mwab52.......Definitions and Data Fields - Web Display
Column Heading Definition
Symbol The four or five character identifier for each NASDAQ Security
Security Name The firm name for the security in the NASDAQ system.
Market Category The market category of the issue.
The allowed values for the Market Category are as follows:
•Q - NASDAQ Global Select Market (NGS)
•G - NASDAQ Global Market (NGM)
•S - NASDAQ Capital Market
•U - OTC Bulletin Board (OTCBB)
•u - Other-OTC
Reg SHO Threshold Flag1 Subject to the requirements of SEC Rule 203 of Regulation SHO
Where there is an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency totaling 10,000 shares or more and equal to at least 0.5% of the issuer’s total shares outstanding.
When this occurs, the security becomes subject to mandatory close-out requirements outlined in the SEC's Regulation SHO.
The allowed values are:
•Y = Yes, if the issue is subject to mandatory close-out requirements of Regulation SHO
•N = No, if the issue is NOT subject to mandatory close-out requirements of Regulation SHO
Rule 32101 Subject to the requirements of NASD Rule 3210
Where, for five consecutive settlement days, there are aggregate fails to deliver at a registered clearing agency of 10,000 shares or more and the reported last sale during normal market hours would value the aggregate fail to deliver position at $50,000 or more.
When this occurs, the security becomes subject to mandatory close-out requirements outlined in NASD Rule 3210.
The allowed values are:
•Y = Yes, if the issue is subject to mandatory close-out requirements of Rule 3210.
•N = No, if the issue is NOT subject to mandatory close-out requirements of Rule 3210.
File Format - Download and FTP FilesThe file format for both the Download and FTP file is as follows:
Symbol | Security Name | Market Category | Reg SHO Threshold Flag | Rule 3210 | Filler
•File Name: nasdaqplayyyymmdd.txt, where yyyymmdd reflects the trade date the data is based on.
•Timestamp: The end of the data file will contain a timestamp row yyyymmddhhmmss, indicating when the file was created. This timestamp will indicate that the file is complete.
Definitions and Data Fields - Download and FTP Files
Column Heading Definition
Symbol The four or five character identifier for each NASDAQ Security
Security Name The firm name for the security in the NASDAQ system.
Market Category The market category of the issue.
The allowed values for the Market Category are as follows:
•Q - NASDAQ Global Select Market (NGS)
•G - NASDAQ Global Market (NGM)
•S - NASDAQ Capital Market
•U - OTC Bulletin Board (OTCBB)
•u - Other-OTC
Reg SHO Threshold Flag1 Subject to the requirements of SEC Rule 203 of Regulation SHO
Where there is an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency totaling 10,000 shares or more and equal to at least 0.5% of the issuer’s total shares outstanding.
When this occurs, the security becomes subject to mandatory close-out requirements outlined in the SEC's Regulation SHO.
The allowed values are:
•Y = Yes, if the issue is subject to mandatory close-out requirements of Regulation SHO
•N = No, if the issue is NOT subject to mandatory close-out requirements of Regulation SHO
Rule 32101 Subject to the requirements of NASD Rule 3210
Where, for five consecutive settlement days, there are aggregate fails to deliver at a registered clearing agency of 10,000 shares or more and the reported last sale during normal market hours would value the aggregate fail to deliver position at $50,000 or more.
When this occurs, the security becomes subject to mandatory close-out requirements outlined in NASD Rule 3210.
The allowed values are:
•Y = Yes, if the issue is subject to mandatory close-out requirements of Rule 3210.
•N = No, if the issue is NOT subject to mandatory close-out requirements of Rule 3210.
Filler Reserved field will normally be empty.
Time Stamp Row at end of the file The end of the data file will contain a time stamp row in the following format: YYYYMMDDHHMMSS. The timestamp represents when the file is created and it could indicate a different date if posted after midnight of the settlement date.
1 These flags are mutually exclusive; only one will contain a Y or N value for a security within a given day’s list.
Additional Information
FTP Availability
Reg SHO Addendum
Popular Sections:Buy Historical Reports Performance Statistics NASDAQ Options Market Advertise with usEmail Sign-Up
© CopyrightDisclaimerTrademarksPrivacy StatementContact UsHelp
Feedback
