Route event being cancelled must be reflected in the Route Cancelled event. If a route cancellation request is rejected by the destination venue, the Route Cancelled event must be reported with a routeRejectedFlag of ‘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 | MECR | |||
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 | The orderKeyDate of the route which is being cancelled. | |||
77 | Y | The orderID of the route which is being cancelled or the orderID of the immediately preceding Order Modified event. | |||
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 of the route cancellation. 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. | |||
56 | Y | Must be marked as ‘true’ if the route being cancelled was a manual route. | |||
37 | The time at which the event is systematized. Required when manualFlag is ‘true’ and the event is systematized. | ||||
18 | Y | The quantity being cancelled. | |||
108 | Field position is retired and must remain blank. | ||||
115 | The IMID used to identify the Industry Member that is routing the cancellation, known by the destination. Must equal the senderIMID in the Order Route event being cancelled. When destinationType is ‘F’, this value must equal the senderIMID on the Order Accepted event reported by the destination. When destinationType is ‘O’, this value must equal the senderIMID on the Order Accepted event if an Order Accepted event is reported by the destination. When destinationType is ‘E’, this value must equal the routingParty reported by the exchange on the Participant Order Accepted event. Not required when destinationType is ‘N’. | ||||
30 | When destinationType is ‘F’, this value is the IMID used to identify the Industry Member that is routed order. Must equal the destination in the Order Route event being cancelled, and must equal the receiverIMID field on the Order Accepted event reported by the destination Industry Member. When destinationType is ‘O’, this value is the IMID used to identify the Industry Member that is receiving this routed order, and it must equal the receiverIMID field on the Order Accepted event if an Order Accepted event is reported by the destination Industry Member. When destinationType is ‘E’, this value is the Exchange ID of the destination exchange, and it must equal the exchange field on the Order Accepted event reported by the destination exchange. Not required if destinationType is ‘N’. | ||||
31 | Y | Indicates whether the destination of the original Order Route event was an Industry Member, an exchange or a foreign broker-dealer. destinationType ‘O’ must only be populated if the symbol is an OTC symbol in a foreign equity security. | |||
111 | The ID assigned to the Order Route event being cancelled. This value must match the value for routedOrderID reported by the destination in their Order Accepted report. Required when destinationType is ‘F’, ‘E’, or ‘O’, and manualFlag is ‘false’. | ||||
118 | The session ID used when routing the order. Must equal the session in the Order Route event being cancelled. Must only be populated when destinationType is ‘E’. This must match the session ID reported in the Participant Order Accepted event by the receiving exchange. | ||||
113 | Y | Indicates the route cancellation was not accepted by the destination (rejected or no response) when marked ‘true’. | |||
117 | The sequence number assigned to the CAT event by the ATS’s matching engine. Any alphanumeric not containing a delimiter. | ||||
62 | Y | Indicates the route modification is related to a multi-leg order event. Refer to Section 5.2 for additional guidance. |
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