NASDAQ Clearing Corporation
Preliminary Universal Output Record
DESCRIPTION
Submitter Info
Sending Firm ID
LENGTH
TYPE
COMMENTS
EXPLANATION
5
Sending Subsystem
Market Of Execution
Executing Venue
QUESTIONS
A/N
Firm Identifier: MPID or Mnemonic
Pass Thru: This field is used when
the submitter is submitting on behalf
of another party or wishes to identify
another party in the submission.
3
A/N
Constant identifier defining
process or thread sending
message
Pass Thru: This field may be used
to provide a more specific
designation of submitter within the
submitter or sending firm.
Is this field needed?
1
A/N
Market of Execution
A = New York Stock Exchange
B = American Stock Exchange
C = Chicago Stock Exchange
D = Philadelphia Stock Exchange
E = Pacific Exchange
F = NASDAQ OMX BX
G = National Stock Exchange
I = International Securities
Exchange
K = Chicago Board Options
Exchange
Q = FINRA ADF
R = NASDAQ
S = Over The Counter
X = Securities Exchange
Commission
Y = BATS Exchange Inc
Z = Other
This identifies the market venue
where the trade executed.
How should these values
be presented, like Blue
Sheets (values on input),
the international 4character "X" standard,
or other format?
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
Executing Venue
Qualifier
1
A/N
Match Code
1
A/N
A=TRF
D = PORTAL
E = EACT
N = NASDAQ Exchange
Q = QSR
Z = N/A
ACT:
1 = M1 Match
3 = Accepted Trade
This is used as a modifier on the
Executing Venue field
This identifies the type of match.
For NYSE values a
conversion to 1-character
values is preferred.
NYSE:
A1 = Exact Match Plus Four
Badges And Execution Time
(within a two minute window)
A2 = Exact Match Plus Four
Badges
A3 = EXACT Match Plus Two
Badges And Execution Time
(within a two minute window)
A4 = Exact Match Plus Two
Badges
A5 = Exact Match Plus Execution
Time (within two minutes)
AQ = Compared Records Resulting
From Stamped Advisories Or
Specialist Accepts/Pair Offs
S1-S5 = Summarized Match Using
A1-A5 Exact Match Criteria Except
Qty Is Summarized
M1 = Exact Match Minus Badges
And Times
M2 = Summarized Match Minus
Badges And Times
MT - OCS Locked-in
O = Not Applicable
Party Info
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
Clearing Firm Number
5
A/N
A/N
Clearing Firm NCC Participant
Number
Clearing Firm MPID or Mnemonic
The clearing number of the receiving
firm's clearing firm.
The clearing firm MPID/Mnemonic of
the receiving firm's clearing firm.
Clearing Firm ID
5
11
A/N
BIC Format
5
A/N
Broker Firm Identifier: MPID or
Mnemonic
BIC format of he receiving firm's
clearing firm.
The MPID/Mnemonic of the receiving
firm.
11
A/N
BIC Format
The BIC of the receiving firm.
5
A/N
Broker Firm Identifier: MPID or
Mnemonic
The MPID/Mnemonic of the Broker
who introduced the trade.
Entering Broker BIC
11
A/N
BIC Format
Contra Clearing Firm
Number
Contra Clearing Firm
ID
Contra Clearing Firm
BIC
Contra Executing
Broker ID
Contra Executing
Broker BIC
Order Capacity
5
A/N
5
A/N
11
A/N
Contra Clearing Firm NCC
Participant Number
Contra Clearing Firm Identifier:
MPID or Mnemonic
BIC Format
The BIC Format of introducing
broker.
The clearing number of the contra's
clearing firm.
The MPID/Mnemonic of the contra's
clearing firm.
The BIC of the contra's clearing firm.
5
A/N
11
A/N
Contra Executing Broker
Identifier: MPID or Mnemonic
BIC Format
The MPID/Mnemonic of the contra
firm.
The BIC format of contra.
1
A/N
Clearing Firm BIC
Executing Broker ID
Executing Broker BIC
Entering Broker ID
A = Agent
P = Principal
F = Firm
R = Riskless Principal
I = Intra-Broker
Is this field needed in
addition to Clearing Firm
Number?
Is this field currently
used?
Is this field currently
used?
Is this field currently
used?
Is this field currently
used?
Is this field currently
used?
The capacity of the receiving firm.
NYSE:
A = Agency
B = Short Exempt transaction
(refer to a type)
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
C = Program Order, Non Index
Arbitrage, For Member Firm/Org
D = Program Order,Index
Arbitrage, For Member Firm/Org
E = Registered Equity Market
Marker Trades
F = Short Exempt Transaction
(refer to w type)
H = short Exempt Transaction
(refer to i type)
I = Individual Investor Single
Order
J = Program Order,Index
Arbitrage, For Individual Customer
K = Program Order,Non Index
Arbitrage, For Individual Customer
L = Short Exempt Transaction for
member competing market
marker affiliated with the firm
clearing the trade (refer to p and
o types)
M = Program Order,Index
Arbitrage,For Other Member
N = Program Order,Non-Index
Arbitrage,Agent For Other Member
O = Competing Dealer Trades
P = Principal
Q = OCS Correction
R = Competingdealer Trades
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
S = Specialist Trades
T = Competing Dealer Trades
U = Program Order,Index
rbitrage,For Other Agency
W = All other orders as agent for
other member
X = Short Exempt Transaction for
member competing market maker
not a affiliated with the firm
clearing the trade (refer to W and
T types)
Y = Program Order, Non-Index
Arbitrage, For Other Agency
Z = Program Order, Non Index
Arbitrage, For Other Agency
G = Other
Instrument Info
Security ID
12
A/N
CUSIP or ISIN
When Issued Indicator
1
A/N
Instrument Indicator
2
A/N
15
A/N
Y - When Issued
N - Regular Way
ES = Equity Stock
EU = Equity Unit
UI = Unit Investment Trust
Market Mnemonic
Trade Details
Currency Indicator
3
A/N
USD = US Dollars
Trade Date
Order Time
8
9
A/N
A/N
CCYYMMDD
HHMMSSmmm
Time of Execution
9
A/N
HHMMSSmmm
Security Symbol
As assigned by S&P/National
Numbering Association.
Designates trading as when issue or
regular way.
Identifies security type of the
Security Id.
Is this field needed?
If so, what other
identifiers are required?
Pass Thru: This field may be used to
identify the security symbol
associated with this trade.
Currency relative to Unit Price and
Extra Monies fields.
The date the trade occurred.
The time the order was received by
Executing Venue.
Is this field currently
used?
Would there be value in
supporting it?
The time the trade occurred.
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
Quantity
9
N
Side
1
A/N
Unit Price
Decimal Indicator for
Unit Price
12
1
N
A/N
Principal Trade
Amount
16
N
Numeric, Right justified; zero filled
The number of shares traded.
1=Buy
2=Sell
Zero filled.
Number of Decimal Positions:
0=0
1=1
2=2
3=3
4=4
5=5
6=6
7=7
8=8
9=9
A=10
B=11
C=12
Receiving firm's side of trade.
Unit Price * Quantity
Zero filled.
The execution price of the trade.
Indicates position of decimal in Unit
Price field.
Examples:
12.
12.1
12.12
12.125
12.1254
Contract amount of trade exclusive
of extra monies.
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
1
A/N
Number of Decimal Positions:
0=0
1=1
2=2
3=3
4=4
5=5
6=6
7=7
8=8
9=9
A=10
B=11
C=12
D=13
E=14
F=15
G=16
Indicates position of decimal in
Principal Trade Amount field.
Examples:
12.
12.1
12.12
12.125
12.1254
1
A/N
Designates special or normal
settlement.
Basket/Step Out
Indicator
1
A/N
Odd Lot Indicator
1
A/N
N = Normal Settlement
E = Ex Clearing
X = Special Trade
D = No Data Received From Firms
B = Basket
S = Step-out
I = Step-in
N = Neither
Y = Odd Lot
N = Round Lot
Decimal Indicator for
Principal Trade
Amount
Trade Qualifiers
Special Trade
Indicator
Designates basket or step-out trade.
Designates odd or round lot share
quantity.
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
Regulatory Fee
Indicator
1
A/N
Regulatory Fee Indicators:
S = Section 31
N = Not Eligible
B = Bill Customer (not part of
Section 31)
Designates regulatory fee eligibility
for the trade.
"S" represents "Count" in the
Exchange's Section 31 file.
"N" represents "Do Not Count" in the
Exchange's Section 31 file.
"B" represents "Do Not Count" in the
Exchange's Section 31 file, Exchange
will bill customer.
Trade Submission
Type
1
A/N
O = Original Trade
C = Correction by Market
N = Correction by NCC
R = Reversal by Market
S = Reversal by NCC
Designates type of submission.
Netting Indicator
1
A/N
Designates CNS and original clearing
submission location.
Contract Type
1
A/N
C = CNS received by NCC
X = Cross Guarantee Trade
Received from NSCC
I = Cross Guarantee Trade Sent to
NSCC
N = Not Eligible for NCC Netting
C = Compared
U = Uncompared
A = Advisory
L = Locked-In
T = Accept
D = Decline
R = Market Reject
Trade State
1
A/N
0
1
2
3
4
9
Designates state of transaction.
=
=
=
=
=
=
Accepted
Market Reject Final
NCC Rejected Final
ACT Reject
NSCC Reject
Pending NCC
Designates type of transaction.
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
Reject Reason Code
2
N
00
01
02
03
04
05
06
07
08
09
10
=
=
=
=
=
=
=
=
=
=
=
No NCC Rejects
Invalid Participant
Invalid Trade Date
Invalid Security
Invalid Qty
Invalid Price
Invalid Trade Source
Invalid Trade Originator
Multiple Rejects
Invalid Value
Invalid Explicit Fee
Extra Monies
Commission
8
N
Zero filled.
Decimal Indicator for
Commission
1
A/N
State Tax
9
N
Number of Decimal Positions:
0=0
1=1
2=2
3=3
4=4
5=5
6=6
7=7
8=8
Zero filled.
Indicates the reason NCC rejected
the trade.
Represents total commission amount
associated with the trade.
Indicates position of decimal in Price
Per Share field.
Examples:
12.
12.1
12.12
12.125
12.1254
Represents total state tax amount
associated with the trade.
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
Decimal Indicator for
State Tax
1
A/N
Reg Fee
6
N
Decimal Indicator for
Reg Fee
1
A/N
16
N
Net Settlement Money
Number of Decimal Positions:
0=0
1=1
2=2
3=3
4=4
5=5
6=6
7=7
8=8
9=9
Indicates position of decimal in State
Tax field.
Examples:
12.
12.1
12.12
12.125
12.1254
Zero filled.
Number of Decimal Positions:
0=0
1=1
2=2
3=3
4=4
5=5
6=6
Represents total fee amount
associated with the trade.
Indicates position of decimal in Reg
Fee field.
Examples:
12.
12.1
12.12
12.125
12.1254
Final Money
Zero filled.
Settlement dollars inclusive of extra
monies for the trade.
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
Decimal Indicator for
Net Settlement Money
Number of Decimal Positions:
0=0
1=1
2=2
3=3
4=4
5=5
6=6
7=7
8=8
9=9
A=10
B=11
C=12
D=13
E=14
F=15
G=16
Indicates position of decimal in Net
Settlement Money field.
Examples:
12.
12.1
12.12
12.125
12.1254
N
Zero filled, right justified.
000 = Cash
001 = Next Day
003 = Reg Way
Nnn = Delayed Delivery (Sellers
Option) number of business days
2, 4 to 180
Designates number of days from
original trade date that the trade will
settle as agreed upon by the parties.
A/N
CCYYMMDD
99991231 When and If Issued or
when no date is announced
If Rejected, Zero filled.
Indicates date on which the trade
will settle or on a future date to be
determined.
1
A/N
Settlement Info
Settlement Instruction
3
Settlement Date
8
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.
Settlement Location
2
A/N
DT = DTCC
Designates depository at which the
trade will settle.
Tracking
Client Order ID
20
A/N
Unique Client Id, right justified or
Contract Control Number
Market Control ID
20
A/N
Clearing Control ID
20
A/N
Control Number from ACT, QSR,
Market, or ADF
1 = SOS
5 = OCS MQM
8 = OCS BBSS
9 = OCS Terminal
Branch Sequence Number
Pass Thru: This field may be used to
identify the order associated with
this trade.
Pass Thru: This field may be used by
the executing venue to identify a
trade.
Control ID
20
A/N
NCC Generated Identifier
Pass Thru: This field may be used by
the clearing firm to identify a trade.
Unique identified created by NCC.
PLEASE NOTE that this information is for comment only and is not intended to be used as a specification. Official specifications will be provided in the future.
Ó Copyright 2009 The NASDAQ OMX Group, Inc. All Rights Reserved.