{ "tool_id": "art-397-lint-trace-cat-reports", "note": "golden_hash filled by golden-parity.test.mjs --update. Vector 1: TRACE report inside the 15-minute window mid trading day, one structurally valid equity CAT event. Vector 2: same execution, report 25 minutes later -- late. Vector 3: Friday-afternoon execution ahead of a declared Monday holiday, deadline correctly skips Sat/Sun/holiday to the following Tuesday's open. Vector 4: two structurally invalid CAT events (missing field, negative quantity, negative strike). Vector 5: zero-input edge (unparseable timestamps, empty calendar -- finite gate, no throw, no NaN).", "vectors": [ { "name": "timely_default", "description": "Execution at 14:00 UTC, report at 14:05 UTC -- within the 15-minute FINRA Rule 6730 window. One structurally valid equity CAT NEW_ORDER event.", "policy_parameters": { "execution_timestamp": "2026-07-20T14:00:00.000Z", "report_timestamp": "2026-07-20T14:05:00.000Z", "calendar": { "weekend_days": [ 0, 6 ], "holidays": [], "calendar_version": "finra-2026-standard" }, "trading_hours": { "start_minutes_utc": 480, "end_minutes_utc": 1110 }, "report_window_minutes": 15, "cat_events": [ { "event_category": "equity", "event_type": "NEW_ORDER", "event_timestamp": "2026-07-20T14:00:00.000Z", "firm_designated_id": "FIRM-1", "order_id": "ORD-1", "symbol": "ABC", "side": "BUY", "quantity": 100 } ] }, "output_payload": { "trace_result": { "valid_timestamps": true, "execution_timestamp": "2026-07-20T14:00:00.000Z", "report_timestamp": "2026-07-20T14:05:00.000Z", "deadline_utc": "2026-07-20T14:15:00.000Z", "timely": true, "late_by_minutes": 0, "calendar_version": "finra-2026-standard", "report_window_minutes": 15 }, "cat_events_checked": 1, "cat_events_valid": 1, "cat_violations": [], "rules_version": "trace-6730-cat-lint-2026.1", "regulatory_basis": "FINRA Rule 6730 (TRACE trade-reporting timeliness); CAT NMS Plan equity/option order-event structure (representative field subset, not the full CAT Reporting Technical Specification).", "note": "TRACE deadline computed against the caller-declared trading calendar and hours window -- there is no built-in market calendar. CAT check covers a representative subset of required event fields and is not a full CAT schema conformance check." }, "compliance_flags": [ "TRACE_REPORT_TIMELY", "CAT_ALL_EVENTS_STRUCTURALLY_VALID" ], "golden_hash": "76d0864b1898b8a94c6647d7bac783cc87ee7ca055712d4b90fa877a34d2f7e7" }, { "name": "late_default", "description": "Same execution time, report 25 minutes later -- 10 minutes past the 15-minute deadline. One structurally valid option CAT ORDER_EXECUTION event.", "policy_parameters": { "execution_timestamp": "2026-07-20T14:00:00.000Z", "report_timestamp": "2026-07-20T14:25:00.000Z", "calendar": { "weekend_days": [ 0, 6 ], "holidays": [], "calendar_version": "finra-2026-standard" }, "trading_hours": { "start_minutes_utc": 480, "end_minutes_utc": 1110 }, "report_window_minutes": 15, "cat_events": [ { "event_category": "option", "event_type": "ORDER_EXECUTION", "event_timestamp": "2026-07-20T14:00:00.000Z", "firm_designated_id": "FIRM-1", "order_id": "ORD-2", "symbol": "XYZ", "side": "SELL", "quantity": 5, "option_type": "CALL", "strike_price": 50, "expiration_date": "2026-08-21" } ] }, "output_payload": { "trace_result": { "valid_timestamps": true, "execution_timestamp": "2026-07-20T14:00:00.000Z", "report_timestamp": "2026-07-20T14:25:00.000Z", "deadline_utc": "2026-07-20T14:15:00.000Z", "timely": false, "late_by_minutes": 10, "calendar_version": "finra-2026-standard", "report_window_minutes": 15 }, "cat_events_checked": 1, "cat_events_valid": 1, "cat_violations": [], "rules_version": "trace-6730-cat-lint-2026.1", "regulatory_basis": "FINRA Rule 6730 (TRACE trade-reporting timeliness); CAT NMS Plan equity/option order-event structure (representative field subset, not the full CAT Reporting Technical Specification).", "note": "TRACE deadline computed against the caller-declared trading calendar and hours window -- there is no built-in market calendar. CAT check covers a representative subset of required event fields and is not a full CAT schema conformance check." }, "compliance_flags": [ "TRACE_REPORT_LATE", "CAT_ALL_EVENTS_STRUCTURALLY_VALID" ], "golden_hash": "2293f6042a1fb8ff19597ca894e33e7fc97fc0e33dd82fd6ee01e1175170b68c" }, { "name": "weekend_holiday_window_edge", "description": "Execution Friday 18:25 UTC, 5 minutes before the 18:30 UTC trading-hours close, with a declared Monday holiday. The 15-minute window would spill past the close, so the deadline correctly rolls to 15 minutes after the next actual trading day's open -- skipping Saturday, Sunday, and the Monday holiday to land on Tuesday.", "policy_parameters": { "execution_timestamp": "2026-07-17T18:25:00.000Z", "report_timestamp": "2026-07-21T08:10:00.000Z", "calendar": { "weekend_days": [ 0, 6 ], "holidays": [ "2026-07-20" ], "calendar_version": "finra-2026-standard" }, "trading_hours": { "start_minutes_utc": 480, "end_minutes_utc": 1110 }, "report_window_minutes": 15, "cat_events": [] }, "output_payload": { "trace_result": { "valid_timestamps": true, "execution_timestamp": "2026-07-17T18:25:00.000Z", "report_timestamp": "2026-07-21T08:10:00.000Z", "deadline_utc": "2026-07-21T08:15:00.000Z", "timely": true, "late_by_minutes": 0, "calendar_version": "finra-2026-standard", "report_window_minutes": 15 }, "cat_events_checked": 0, "cat_events_valid": 0, "cat_violations": [], "rules_version": "trace-6730-cat-lint-2026.1", "regulatory_basis": "FINRA Rule 6730 (TRACE trade-reporting timeliness); CAT NMS Plan equity/option order-event structure (representative field subset, not the full CAT Reporting Technical Specification).", "note": "TRACE deadline computed against the caller-declared trading calendar and hours window -- there is no built-in market calendar. CAT check covers a representative subset of required event fields and is not a full CAT schema conformance check." }, "compliance_flags": [ "TRACE_REPORT_TIMELY", "CAT_NO_EVENTS_SUPPLIED" ], "golden_hash": "3a99f7133b5530db5d49206d0f12d66e80725e7339a1992bb140ecc5bd743573" }, { "name": "cat_structural_violations", "description": "Two CAT events with structural defects: an equity event missing event_timestamp with a negative quantity, and an option event with a negative strike_price.", "policy_parameters": { "execution_timestamp": "2026-07-20T14:00:00.000Z", "report_timestamp": "2026-07-20T14:05:00.000Z", "calendar": { "weekend_days": [ 0, 6 ], "holidays": [], "calendar_version": "finra-2026-standard" }, "trading_hours": { "start_minutes_utc": 480, "end_minutes_utc": 1110 }, "report_window_minutes": 15, "cat_events": [ { "event_category": "equity", "event_type": "NEW_ORDER", "firm_designated_id": "FIRM-1", "order_id": "ORD-3", "symbol": "ABC", "side": "BUY", "quantity": -5 }, { "event_category": "option", "event_type": "ORDER_ROUTE", "event_timestamp": "2026-07-20T14:01:00.000Z", "firm_designated_id": "FIRM-1", "order_id": "ORD-4", "symbol": "XYZ", "side": "SELL", "quantity": 2, "option_type": "PUT", "strike_price": -10, "expiration_date": "2026-08-21" } ] }, "output_payload": { "trace_result": { "valid_timestamps": true, "execution_timestamp": "2026-07-20T14:00:00.000Z", "report_timestamp": "2026-07-20T14:05:00.000Z", "deadline_utc": "2026-07-20T14:15:00.000Z", "timely": true, "late_by_minutes": 0, "calendar_version": "finra-2026-standard", "report_window_minutes": 15 }, "cat_events_checked": 2, "cat_events_valid": 0, "cat_violations": [ { "index": 0, "event_category": "equity", "structurally_valid": false, "missing_fields": [ "event_timestamp" ], "type_errors": [ "quantity must be a positive number" ] }, { "index": 1, "event_category": "option", "structurally_valid": false, "missing_fields": [], "type_errors": [ "strike_price must be a positive number" ] } ], "rules_version": "trace-6730-cat-lint-2026.1", "regulatory_basis": "FINRA Rule 6730 (TRACE trade-reporting timeliness); CAT NMS Plan equity/option order-event structure (representative field subset, not the full CAT Reporting Technical Specification).", "note": "TRACE deadline computed against the caller-declared trading calendar and hours window -- there is no built-in market calendar. CAT check covers a representative subset of required event fields and is not a full CAT schema conformance check." }, "compliance_flags": [ "TRACE_REPORT_TIMELY", "CAT_STRUCTURAL_VIOLATIONS_FOUND" ], "golden_hash": "f4d07ccc6ec4c305aabe728c420e7c399c9e069787af3953f9680d46df73baac" }, { "name": "zero_input_edge", "description": "Empty timestamps and calendar. Finite gate: unparseable timestamps resolve to a null deadline/verdict, never NaN or a thrown error.", "policy_parameters": { "execution_timestamp": "", "report_timestamp": "", "calendar": {}, "trading_hours": {}, "report_window_minutes": 15, "cat_events": [] }, "output_payload": { "trace_result": { "valid_timestamps": false, "deadline_utc": null, "timely": null, "late_by_minutes": null, "execution_timestamp": null, "report_timestamp": null, "calendar_version": "unspecified", "report_window_minutes": 15 }, "cat_events_checked": 0, "cat_events_valid": 0, "cat_violations": [], "rules_version": "trace-6730-cat-lint-2026.1", "regulatory_basis": "FINRA Rule 6730 (TRACE trade-reporting timeliness); CAT NMS Plan equity/option order-event structure (representative field subset, not the full CAT Reporting Technical Specification).", "note": "TRACE deadline computed against the caller-declared trading calendar and hours window -- there is no built-in market calendar. CAT check covers a representative subset of required event fields and is not a full CAT schema conformance check." }, "compliance_flags": [ "TRACE_TIMESTAMPS_UNPARSEABLE", "CAT_NO_EVENTS_SUPPLIED" ], "golden_hash": "43f38146035cb8a77fd70c7603e0221ae09740607c2c937c457a499ccf2f0e41" } ] }