COMMISSION DELEGATED REGULATION (EU) 2017/577
of 13 June 2016
supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council on markets in financial instruments with regard to regulatory technical standards on the volume cap mechanism and the provision of information for the purposes of transparency and other calculations
(Text with EEA relevance)
Article 1
Subject matter and scope
Article 2
Content of the data requests and information to be reported
Article 3
Frequency of data requests and response times for trading venues, APAs and CTPs
Article 4
Format of the data requests
Article 5
Type of data that must be stored and the minimum period of time trading venues, APAs and CTPs shall store data
Article 6
Reporting requirements for trading venues and CTPs for the purpose of the volume cap mechanism
Article 7
Reporting requirements for competent authorities to ESMA for the purposes of the volume cap mechanism and the trading obligation for derivatives
Article 8
Reporting requirements for ESMA for the purpose of the volume cap mechanism
Article 9
Entry into force and application
ANNEX
SYMBOL |
DATA TYPE |
DEFINITION |
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{ALPHANUM-n} |
Up to n alphanumerical characters |
Free text field. |
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{DECIMAL-n/m} |
Decimal number of up to n digits in total of which up to m digits can be fraction digits |
Numerical field for both positive and negative values.
Where applicable, values shall be rounded and not truncated. |
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{CURRENCYCODE_3} |
3 alphanumerical characters |
3 letter currency code, as defined by ISO 4217 currency codes |
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{DATEFORMAT} |
ISO 8601 date format |
Dates should be formatted by the following format: YYYY-MM-DD. |
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{ISIN} |
12 alphanumerical characters |
ISIN code, as defined in ISO 6166 |
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{MIC} |
4 alphanumerical characters |
Market identifier as defined in ISO 10383 |
Data field name |
Format |
Reporting period |
{DATEFORMAT}/{DATEFORMAT} where the first date is the beginning of the reporting period and the second date is the end of the reporting period. |
Reporting entity identification |
Where the reporting entity is a trading venue: {MIC} (segment MIC or, where appropriate, operational MIC) or {ALPHANUM-50} if the reporting entity is a CTP. |
Trading venue identifier |
{MIC} (segment MIC, where available, otherwise operational MIC). |
Instrument identifier |
{ISIN} |
Currency of the transactions |
{CURRENCYCODE_3} |
Total volume of trading (per currency) |
{DECIMAL-18/5} |
Total volume of trading under Reference Price waiver as defined under Article 4(1)(a) of MiFIR (per currency) |
{DECIMAL-18/5} |
Total volume of trading under Negotiated Transactions waiver as defined under Article 4(1)(b)(i) of MiFIR (per currency) |
{DECIMAL-18/5} |