Symbol

Data Type

Definition

{ALPHANUM-n}

Up to n alphanumerical characters

Free text field

{ISIN}

12 alphanumerical characters

ISIN code, as defined in ISO 6166

{MIC}

4 alphanumerical characters

Market identifier as defined in ISO 10383

{DATEFORMAT}

ISO 8601 date format

Dates shall be formatted by the following format: YYYY-MM-DD.

{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.

decimal separator is ‘.’ (full stop);

negative numbers are prefixed with ‘–’ (minus);

values are rounded and not truncated.

{INTEGER-n}

Integer number of up to n digits

Numerical field for both positive and negative integer values.

Field num

Field identifier

Description and details to be published

Type of execution or publication venue

Format to be populated as defined in Table 1

1

Instrument identification code

Code used to identify the financial instrument

Regulated Market (RM)

Multilateral Trading Facility (MTF)

Approved Publication Arrangement (APA)

Consolidated tape provider (CTP)

{ISIN}

2

Execution date

Date on which the trades are executed.

RM, MTF, APA, CTP

{DATEFORMAT}

3

Execution venue

Segment MIC for the EU trading venue or systematic internaliser, where available, otherwise operating MIC.

MIC XOFF in the case the transaction is executed by investment firms which are not systematic internalisers and is not executed on a trading venue.

RM, MTF, APA, CTP

{MIC} – of the trading venue or systematic internaliser or {MIC}- XOFF’

4

Suspended instrument flag

Indicator of whether the instrument was suspended for the whole trading day on the respective TV on the execution date.

As a consequence of an instrument being suspended for the whole trading day, fields 5 to 10 shall be reported with a value of zero.

RM, MTF, CTP

TRUE - if the instrument was suspended for the whole trading day

or FALSE – if the instrument was not suspended for the whole trading day

5

Total number of transactions

The total number of transactions executed on the execution date (*2).

RM, MTF, APA, CTP

{INTEGER-18}

6

Total turnover

The total turnover executed on the execution date, expressed in EUR (*1) (*2).

RM, MTF, APA, CTP

{DECIMAL-18/5}

7

Transactions executed, excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and(c), of Regulation (EU) No 600/2014.

The total number of transactions executed on the execution date excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014 on the same day (*2).

RM, MTF, CTP

{INTEGER-18}

8

Total turnover executed, excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014.

The total turnover executed on the execution date excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014 on the same day (*1) (*2).

RM, MTF, CTP

{DECIMAL-18/5}

9

Total number of transactions excluding those executed under the post-trade LIS deferral.

Total number of transactions executed on the execution date, excluding those transactions executed under Large-In-Scale waiver (post-trade) (*2).

For shares and depositary receipts only the highest threshold for the related average daily turnover (ADT) band in Table 4 of Annex II shall be used to identify those transactions.

For certificates and other similar financial instruments only the highest threshold in Table 6 of Annex II shall be used to identify those transactions

For ETFs only the highest threshold in Table 5 of Annex II shall be used to identify those transactions.

RM, MTF, APA, CTP

{INTEGER-18}

10

Total turnover executed, excluding transactions executed under the post-trade LIS deferral.

Total volume of transactions executed on the execution date, excluding those transactions executed under Large-In-Scale waiver (post-trade) (*1) (*2).

For shares and depositary receipts only the highest threshold for the related average daily turnover (ADT) band in Table 4 of Annex II shall be used to identify those transactions.

For certificates and other similar financial instruments only the highest threshold in Table 6 of Annex II shall be used to identify those transactions

For ETFs only the highest threshold in Table 5 of Annex II shall be used to identify those transactions.

RM, MTF, APA, CTP

{DECIMAL-18/5}