Article 1
Offering of pre-trade and post-trade transparency data
1. A market operator or investment firm operating a trading venue shall upon request make the information published in accordance with Articles 3, 4 and 6 to 11 of Regulation (EU) No 600/2014 available to the public by offering pre-trade and post-trade data disaggregated, in accordance with the following criteria:
(a) |
the nature of the asset class:
|
(b) |
the country of issue for shares and sovereign debt; |
(c) |
the currency in which the financial instrument is traded; |
(d) |
scheduled daily auctions as opposed to continuous trading. |
2. Derivatives referred to in point (a)(v) shall be disaggregated in accordance with the following criteria:
(a) |
equity derivatives; |
(b) |
interest rate derivatives; |
(c) |
credit derivatives; |
(d) |
foreign exchange derivatives; |
(e) |
commodity and emission allowance derivatives; |
(f) |
other derivatives. |
3. The market operator or investment firm operating a trading venue shall determine which criteria a financial instrument or type of data meets where the disaggregation criteria in paragraphs 1 or 2 cannot be applied in an unambiguous manner.
4. The market operator or investment firm operating a trading venue shall apply the criteria referred to in paragraphs 1 and 2 in any combination upon request.
5. In addition to offering the data in accordance with paragraph 1 and 2, a market operator or investment firm operating a trading venue may offer bundles of data.