Symbol

Data type

Definition

{ALPHANUM-n}

Up to n alphanumerical characters

Free text field.

{CFI_CODE}

6 characters

ISO 10962 CFI code.

{COUNTRYCODE_2}

2 alphanumerical characters

2-letter country code, as specified by ISO 3166-1 alpha-2 country code

{CURRENCYCODE_3}

3 alphanumerical characters

3-letter currency code, as specified by ISO 4217 currency codes

{DATE_TIME_FORMAT}

ISO 8601 date and time format

Date and time in the following format:

YYYY-MM-DDThh:mm:ss.ddddddZ, where:

Dates and times shall be reported in UTC.

{DATEFORMAT}

ISO 8601 date format

Dates shall be formatted in 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.

{DTI}

9 alphanumerical characters

ISO 24165 DTI code assigned to fungible digital assets which uses distributed ledger technology for its issuance, storage, exchange, record of ownership or transaction validation and is not a currency (ISO 4217) as described in ISO 24165 – DTI.

{DTI_SHORT_NAME}

n alphanumeric characters

DTI short name as registered according to the ISO 24165-2 data elements for registration of the DTI.

{INTEGER-n}

Integer number of up to n digits in total

Numerical field for both positive and negative integer values.

{ISIN}

12 alphanumerical characters

ISIN code, as specified in ISO 6166.

{LEI}

20 alphanumerical characters

Legal entity identifier as specified in ISO 17442.

{MIC}

4 alphanumerical characters

Market identifier as specified in ISO 10383.

{NATIONAL_ID}

35 alphanumerical characters

The identifier shall be derived in accordance with Article 3 of this Regulation and Annex II of Delegated Regulation (EU) 2017/590.

Field Number

Field Name

Field description

Details of the order book

Section A – Identification of the relevant parties

1

Identification of the entity which submitted the order

The Legal Entity Identifier of the participant of the trading platform operated by the crypto-asset service provider or equivalent identifiers specified in Article 4.

{LEI}

{ALPHANUM-20}

2

Identification of the natural person that submitted the order

The identity of the participant of the trading platform operated by the crypto-asset service provider. This field only applies to natural persons.

{NATIONAL_ID}

3

Client identification code

Code used to identify the client of the participant to the trading platform for crypto-assets.

Where the client is a legal entity, the LEI code or the alternative identifier referred to in Article 4, {ALPHANUM-20} of the client shall be used.

Where the client is not a legal entity, the code {NATIONAL_ID} shall be used.

In case of pending allocations, the flag PNAL shall be used.

This field shall be populated with ‘NOAP’ only where the participant of the crypto-asset service provider operating a trading platform for crypto-assets has a direct interest to buy or sell.

{LEI}

{ALPHANUM-20}

{NATIONAL_ID}

‘PNAL’

‘NOAP’

4

Investment decision within the crypto asset service provider

Code used to identify the person or the computer algorithm within the crypto-asset service provider that is responsible for the investment decision.

Where a natural person within the crypto-asset service provider is responsible for the investment decision the person who is responsible for the investment decision shall be identified with the {NATIONAL_ID}.

Where an algorithm automatically determining individual parameters of orders was responsible for the investment decision, the field shall be populated with a code assigned in accordance with Article 2.

This field shall be left blank when the investment decision was not made by a person or computer algorithm within the crypto-asset service provider.

{NATIONAL_ID} – Natural persons

{ALPHANUM-50} – Algorithms

5

Execution within firm

Code used to identify the person or algorithm within the crypto-asset service provider that is responsible for the execution of the transaction resulting from the order. This field is not applicable when the executing entity is a natural person.

Where a natural person is responsible for the execution of the transaction, that person shall be identified by {NATIONAL_ID}

Where an algorithm automatically determining individual parameters of orders such as whether to initiate the order or its the timing, price or quantity is responsible for the execution of the transaction, this field shall be populated with a code assigned by the crypto-asset service provider, in accordance with Article 4.

Where more than one person or a combination of persons and algorithms are involved in the execution of the transaction, the crypto-asset service provider shall determine the person or algorithm primarily responsible and populate this field with the identity of that person or algorithm.

{NATIONAL_ID} – Natural persons

{ALPHANUM-50} – Algorithms

6

Non-executing broker

The code used to identify a participant of the trading platform for crypto-assets that routed an order on behalf of and in the name of another participant of the trading platform for crypto-assets.

This field shall be ‘NOAP’ where not relevant.

LEI

{ALPHANUM-20}

‘NOAP’

Section B – Trading capacity and liquidity provision

7

Trading capacity

Indicates whether the crypto-asset service provider undertaking the transaction is carrying out matched principal trading or exchanging crypto-assets for funds.

Where the order submission does not result from the crypto-asset service provider carrying out matched principal trading or exchanging crypto-assets for funds, the field shall indicate that the transaction was carried out under any other capacity.

‘DEAL’ – Exchanging crypto-assets for funds

‘MTCH’ – Matched principal

‘AOTC’ – Any other capacity

Section C – Date and time

8

Date and time

The date and time for each event listed in Sections G and K of this Table.

{DATE_TIME_FORMAT}

Section D – Validity period and order restrictions

9

Validity period

Good-For-Day: the order expires at the end of the trading day on which it was entered in the order book.

Good-Till-Cancelled: the order will remain active in the order book and be executable until it is actually cancelled.

Good-Till-Time: the order expires at the latest at a pre-determined time within the current trading session.

Good-Till-Date: the order expires at the end of a specified date.

Good-Till-Specified Date and Time: the order expires at a specified date and time.

Good After Time: the order is only active after a pre-determined time within the current trading session.

Good After Date: the order is only active from the beginning of a pre-determined date.

Good After Specified Date and Time: the order is only active from a pre-determined time on a pre-determined date.

Immediate-Or-Cancel: an order which is executed upon its entering into the order book (for the quantity that can be executed) and which does not remain in the order book for the remaining quantity (if any) that has not been executed.

Fill-Or-Kill: an order which is executed upon its entering into the order book provided that it can be fully filled; in the event the order can only be partially executed, then it is automatically rejected and cannot therefore be executed.

Other: any additional indications that are unique for specific business models, trading platforms or systems.

‘DAVY’ – Good-For-Day

‘GTCV’ – Good-Till-Cancelled

‘GTTV’ – Good-Till-Time

‘GTDV’ – Good-Till-Date

‘GTSV’ – Good-Till-Specified Date and Time

‘GATV’ – Good After Time

‘GADV’ – Good After Date

‘GASV’ – Good After Specified Date and Time

‘IOCV’ – Immediate-Or-Cancel

‘FOKV’ – Fill-Or-Kill

or

{ALPHANUM-4} characters not already in use for the trading platform for crypto-assets’ own classification.

10

Order restriction

Good For Closing Price Crossing Session: where an order qualifies for the closing price crossing session.

Valid For Auction: the order is only active and can only be executed at auction phases (which can be pre-defined by the crypto-asset service provider client who submitted the order, e.g. opening and closing auctions and/or intraday auction).

Valid For Continuous Trading only: the order is only active during continuous trading.

Other: any additional indications that are unique for specific business models, trading platforms or systems.

‘SESR’ – Good For Closing Price Crossing Session

‘VFAR’ – Valid For Auction

‘VFCR’ – Valid For Continuous Trading only

{ALPHANUM-4} characters not already in use for the trading platform for crypto-assets’ own classification.

This field shall be populated with multiple flags separated by a comma where more than one flag is applicable.

11

Validity period and time

This field refers to the time stamp reflecting the time on which the order becomes active or it is ultimately removed from the order book.

Good for day: the date of entry with the timestamp immediately prior to midnight.

Good till time: the date of entry and the time to that specified in the order.

Good till date: will be the specified date of expiry with the timestamp immediately prior to midnight.

Good till specified date and time: the specified date and time of expiry.

Good after time: the date of entry and the specified time at which the order becomes active.

Good after date: the specified date with the timestamp immediately after midnight.

Good after specified date and time: the specified date and time at which the order becomes active.

Good till cancel: the ultimate date and time the order is automatically removed by market operations.

Other: timestamp for any additional validity type.

{DATE_TIME_FORMAT}

Section E – Priority and sequence number

12

Priority time stamp

This field shall be updated every time the priority of an order changes.

{DATE_TIME_FORMAT}

13

Priority size

For trading platforms for crypto-assets which use size-time priority, this field shall be populated with a positive number corresponding to the quantity.

This field shall be updated every time the priority of the order changes.

Up to 20 numeric positive digits.

14

Sequence number

Each event listed in section G shall be identified using positive integers in ascending order.

The sequence number shall be unique to each type of event; consistent across all events, timestamped by the operator of the trading platform for crypto-assets; persistent for the date that the event occurs.

{INTEGER-50}

Section F – Identification of the order

15

Segment MIC

Identification of the trading platform for crypto-asset where the order was submitted.

If the trading platform for crypto-asset uses segment MICs then the segment MIC shall be used.

If the trading platform for crypto-asset does not use segment MICs then the operating MIC shall be used.

{MIC}

16

Order book code

The alphanumerical code established by the trading platform for crypto-assets for each order book.

{ALPHANUM-20}

17

Crypto-asset identification code

Unique and unambiguous identifier of the crypto-asset in accordance with Article 4.

{DTI}

{ALPHANUM-20}

18

Date of receipt

Date of receipt of the original order.

{DATEFORMAT}

19

Order identification code

An alphanumerical code assigned by the operator of the trading platform for crypto-assets to the individual order.

{ALPHANUM-50}

Section G – Events affecting the order

20

New order, order modification, order cancellation, order rejections, partial or full execution

New order: submission of a new order to the crypto-asset service provider operating the trading platform for crypto-assets.

Triggered: an order which becomes executable or, as the case may be, non-executable upon the realisation of a pre-determined condition.

Replaced by the participant of the trading platform for crypto-assets: where a participant or client of the trading platform for crypto-assets decides upon its own initiative to change any characteristic of the order it has previously entered into the order book.

Replaced by market operations (automatic): where any characteristic of an order is changed by the trading platform for crypto-assets operator’s ICT systems. This includes where a peg order’s or a trailing stop order’s current characteristics are changed to reflect how the order is located within the order book.

Replaced by market operations (human intervention): where any characteristic of an order is changed by a trading platform for crypto-assets operator’s staff. This includes the situation where a participant of the trading platform for crypto-assets requests to urgently cancel the orders linked to ICT incidents.

Change of status at the initiative of the participant of the trading platform for crypto-assets. This includes activation and deactivation.

Change of status due to market operations.

Cancelled upon the initiative of the participant of the trading platform for crypto-assets: where a participant or client decides upon its own initiative to cancel the order it has previously entered.

Cancelled by market operations.

Rejected order: an order received but rejected by the operator of the trading platform for crypto-assets.

Expired order: where the order is removed from the order book upon the end of its validity period.

Partially filled: where the order is not fully executed so that there remains a quantity to be executed.

Filled: where there is no more quantity to be executed.

‘NEWO’ – New order

‘TRIG’ – Triggered

‘REME’ – Replaced by the member or participant of the trading platform for crypto-assets

‘REMA’ – Replaced by market operations (automatic)

‘REMH’ – Replaced by market operations (human intervention)

‘CHME’ – Change of status at the initiative of the participant of the trading platform for crypto-assets

‘CHMO’ – Change of status due to market operations

‘CAME’ – Cancelled at the initiative of the participant of the trading platform for crypto-assets

‘CAMO’ -Cancelled by market operations

‘REMO’ – Rejected order

‘EXPI’ – Expired order

‘PARF’ – Partially filled

‘FILL’ – Filled

{ALPHANUM-4} characters not already in use for the trading platform for crypto-assets’ own classification.

Section H – Type of order

21

Order type

Identifies the type of order submitted to the trading platform for crypto-assets as per the trading platform for crypto-assets’ specifications.

{ALPHANUM-50}

22

Order type classification

Classification of the order according to two generic order types. LIMIT order: in the cases where the order is tradable; and

STOP order: in the cases where the order becomes tradable only upon the realisation of a pre-determined price event.

The letters ‘LMTO’ for limit or the letters ‘STOP’ for stop.

Section I – Prices

23

Limit price

The maximum price at which a buy order can trade or the minimum price at which a sell order can trade.

The spread price for a strategy order. It can be negative or positive.

This field shall be ‘NOAP’ where not relevant.

Where price is reported in monetary terms, it shall be provided in the major currency unit.

If the crypto-asset is traded based on a currency pair the price shall express the quantity of the quote currency for one unit of the base currency.

If the price is expressed in sub-components of that crypto-asset, it shall be nonetheless recorded in decimal notation of the price expressed in units of that crypto-asset.

{DECIMAL-18/13} in case the price is expressed as monetary value.

{DECIMAL-11/10} in case the price is expressed as a percentage or yield.

{DECIMAL-18/17} in case the price is expressed as basis points.

‘NOAP’

24

Additional limit price

Any other limit price which may apply to the order. This field shall be ‘NOAP’ where not relevant.

Where price is reported in monetary terms, it shall be provided in the major currency unit.

If the crypto-asset is traded based on a currency pair the price shall express the quantity of the quote currency for one unit of the base currency.

If the price is expressed in sub-components of that crypto-asset, it shall be nonetheless recorded in decimal notation of the price expressed in units of that crypto-asset.

{DECIMAL-18/13} where the price is expressed as a monetary value.

{DECIMAL-11/10 where the price is expressed as a percentage or yield.

{DECIMAL-18/17} in case the price is expressed as basis points.

‘NOAP’

25

Stop price

The price that must be reached for the order to become active.

For stop orders triggered by events independent of the price of the crypto-asset, this field shall be populated with a stop price equal to zero.

This field shall be ‘NOAP’ where not relevant.

Where price is reported in monetary terms, it shall be provided in the major currency unit.

If the crypto-asset is traded based on a currency pair the price shall express the quantity of the quote currency for one unit of the base currency.

If the price is expressed in sub-components of that crypto-asset, it shall be nonetheless recorded in decimal notation of the price expressed in units of that crypto-asset.

{DECIMAL-18/13} where the price is expressed as a monetary value.

{DECIMAL-11/10} where the price is expressed as a percentage or yield.

{DECIMAL-18/17} in case the price is expressed as basis points.

‘NOAP’

26

Pegged limit price

The maximum price at which a pegged order to buy can trade or the minimum price at which a pegged order to sell can trade.

This field shall be ‘NOAP’ where not relevant.

Where price is reported in monetary terms, it shall be provided in the major currency unit.

If the crypto-asset is traded based on a currency pair the price shall express the quantity of the quote currency for one unit of the base currency.

If the price is expressed in sub-components of that crypto-asset, it shall be nonetheless recorded in decimal notation of the price expressed in units of that crypto-asset.

{DECIMAL-18/13} where the price is expressed as a monetary value.

{DECIMAL-11/10} where the price is expressed as a percentage or yield.

{DECIMAL-18/17} in case the price is expressed as basis points.

‘NOAP’

27

Transaction price

Traded price of the transaction excluding, where applicable, commission, other fees and accrued interest.

Where price is not applicable the field shall be populated with the value ‘NOAP’.

Where price is recorded in monetary terms, it shall be provided in the major currency unit.

If the crypto-asset is traded based on a currency pair the price shall express the quantity of the quote currency for one unit of the base currency.

{DECIMAL-18/13} where the price is expressed as a monetary value.

{DECIMAL-11/10} where the price is expressed as a percentage or yield.

{DECIMAL-18/17} in case the price is expressed as basis points.

‘NOAP’

28

Price currency

Currency in which the trading price for the crypto-asset related to the order is expressed (applicable where the price is expressed as monetary value).

Where the crypto-asset is traded in electronic money/e-money token, digital token identifiers as specified in Article 4 shall be used.

Where price of the crypto-asset is expressed in monetary terms and it is expressed in a currency pair, the currency pair in which the price for the crypto-asset related to the order is expressed shall be reported. The first currency code shall be that of the base currency and the second currency code shall be that of the quote currency. The quote currency determines the price of one unit of the base currency. The ISO currency code and the DTI short name as registered according to the ISO 24165-2 data elements for registration of the DTI or the alternative equivalent identifier referred to in Article 4 shall be used to represent the fiat currency and the crypto asset respectively in the currency pair.

{CURRENCYCODE_3}

{DTI}

{ALPHANUM-20}

{CURRENCYCODE_3} should be used for fiat currencies in a currency pair

{DTI_SHORT_NAME} should be used for crypto assets in a currency pair

‘NOAP’

29

Price notation

Indicates whether the price is expressed in monetary value, in percentage, in yield, in basis points or in crypto-assets.

‘MONE’ – Monetary value

‘PERC’ – Percentage

‘YIEL’ – Yield

‘BAPO’ – Basis points

Section J – Order instructions

30

Buy-sell indicator

To record if the order is to buy or sell.

‘BUYI’ – buy

‘SELL’ – sell

31

Order status

To identify orders that are active/inactive/suspended, firm/indicative (assigned to quotes only)/implicit/rerouted.

Active – non-quote orders that are tradable.

Inactive – non-quote orders that are not tradable.

Firm/Indicative – Assigned to quotes only. Indicative quotes mean that they are visible but cannot be executed. This includes warrants in some trading platform for crypto-assets. Firm quotes can be executed.

Implicit – Used for strategy orders that are derived from implied in or implied out functionality.

Routed – Used for orders that are routed by the trading platform for crypto-assets to other venues.

‘ACTI’ – active

or

‘INAC’ – inactive

or

‘FIRM’ – firm quotes

or

‘INDI’ – indicative quotes

or

‘IMPL’ – implied strategy orders

or

‘ROUT’ – routed orders.

If multiple statuses are applicable, this field shall be populated with multiple flags separated by comma.

32

Quantity notation

Indicates whether the quantity reported is expressed in number of units, as a nominal value or as a monetary value, or crypto-asset units.

‘UNIT’ – Number of units

‘NOML’ – Nominal value

‘MONE’ – Monetary value

‘{CRYP}’ – Value in crypto-assets

33

Quantity currency

Currency in which the quantity is expressed. The currency shall refer to the crypto-asset units, even when the transaction is denominated in sub-components of that crypto-asset.

Field only needs to be populated where the quantity is expressed as a nominal monetary value or crypto-asset units.

{CURRENCYCODE_3}

{DTI}

{ALPHANUM-20}

34

Initial quantity

The number of units of the crypto-asset in the order. In case the order pertains a fraction of a crypto-asset, indicate the quantity in decimal notation of the unit.

The nominal or monetary value of the crypto-asset.

{DECIMAL-18/17} in case the quantity is expressed as number of units.

{DECIMAL-18/5} in case the quantity is expressed as monetary or nominal value.

35

Remaining quantity

The total quantity that remains in the order book after a partial execution or in the case of any other event affecting the order.

On a partial fill order event, this shall be the total remaining volume after that partial execution. On an order entry this shall equal the initial quantity.

{DECIMAL-18/17} in case the quantity is expressed as a number of units.

{DECIMAL-18/5} where the quantity is expressed as monetary or nominal value.

36

Displayed quantity

The quantity that is visible (as opposed to hidden) in the order.

{DECIMAL-18/17} in case the quantity is expressed as a number of units.

{DECIMAL-18/5} where the quantity is expressed as monetary or nominal value.

37

Traded quantity

Where there is a partial or full execution, this field shall be populated with the executed quantity.

{DECIMAL-18/17} in case the quantity is expressed as a number of units.

{DECIMAL-18/5} where the quantity is expressed as monetary or nominal value.

38

Minimum acceptable quantity (MAQ)

The minimum acceptable quantity for an order to be filled which can consist of multiple partial executions and is normally only for non-persistent order types.

This field shall be ‘NOAP’ where not relevant.

{DECIMAL-18/17} in case the quantity is expressed as a number of units.

{DECIMAL-18/5} where the quantity is expressed as monetary or nominal value.

‘NOAP’

39

Minimum executable size (MES)

The minimum execution size of any individual potential execution.

This field shall be left blank if not relevant.

{DECIMAL-18/17} in case the quantity is expressed as a number of units.

{DECIMAL-18/5} where the quantity is expressed as monetary or nominal value.

40

MES first execution only

Specifies whether the MES is relevant only for the first execution.

This field can be left blank where field 39 is left blank.

‘true’

‘false’

41

Passive only indicator

Indicates if the order is submitted to the trading platform for crypto-asset with a characteristic/flag, such that the order shall not immediately execute against any contra visible orders.

‘true’

‘false’

42

Passive or aggressive indicator

On partial fill and fill order events, indicates whether the order was already resting on the order book and providing liquidity (passive) or the order initiated the trade and thus took liquidity (aggressive).

This field shall be left blank if not applicable.

‘PASV’ – passive or

‘AGRE’ – aggressive.

43

Self-execution prevention

Indicates if the order has been entered with self-execution prevention criteria, so that it would not execute with an order on the opposite side of the book entered by the same participant.

‘true’

‘false’

44

Strategy linked order identification

The alphanumerical code used to link all connected orders that are part of a strategy pursuant to Article 9(2).

{ALPHANUM-50}

45

Routing strategy

The applicable routing strategy as per the trading platform for crypto-assets’ specification.

This field shall be left blank if not applicable.

{ALPHANUM-50}

46

Transaction identification code

Alphanumerical code assigned by the trading platform for crypto-asset to the transaction pursuant to Article 14.

The code shall be unique, consistent, and persistent per ISO10383 segment MIC and per trading day. The components of the transaction identification code shall not disclose the identity of the counterparties to the transaction for which the code is maintained. For orders transmitted to trading platforms for crypto-assets as referred to in Article 12 of Commission Delegated Regulation establishing technical standards adopted pursuant to Article 68(10), first subparagraph, point (b) to an entity providing crypto-asset services outside the Union, this information shall be recorded whenever those are retrievable.

{ALPHANUM-52}

Section K – Trading phases, indicative auction price and volume

47

Trading phases

The name of each of the different trading phases during which an order is present in the order book including trading halts, circuit breakers and suspensions.

{ALPHANUM-50}

48

Indicative auction price

The price at which each auction is due to uncross in respect to the crypto-asset for which one or more orders have been placed.

{DECIMAL-18/5} in case the price is expressed as monetary or nominal value.

Where price reported in monetary terms, it shall be provided in the major currency unit.

DECIMAL-11/10} in case the price is expressed as a percentage or yield.

49

Indicative auction volume

The volume (number of units of the crypto-asset) that can be executed at the indicative auction price if the auction ended at that precise moment of time.

{DECIMAL-18/17} in case the quantity is expressed as number of units.

{DECIMAL-18/5} in case the quantity is expressed as monetary or nominal value.

Section L – Country of residence of natural persons

50

Identification of the country of residence

Shall be populated where a natural person is a resident of a country other than the one of its nationality as referred to in Article 3(4).

{COUNTRYCODE_2}

‘NOAP’

Field no

Field

Content to be recorded

Details to be provided to the competent authority

1

Transaction hash

Identifier enabling the unique identification of a specific transaction occurring on the network.

{ALPHANUM-140}

2

Wallet addresses

Code uniquely identifying the wallet, belonging to the buyer/seller, to which the crypto-asset is transferred.

{ALPHANUM-140}

3

Smart contract addresses

Code uniquely identifying the smart contract address.

{ALPHANUM-140}

4

Timestamp

Timestamp of the creation of the block.

{DATE_TIME_FORMAT}

5

Quantity/current total supply

Ratio between the transferred quantity and the current floating amount of the asset.

6

Token ID

Digital Token Identifier or the alternative equivalent identifier referred to in Article 4.

{DTI}

{ALPHANUM-20}

7

Network fee

Fees which are requested to cover the costs for the creation of a new block.

8

Fee limit

Maximum amount of ‘network fees’ that an on-chain user is willing to pay for the executions of a specific transaction.

9

DataSize

In connection to ‘network fee’ and ‘fee limit’ an on-chain transaction can contain ‘attachments’ in a specific data field that affect the network fees required to process the transaction.

10

‘To’

The unique identifier for buyer usually generated by the DLT protocol on the basis of the buyer wallet addresses.

{ALPHANUM-140}

11

‘From’

The unique identifier for seller usually generated by the DLT protocol on the basis of the seller wallet addresses.

{ALPHANUM-140}

12

Currency

Currency code.

{CURRENCYCODE_3}

{DTI}

{ALPHANUM-20}

13

Transaction record number

Identification number reported in Field 2 that is unique to the executing firm for each record to ensure that a link can be made between the on-chain report and the off-chain one.

{ALPHANUM-140}