The below reports are available through NYSE MFT. Details regarding MFT account configuration can be found here. Once an MFT account has been established, submit an NYSE Equities MFT Request Form to [email protected] to subscribe to reports. For report specifications, please contact [email protected].
For details on options reports, click here.
| Report Name | Description | Available Markets | Available Subscriptions | MFT Form Mapping |
|---|---|---|---|---|
| Pre-Trade Risk | Contains all Risk Messages including Daily Stats, Risk Threshold & Breaches, Manual actions, Reinstatements and Referential Data. | NYSE NYSE American NYSE Arca NYSE Chicago NYSE National | One MPID, Multiple MPIDs, Clearing Number or Broker Firm | Pre Trade Risk CRD Pre Trade Risk MPID Pre Trade Risk Clearing Firm Pre Trade Risk Broker Firm (NYSE Only) |
| NYSE Execution Report | Contains Execution Report and Report correction data only. For XNYS, also contains execution reports and report corrections from Broker Systems. | NYSE NYSE American NYSE Arca NYSE Chicago NYSE National | One MPID, Multiple MPIDs or Clearing Number | Pillar Execution EF CRD Pillar Execution EF MPID Pillar Execution CF CRD (NYSE, Chicago Only) Pillar Execution CF CLR# (NYSE, Chicago Only) |
| NYSE Start of Day Session Config | Contains Start of day session level preferences/defaults configured by the customers for their sessions. | NYSE NYSE American NYSE Arca NYSE Chicago NYSE National | CRD Level | Start of Day Session Config |
| NYSE Market Maker Report (MMR) | Market Maker output provides details information of all Market Maker statistics for a market maker type including daily and month to date volume, ranking and percentage executed | NYSE NYSE American NYSE Arca NYSE National | CRD Level | MM Active Symbol List MM Daily MMR MM MTD MMR DMM Daily MMR (NYSE Only) DMM MTD MMR (NYSE Only) |
| NYSE Order and Cancel Confirmation | Contains Orders and Order Replacement messages sent to the Trading Engine and their subsequent Cancel Confirmation messages. | NYSE American NYSE Arca NYSE National | One MPID, Multiple MPIDs | Orders MPID Orders CRD |
| NYSE Firm | Contains all Order and Report activity, including Cancel and Cancel/Replacement activity in a single output. | NYSE | One MPID, Multiple MPIDs, Multiple Mnemonics | Firm Output CRD Firm Output MPID |
| NYSE Broker Badge | Contains all Order and Report activity, including Cancel and Cancel/Replacement activity for the designated Broker Badge(s). | NYSE | One or multiple Broker Badge Numbers for a given firm | Badge Output CRD Badge Output by Badge |
| NYSE SLP/SLMM Market Maker reports | NYSE SLP/SLMM output contains four report types: Daily Trading, Daily Quoting, Daily Active Symbol and MTD Quoting & Trading details. A single output consolidates all NYSE SLP/SLMM statistics into a single report by Firm. | NYSE | CRD Level | SLP / SLMM Symbol Report SLP / SLMM MTD SLP / SLMM Quoting SLP / SLMM Trading |
| NYSE Chicago Broker Trade Detail | Daily report that includes trade details and detail summary that is totaled for entire calendar month for Broker assisted executions only. | NYSE Chicago | One MPID, Multiple MPID, Clearing Number or Broker Firm | Broker Trade All MPIDs IB Broker Trade All CF # for CF Broker Trade All MPID EF Broker Trade single MPID IB Broker Trade single CF# Broker Trade per MPID EF |
| NYSE Chicago Firm & IB (OMS ID) | Contains all Order and Report activity, including Cancel and Cancel/Replacement activity in a single output. | NYSE Chicago | One MPID, Multiple MPIDs or Broker OMS ID | IB Output MPID IB Output CRD Firm Output MPID Firm Output CRD |
| Equities Customer Volume Tier | Contains month-to-date information on a T+1 basis on how a firm is tracking to individual tiers and the relevant tiered rates and base rates as per the NYSE Arca Equities fee schedule. | NYSE Arca (NYSE, NYSE National, NYSE American - Planned for future) | CRD Level |