Article 2
Content of the data requests and information to be reported
1. For the purpose of carrying out calculations that occur at pre-set dates or in pre-defined frequencies, trading venues, APAs and CTPs shall provide their competent authorities with all the data required to perform the calculations set out in the following Regulations:
(a) |
Delegated Regulation (EU) 2017/587; |
(b) |
Delegated Regulation (EU) 2017/583; |
(c) |
Delegated Regulation (EU) 2017/567; |
(d) |
Delegated Regulation (EU) 2017/565. |
2. Competent authorities may request, where necessary, additional information for the purpose of monitoring and adjusting the thresholds and parameters referred to in points (a) to (f) and (h) of Article 1 from trading venues, APAs and CTPs.
3. Competent authorities may request all the data ESMA is required to take into consideration in accordance with Delegated Regulation (EU) 2016/2020 for non-equity financial instruments, including data on the following:
(a) |
the average frequency of trades; |
(b) |
the average size and distribution of trades; |
(c) |
the number and type of market participants; |
(d) |
the average size of spreads. |