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Transaction Data File Fields To Be Reported
Position
Field Name
1
MSG_SEQ_NB
2
TRD_RPT_TS
3
TRD_EXCTN_TS
Field Long Name
Description
Message Sequence Number Sequenced Number
Trade Report Timestamp
Database Input Timestamp
Trade Execution Timestamp Execution Date Time
Required on As-Of and Prior Day Cancel trades. If
the field is blank the Execution Date = Current Trade
Date
Trade Settlement Date
Settlement Date Time. Required for FI.
(From a business standpoint it's a date, not a
timestamp)
FINRA Security ID
Unique security identifier assigned by the system
Issue Symbol Identifier
Symbol - Either Cusip or Symbol is required.
May be blank if Origial CUSIP is supplied
4
TRD_STLMT_DT
5
6
FINRA_SCRTY_ID
ISSUE_SYM_ID
7
CUSIP_ID
CUSIP Identifier
CUSIP - Either Cusip or Symbol is required
May be blank if Original Symbol is supplied
8
RPT_SIDE_CD
Report Side Code
Allows the client to indicate its role in the trade.
B = Buy
S = Sell
X = Cross
9
10
ENTRD_VOL_QT
ENTRD_PR
Entered Volume Quantity
Entered Price
Entered Quantity in par value amount
Entered Price.
Bills - Decimal
Notes & Bonds WI - Yield
Notes, Bonds, Strips & TIPS - Decimal
11
PR_TYPE_CD
Price Type Code
D = Decimal
Y = Yield
N = Negative Yield
12
PR_OVRRD_CD
Price Override Code
13
RPTG_PARTY_ID
Reporting Party Identifier
Indicates that the entered price is valid although it
may fall outside the price reasonability check made
by the System.
Allow blank values.
O = User Price Override
F = FINRA Operations Price Override
T = TRF Price Override
Reporting Party ID - The identifier of the party
reporting the trade.
14
RPTG_PARTY_GVP_ID
Reporting Party Give-Up
Identifier
Reporting side give-up firm MPID.
This field is optional
15
CNTRA_PARTY_ID
Contra Party Identifier
Contra Party ID - The identifier of the contra party in
the trade.
C = Customer
A = Non-Member Affiliate
Position
Field Name
Field Long Name
16 CNTRA_PARTY_GVP_ID Contract Party Give-Up
Identifier
Description
Contra side give-up firm MPID.
This field is optional
C = Customer
A = Non-Member Affiliate
17
RPTG_CPCTY_CD
Reporting Capacity Code
Reporting Capacity. This field is used to report the
trading capacity of the Reporting Party on a trade.
P = Principal
A = Agency
R = Riskless Principal
18
CNTRA_CPCTY_CD
Contra Capacity Code
Contra Capacity. This field is used to report the
trading capacity of the Contra firm.
Allows blank values.
P = Principal
A = Agency
19
LCKD_IN_FL
Locked In Flag
20
TRD_MDFR_LATE_CD
Trade Modifier Late Code
(Trade Modifier 3)
Locked-in Indicator - Set by the client to indicate if
the trade being sent is Locked in or not. Values: Y or
blank value
System Trade Modifier – Time Modifiers
T – Form T
U – Extended hours reported late
Z – Regular market hours reported late
Blank – Regular Trade
21
TRD_MDFR_SRO_CD
Trade Modifier Self
Regulatory Organization
Code
22
PBLSH_FL
Publish Flag
23
SLLR_CMSN_AMT
24
BUYER_CMSN_AMT
Buyer Commission Amount Buyer Commission - Commission charged by the
dealer. This is an amount field.
This field is optional
25
ASOF_FL
As-of Flag
Blank – Regular Trade
W – Weighted Average Price
“.S”- if the transaction is part of series of
transactions where one or more transactions are
executed at pre-determined fixed price (e.g. fixed
price transaction in an “on-the-run” security as part
of a transaction in an “off-the-run” security) or
would otherwise result in the transaction(s)
execution away from the current market.
“.B” - if the transaction is part of a series of
transactions where one or more transactions
involves a futures contract (e.g. a “basis” trade).
Publish Indicator - Indicates if trade report should be
reported to the Tape (e.g. disseminated). Values: Y
or N
Seller Commission Amount Seller Commission - Commission charged by the
dealer. This is an amount field.
This field is optional
As-Of Flag. Required on As-of Trades. Values: Y or
blank value, or R (indicating a "Reversal Trade").
Position
Field Name
26 RVRSL_FL
Field Long Name
Reversal Flag
Description
Reversal Flag field. Values:
R - reversal
null - not a reversal
27
SPCL_PR_FL
Special Price Flag
Special Price - Set to indicate when a trade price is
away from the actual market price.
Y or Blank
28
SPCL_PR_MEMO_TX
Special Price Memo Text
Special Price Memo - Used when Special Price flag is
set to “Y”. Used to explain why there was a special
price. The Special Memo is not disseminated.
This field is optional
29
SYSTM_CNTRL_NB
System Control Number
30
SYSTM_CNTRL_DT
System Control Number
Date
System Control Number - Unique id assigned by the
system
Date the System Control Number was assigned by
the system
31
PREV_TRD_CNTRL_NB Previous Trade Control
Number
Control Number of previous Trade in the chain.
Value in this field will always point to the original
trade's control ID.
32
PREV_TRD_CNTRL_DT Previous Trade Control
Number Date
Date the Previous Trade Control Number was
assigned by the system
33
FIRST_TRD_CNTRL_NB First Trade Control Number Control Number of First Trade in the chain
Value in this field will always point to itself.
34
FIRST_TRD_CNTRL_DT First Trade Control Number Date the First Trade Control Number was assigned
Date
by the system
35
TRD_ST_CD
Trade Status Code
Trade status.
T - Newly Reported Trade
Y - Reversal (Historical Trade Cancels)
X - Cancelled
C - Correction (cancelled portion)
R - Correction (new trade portion)
36
HIGH_PR
High Price
Current High Price.
NULL where ASOF = Y
37
HIGH_CNTRL_NB
High Control Number
Control Number of Current High
NULL where ASOF = Y
38
LOW_PR
Low Price
Current Low Price.
NULL where ASOF = Y
39
LOW_CNTRL_NB
Low Control Number
Control Number of Current Low
NULL where ASOF = Y
40
LSALE_PR
Last Sale Price
Current Last Sale
NULL where ASOF = Y
41
LSALE_CNTRL_NB
Last Sale Control Number
Control Number of Current Last Sale
NULL where ASOF = Y
42
WIS_CD
When Issued Indicator
Identifies if the security traded on a when-issued
basis.
Y = When Issued
N = Not When Issued
Position
Field Name
43 SPCL_PRCSG_CD
Field Long Name
Special Processing Flag
Description
Special Processing Flag. Indicates that the
transaction is for internal FINRA use only and should
not be disseminated.
A - Non-member Affiliate—Principal Transaction
Indicator
Blank Value - Regular Trade (not for internal FINRA
use only)
Identifies the Alternative Trading System on which
the transaction occurred.
44
ATS_MP_ID
ATS Execution Market
Participant Identifier
45
NO_RMNRN_CD
46
ATS_FL
No Remuneration Indicator This code denotes whether a trade report includes
remuneration of any kind.
NULL = Trade does include remuneration, for
example commission or markup/markdown built
into the price.
N = Trade does not include remuneration of any
kind.
ATS Indicator Flag
Indicates that the trade is an ATS trade
File Type | application/pdf |
File Modified | 2021-11-04 |
File Created | 2020-11-04 |