# Commission Delegated Regulation (EU) 2017/577 of 13 June 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council on markets in financial instruments with regard to regulatory technical standards on the volume cap mechanism and the provision of information for the purposes of transparency and other calculations (Text with EEA relevance), Annex

Extent: E+W+S+N.I.

Table 1
Symbol table for Table 2
SYMBOL
DATA TYPE
DEFINITION
{ALPHANUM-n}
Up to n alphanumerical characters
Free 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 characters
3 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 characters
ISIN code, as defined in ISO 6166
{MIC}
4 alphanumerical characters
Market identifier as defined in ISO 10383
Table 2
Formats of the report for the purpose of the volume cap mechanism
Data field name
Format
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}

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Source: https://www.legislation.gov.uk/eur/2017/577/annex (the official version)
Page: https://openlegislation.uk/eu-regulation-2017-577/annex
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.