17 C.F.R. § 242.302 Recordkeeping requirements for alternative trading systems.
Title 17 - Commodity and Securities Exchanges
To comply with the condition set forth in paragraph (b)(8) of §242.301, an alternative trading system shall make and keep current the following records: (a) A record of subscribers to such alternative trading system (identifying any affiliations between the alternative trading system and subscribers to the alternative trading system, including common directors, officers, or owners); (b) Daily summaries of trading in the alternative trading system including: (1) Securities for which transactions have been executed; (2) Transaction volume, expressed with respect to equity securities in: (i) Number of trades; (ii) Number of shares traded; and (iii) Total settlement value in terms of U.S. dollars; and (3) Transaction volume, expressed with respect to debt securities in: (i) Number of trades; and (ii) Total U.S. dollar value; and (c) Time-sequenced records of order information in the alternative trading system, including: (1) Date and time (expressed in terms of hours, minutes, and seconds) that the order was received; (2) Identity of the security; (3) The number of shares, or principal amount of bonds, to which the order applies; (4) An identification of the order as related to a program trade or an index arbitrage trade as defined in New York Stock Exchange Rule 80A; (5) The designation of the order as a buy or sell order; (6) The designation of the order as a short sale order; (7) The designation of the order as a market order, limit order, stop order, stop limit order, or other type or order; (8) Any limit or stop price prescribed by the order; (9) The date on which the order expires and, if the time in force is less than one day, the time when the order expires; (10) The time limit during which the order is in force; (11) Any instructions to modify or cancel the order; (12) The type of account, i.e., retail, wholesale, employee, proprietary, or any other type of account designated by the alternative trading system, for which the order is submitted; (13) Date and time (expressed in terms of hours, minutes, and seconds) that the order was executed; (14) Price at which the order was executed; (15) Size of the order executed (expressed in number of shares or units or principal amount); and (16) Identity of the parties to the transaction.
Title 17: Commodity and Securities Exchanges
PART 242—REGULATIONS M, SHO, ATS, AC, AND NMS AND CUSTOMER MARGIN REQUIREMENTS FOR SECURITY FUTURES
§ 242.302 Recordkeeping requirements for alternative trading systems.
