{
  "url": "https://openlegislation.uk/eu-regulation-2017-567/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2017-567/annex.json",
  "legislation": "eur/2017/567",
  "legislation_title": "Commission Delegated Regulation (EU) 2017/567 of 18 May 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to definitions, transparency, portfolio compression and supervisory measures on product intervention and positions (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2017-567",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": "Data to be provided for the purpose of determining a liquid market for shares, depositary receipts, exchange-traded funds and certificates",
  "text": "Table 1\nSymbol table\nSymbol\nData Type\nDefinition\n{ALPHANUM-n}\nUp to n alphanumerical characters\nFree text field.\n{ISIN}\n12 alphanumerical characters\nISIN code, as defined in ISO 6166\n{MIC}\n4 alphanumerical characters\nMarket identifier as defined in ISO 10383\n{DATEFORMAT}\nISO 8601 date format\nDates should be formatted by the following format:\nYYYY-MM-DD.\n{DECIMAL-n/m}\nDecimal number of up to n digits in total of which up to m digits can be fraction digits\nNumerical field for both positive and negative values.\ndecimal separator is ‘.’ (full stop);\nnegative numbers are prefixed with ‘–’ (minus);\nvalues are rounded and not truncated.\nTable 2\nDetails of the data to be provided for the purpose of determining a liquid market for shares, depositary receipts, exchange-traded funds and certificates\n#\nField\nDetails to be reported\nFormat and standards for reporting\n1\nInstrument identification code\nCode used to identify the financial instrument\n{ISIN}\n2\nInstrument full name\nFull name of the financial instrument\n{ALPHANUM-350}\n3\nTrading venue\nSegment MIC for the trading venue, where available, otherwise operational MIC.\n{MIC}\n4\nMiFIR identifier\nIdentification of equity financial instruments\nShares as referred to in Article 4(1)(44)(a) of Directive 2014/65/EU;\nDepositary receipts as defined in Article 4(1)(45) of Directive 2014/65/EU;\nExchange-traded fund as defined in Article 4(1)(46) of Directive 2014/65/EU;\nCertificates as defined in Article 2(1)(27) of Regulation (EU) No 600/2014;\nEquity financial instruments:\n‘SHRS’ = shares\n‘ETFS’= ETFs\n‘DPRS’ = depositary receipts\n‘CRFT’ = certificates\n5\nReporting day\nDate for which the data is provided\nData has to be provided at least for the following dates:\ncase 1: the day corresponding to the ‘Date of admission to trading or first trading date’ as per Article 5(3)(a);\ncase 2: the last day of the 4 weeks period starting on the ‘Date of admission to trading or first trading date’ as per Article 5(3)(b)(i);\ncase 3: the last trading day of each calendar year as per Article 5(3)(b)(ii);\ncase 4: the day on which a corporate action is effective as per Article 5(3)(b)(iii).\nFor case 1, estimates are to be provided for the fields 6 to 12 as applicable.\n{DATEFORMAT}\n6\nNumber of outstanding instruments\nFor shares and depositary receipts\nThe total number of outstanding instruments.\nFor ETFs\nNumber of units issued for trading.\n{DECIMAL-18/5}\n7\nHoldings exceeding 5 % of total voting rights\nFor shares only\nThe total number of shares corresponding to holdings exceeding 5 % of total voting rights of the issuer unless such a holding is held by a collective investment undertaking or a pension fund.\nThis field is to be populated only when actual information is available.\n{DECIMAL-18/5}\n8\nPrice of the instrument\nFor shares and depositary receipts only\nThe price of the instrument at the end of the reporting day.\nThe price should be expressed in euros.\n{DECIMAL-18//13}\n9\nIssuance size\nFor certificates only\nThe issuance size of the certificate expressed in euros.\n{DECIMAL-18/5}\n10\nNumber of trading days in the period\nThe total number of trading days for which the data is provided\n{DECIMAL-18/5}\n11\nTotal turnover\nThe total turnover for the period\n{DECIMAL-18/5}\n12\nTotal number of transactions\nThe total number of transactions for the period\n{DECIMAL-18/5}",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2017/567/annex",
    "retrieved_at": "2026-11-01T14:45:05.864333+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}