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Standard Data Submission Layout

In addition to real-time services, Quality of Execution offers a number of post-market and end-of-period data analysis products.

Listed below is our standard data record layout for SEC 11Ac1-5 and 11Ac1-6 analysis.

Data should be submitted as a '|' delimited ASCII text file with records separated by newlines.

Each field should be of the appropriate data type and not exceed the maximum data length indicated in the table.

For example, N(5) refers to a field with a numeric data type with maximum length of 5.

  • Numeric data consists of numbers [0-9] with optional decimal points where appropriate. (eg. 92.25)
  • Character data consists of strings of alphanumeric characters. (eg. ARB 10)
Position Name Size Description 11Ac1-5 11Ac1-6
1 Symbol C(5) Symbol with no spaces * *
2 Order Action C(1) B = Buy | S = Sell | s = Short
* *
3 Original Quantity N(9) Quantity requested at the beginning of the order *  
4 Event Quantity N(9) Quantity associated with event *  
5 Remaining Quantity N(9) Quantity unexecuted *  
6 Execution Price N(10) Price of the transaction *  
7 Limit Price N(10) Initial Requested Limit Price *  
8 Stop Price N(10) Initial Stop Price *  
9 Date of Order N(8) [YYYYMMDD] * *
10 Time of Order N(6) [HHMMSS] * *
11 Date of Event N(8) [YYYYMMDD] * *
12 Time of Event N(6) [HHMMSS] * *
13 Order ID C(10) Initial order tag * *
14 Sequence ID N(10) Unique event identifier * *
15 Order Type C(3) MKT = Market | LIM = Limit | STP = Stop | STL = Stop Limit
* *
16 Time in Force C(3) DAY OR G[CHOICES] *  
17 Route C(4) Code for Executing Market Center * *
18 Originating Firm C(4) Code for Originating Firm * *
19 Trader ID C(10) Trader identification *  
20 Directed Order C(1) Y = Customer Directed Order *  
21 Not Held C(1) Y = Order Not Held *  
22 Status C(1) F = Filled | O = Open | C = Cancelled | B = Busted | R = Rerouted * *
23 Principal/Agency C(1) P = Principal | A = Agency *  
24 Market Maker C(1) Y = You make a market in this security *  
25 All or None C(1) Y = All or None Order *  
26 Non-display Request C(1) Y = Non-display status requested for order *  
27 Market at Open C(1) Y = Market Order on Open *  
28 Market at Close C(1) Y = Market Order on Close *  
29 Fill or Kill C(1) Y = Fill or Kill order *  
30 Immediate or Cancel C(1) Y = Immediate or Cancel Order *  
31 Guaranteed Orders C(1) Y = Order is Guaranteed *  
32 Exec at Price or Better C(1) Y = Exec at Price or Better *  
33 Do Not Reduce C(1) Y = Do Not Reduce Order *  
34 Cash Trade C(1) Y = Order is a Cash Trade Order *  
35 Next Day Settlement C(1) Y = Order settles the next day *  
36 WOW Market Order C(1) Y = "With or Without" Market Order *  
37 Manually Recieved C(1) Y = Order was manually received *  
38 Riskless Principal C(1) Y = You are acting as Riskless Principal *  
39 Nothing Done C(1) Y = Nothing was done when order expired *  
40 Excluded from SEC rule 11Ac1-5 C(1) Y = Excluded this event from 11Ac1-5 analysis *  
41 Excluded from SEC rule 11Ac1-6 C(1) Y = Exclude this even from 11Ac1-6 analysis   *
42 OPTION ORDER: Underlying Symbol C(5) Underlying Symbol Name * *
43 OPTION ORDER: Put/Call C(1) P = Put | C = Call * *
44 OPTION ORDER: Expiration Month C(3) JAN|FEB|MAR|APR|MAY|JUN|JUL|AUG|SEP|OCT|NOV|DEC * *
45 OPTION ORDER: Expiration Date N(4) [YYYY] * *
46 OPTION ORDER: Strike Price N(10) Strike Price * *
47 Record Terminator C(1) New Line/Carriage Return * *

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