Orchimate 1.3.2 /

FINRA CAT4.0.0-r18

Orchestra Hub

Indicates whether the event is a new event, a firm initiated correction or a repair of a CAT error.

Required when actionType is ‘RPR’. Must be blank when actionType is ‘NEW’.

An identifier assigned to the record by the reporting firm.

Formatted as _

Must be unique for the Event Date and CAT Reporter IMID.

MEMR

The SRO-assigned identifier that an Industry Member uses to report to CAT. If populated, must equal the CATReporterIMID in the filename.

The orderKeyDate of the event which is being modified.

The orderID of the route which is being modified or the orderID of the immediately preceding Order Modified event.

The symbol of the stock in the symbology of the primary listing exchange or FINRA for OTC Equity Securities.

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.

The date/time of the route modification. 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.

Must be marked as ‘true’ if the route is modified manually.

The time at which the event is systematized. Required when manualFlag is ‘true’ and the event is systematized.

The IMID used to identify the Industry Member that is routing the modification, known by the destination. Must equal the senderIMID on the Order Route event being modified.

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’.

The destination of the route modification. Must equal the destination on the Order Route event being modified.

When destinationType is ‘F’, 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 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’.

Indicates whether the destination of the route modification is an Industry Member, an exchange or a foreign broker-dealer. Must equal the destinationType on the Order Route event being modified.

destinationType ‘O’ must only be populated if the symbol is an OTC symbol in a foreign equity security.

The ID assigned to the order by the Industry Member when routing the modification to the destination.

When dupROIDCond is ‘false’, must be unique per combination of Event Date, symbol, destination, senderIMID, and session (applicable only on routes to exchanges).

Required when destinationType is ‘F’, ‘E’, or ‘O’, and manualFlag is ‘false’.

The routedOrderID of the Order Route event being modified if the routedOrderID changed when the modification was routed to the destination.

Must be populated when routedOrderID is populated and dupROIDCond is ‘false’. Must be blank when dupROIDCond is ‘true’.

The session ID used when routing the modification. Must be equal to the session on the Order Route event being modified.

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.

The side of the order. For this Reportable Event, only same-side adjustments are allowed (e.g., sell long to short sell).

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’.

The order quantity.

The minimum quantity of an order to be executed. Required when applicable. Must be > 0.

Field position is retired and must remain blank.

The type of order being routed.

The Time in Force for the order.

The trading session(s) during which an order is eligible to trade.

Indicates if the order is being routed to an affiliate of the Industry Member.

Indicates the order was routed as an Intermarket Sweep Order.

The order handling instructions for the order.

Indicates the route modification was not accepted by the destination (rejected or no response) when marked ‘true’.

Indicates when a modification to a route maintains the original routedOrderID.

The sequence number assigned to the CAT event by the ATS’s matching engine. Any alphanumeric not containing a delimiter.

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.