{
  "url": "https://openlegislation.uk/eu-regulation-2017-575/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2017-575/annex.json",
  "legislation": "eur/2017/575",
  "legislation_title": "Commission Delegated Regulation (EU) 2017/575 of 8 June 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council on markets in financial instruments with regard to regulatory technical standards concerning the data to be published by execution venues on the quality of execution of transactions (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2017-575",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": null,
  "text": "Table 1 — identification information to be published as referred to in Article 3(1) — type of execution venue\nVenue\nName\nIdentifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI)\nCountry of Competent Authority\nName\nMarket Segment\nName\nIdentifier (ISO 10383 market segment MIC)\nDate of the trading day\nISO 8601\nOutages\nNature\nNumber\nAverage duration\nScheduled Auction\nNature\nNumber\nAverage duration\nFailed Transactions\nNumber\nValue (as % of total value of transactions executed on that day)\nTable 2 — identification information to be published as referred to in Article 3(2) — type of financial instrument\nFinancial Instrument\nName\nIdentifier(ISO 6166)\nWritten description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type)\nInstrument classification\n(ISO 10962 CFI code)\nCurrency\n(ISO 4217)\nTable 3 — price information to be published as referred to in Article 4 point (a)\nSize Range\nAll trades executed within first two minutes after time T\nFirst transaction after time T (if no transactions within first two minutes after time T)\nTime (T)\nSimple average executed price (excluding commissions and accrued interest)\nTotal value executed\nPrice\nTime of execution\nTransaction size\nTrading System\nTrading Mode\nTrading platform\nbest bid and offer or suitable reference price at time of execution\n09.30.00\n1\n2\n3\n11.30.00\n1\n2\n3\n13.30.00\n1\n2\n3\n15.30.00\n1\n2\n3\nTable 4 — price information to be published as referred to in Article 4 point (b)\nsimple average transaction price\nvolume-weighted transaction price\nhighest executed price\nlowest executed price\nTable 5 — costs information to be published as referred to in Article 5\nInformation required under Article 5(a) to (d)\n(Description)\nLink to a website or other source where further information on costs is available\nTotal value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period)\n%\nTotal value of all costs (as a % of total traded value during the reporting period volume)\n%\nTable 6 — likelihood of execution information to be published as referred to in Article 6\nNumber of orders or request for quotes received\nNumber of transactions executed\nTotal value of transactions executed\nNumber of orders or request for quotes received cancelled or withdrawn\nNumber of orders or request for quotes received modified\nMedian transaction size\nMedian size of all orders or requests for quote\nNumber of designated market makers\nTable 7 — likelihood of execution information to be published as referred to in Article 7(1)\nTime\nBest Bid Price\nBest Offer Price\nBid Size\nOffer Size\nBook depth within 3 price increments\n9.30.00\n11.30.00\n13.30.00\n15.30.00\nTable 8 — information to be published as referred to in Article 7(2) and 7(3)\nAverage effective spread\nAverage volume at best bid and offer\nAverage spread at best bid and offer\nNumber of cancellations at best bid and offer\nNumber of modifications at best bid and offer\nAverage book depth at 3 price increments\nMean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution\nMedian time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution\nAverage speed of execution for unmodified passive orders at best bid and offer\nNumber of Fill or Kill orders that failed\nNumber of Immediate or Cancel orders that got zero fill\nNumber of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014\nValue of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014\nNumber of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale\nValue of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale\nNumber of trading interruptions\nAverage duration of trading interruptions\nNumber of suspensions\nNature of suspensions\nAverage duration of suspensions\nFor continuous quote venues, number of periods during which no quotes were provided\nFor continuous quote venues, average duration of periods during which no quotes were provided\nAverage quote presence\nTable 9 — information to be published as referred to in Article 8\nMean time elapsed between acceptance and execution\nMedian time elapsed between acceptance and execution\nMean time elapsed between request and provision of any corresponding quotes\nMedian time elapsed between request and provision of any corresponding quotes",
  "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/2017/575/annex",
    "retrieved_at": "2026-11-01T14:45:05.570992+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."
}