OpenLegislation

Annex

United Kingdom

Original text. Later amendments are not shown.

Table 1

Symbol table for Table 2

SYMBOLDATA TYPEDEFINITION
{ALPHANUM-n}Up to n alphanumerical charactersFree text field.
{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);

  • the number may be prefixed with ‘–’ (minus) to indicate negative numbers.

Where applicable, values shall be rounded and not truncated.

{CURRENCYCODE_3}3 alphanumerical characters3 letter currency code, as defined by ISO 4217 currency codes
{DATEFORMAT}ISO 8601 date format

Dates should be formatted by the following format:

YYYY-MM-DD.

{ISIN}12 alphanumerical charactersISIN code, as defined in ISO 6166
{MIC}4 alphanumerical charactersMarket identifier as defined in ISO 10383

Table 2

Formats of the report for the purpose of the volume cap mechanism

Data field nameFormat
Reporting period

{DATEFORMAT}/{DATEFORMAT}

where the first date is the beginning of the reporting period and the second date is the end of the reporting period.

Reporting entity identification

Where the reporting entity is a trading venue: {MIC}

(segment MIC or, where appropriate, operational MIC)

or

{ALPHANUM-50}

if the reporting entity is a CTP.

Trading venue identifier

{MIC}

(segment MIC, where available, otherwise operational MIC).

Instrument identifier{ISIN}
Currency of the transactions{CURRENCYCODE_3}
Total volume of trading (per currency){DECIMAL-18/5}
Total volume of trading under Reference Price waiver as defined under Article 4(1)(a) of MiFIR (per currency){DECIMAL-18/5}
Total volume of trading under Negotiated Transactions waiver as defined under Article 4(1)(b)(i) of MiFIR (per currency){DECIMAL-18/5}