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In this act Annex IV of 4

ANNEX IV

Financial servicesLevel 2Delegated RegulationMiFID IIIn forceOfficial source

SECTION 1 Record keeping of client orders and decision to deal

  1. Name and designation of the client
  2. Name and designation of any relevant person acting on behalf of the client
  3. A designation to identify the trader (Trader ID) responsible within the investment firm for the investment decision
  4. A designation to identify the algorithm (Algo ID) responsible within the investment firm for the investment decision;
  5. B/S indicator;
  6. Instrument identification
  7. Unit price and price notation;
  8. Price
  9. Price multiplier
  10. Currency 1
  11. Currency 2
  12. Initial quantity and quantity notation;
  13. Validity period
  14. Type of the order;
  15. Any other details, conditions and particular instructions from the client;
  16. The date and exact time of the receipt of the order or the date and exact time of when the decision to deal was made. The exact time must be measured according to the methodology prescribed under the standards on clock synchronisation under Article 50(2) of Directive 2014/65/EU.

SECTION 2

Record keeping of transactions and order processing

  1. name and designation of the client;
  2. name and designation of any relevant person acting on behalf of the client;
  3. a designation to identify the trader (Trader ID) responsible within the investment firm for the investment decision;
  4. a designation to identify the Algo (Ago ID) responsible within the investment firm for the investment decision
  5. Transaction reference number
  6. a designation to identify the order (Order ID)
  7. the identification code of the order assigned by the trading venue upon receipt of the order;
  8. a unique identification for each group of aggregated clients' orders (which will be subsequently placed as one block order on a given trading venue). This identification should indicated ‘aggregated_X’ with X representing the number of clients whose orders have been aggregated.
  9. the segment MIC code of the trading venue to which the order has been submitted.
  10. the name and other designation of the person to whom the order was transmitted
  11. designation to identify the Seller & the Buyer
  12. the trading capacity
  13. a designation to identify the Trader (Trader ID) responsible for the execution
  14. a designation to identify the Algo (Algo ID) responsible for the execution
  15. B/S indicator;
  16. instrument identification
  17. ultimate underlying
  18. Put/Call identifier
  19. Strike price
  20. Up-front payment
  21. Delivery type
  22. Option style
  23. Maturity date
  24. unit price and price notation;
  25. price
  26. price multiplier
  27. Currency 1
  28. Currency 2
  29. remaining quantity
  30. modified quantity
  31. executed quantity
  32. the date and exact time of submission of the order or decision to deal. The exact time must be measured according to the methodology prescribed under the standards on clock synchronisation under Article 50(2) of Directive 2014/65/EU
  33. the date and exact time of any message that is transmitted to and received from the trading venue in relation to any events affecting an order. The exact time must be measured according to the methodology prescribed under Commission Delegated Regulation (EU) 2017/574
  34. the date and exact time any message that is transmitted to and received from another investment firm in relation to any events affecting an order. The exact time must be measured according to the methodology prescribed under the standards on clock synchronisation under Article 50(2) of Directive 2014/65/EU
  35. Any message that is transmitted to and received from the trading venue in relation to orders placed by the investment firm;
  36. Any other details and conditions that was submitted to and received from another investment firm in relation with the order;
  37. Each placed order's sequences in order to reflect the chronology of every event affecting it, including but not limited to modifications, cancellations and execution;
  38. Short selling flag
  39. SSR exemption flag;
  40. Waiver flag