Regulatory Reporting
Automated FINRA OATS, ATS-N, CAT, and MiFID II transaction reporting.
Regulatory Reporting
The reporting service generates regulatory filings automatically from trade data.
Report Types
| Report | Regulator | Frequency | Description |
|---|---|---|---|
| FINRA OATS | FINRA | Real-time | Order Audit Trail System — all order events |
| ATS-N | SEC | Quarterly | ATS transparency filing (Form ATS-N) |
| CAT | FINRA/SEC | Daily | Consolidated Audit Trail |
| MiFID II TRS | ESMA/NCAs | T+1 | Transaction Reporting System |
FINRA OATS
Every order lifecycle event is captured:
- New Order Received (NW): Order submission timestamp, symbol, side, quantity, price
- Order Routed (RT): Routing destination and timestamp
- Order Executed (EX): Execution price, quantity, counterparty
- Order Cancelled (CN): Cancellation timestamp and reason
- Order Modified (MD): Price/quantity amendments
ATS-N Quarterly Report
Generated via GET /api/v1/admin/reports/ats?quarter=2026-Q1:
{
"quarter": "2026-Q1",
"total_orders": 145230,
"total_trades": 89412,
"total_volume_usd": 4521000000,
"unique_accounts": 3421,
"markets": [
{ "symbol": "BTC-USD", "trades": 34521, "volume_usd": 2100000000 },
{ "symbol": "ETH-USD", "trades": 28904, "volume_usd": 1500000000 }
],
"halts": [
{ "symbol": "PUMP-USD", "reason": "price_spike", "duration_minutes": 15 }
]
}API
| Method | Path | Description |
|---|---|---|
GET | /api/v1/admin/reports/finra | List FINRA OATS reports |
GET | /api/v1/admin/reports/ats?quarter=2026-Q1 | Generate ATS-N quarterly report |
Source
luxfi/cex/pkg/reporting/
How is this guide?
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