In this act Annex III of 3
ANNEX III
Financial servicesLevel 2RTSMiFIRIn forceOfficial source
‘ANNEX IV Data to be provided for the purpose of determining the Most Relevant Market in terms of liquidity, the ADT and the AVT Table 1 Symbol table
| Symbol | Data Type | Definition |
| {ALPHANUM-n} | Up to n alphanumerical characters | Free text field |
| {ISIN} | 12 alphanumerical characters | ISIN code, as defined in ISO 6166 |
| {MIC} | 4 alphanumerical characters | Market identifier as defined in ISO 10383 |
| {DATEFORMAT} | ISO 8601 date format | Dates shall be formatted by the following format: YYYY-MM-DD. |
| {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); negative numbers are prefixed with “–” (minus); values are rounded and not truncated. |
| {INTEGER-n} | Integer number of up to n digits | Numerical field for both positive and negative integer values. |
Table 2 Details to be provided for the purpose of determining the Most Relevant Market in terms of liquidity, the ADT and the AVT (based on the current reporting instructions)
| Field num | Field identifier | Description and details to be published | Type of execution or publication venue | Format to be populated as defined in Table 1 |
| 1 | Instrument identification code | Code used to identify the financial instrument | Regulated Market (RM) Multilateral Trading Facility (MTF) Approved Publication Arrangement (APA) Consolidated tape provider (CTP) | {ISIN} |
| 2 | Execution date | Date on which the trades are executed. | RM, MTF, APA, CTP | {DATEFORMAT} |
| 3 | Execution venue | Segment MIC for the EU trading venue or systematic internaliser, where available, otherwise operating MIC. MIC XOFF in the case the transaction is executed by investment firms which are not systematic internalisers and is not executed on a trading venue. | RM, MTF, APA, CTP | {MIC} – of the trading venue or systematic internaliser or {MIC}- XOFF’ |
| 4 | Suspended instrument flag | Indicator of whether the instrument was suspended for the whole trading day on the respective TV on the execution date. As a consequence of an instrument being suspended for the whole trading day, fields 5 to 10 shall be reported with a value of zero. | RM, MTF, CTP | TRUE - if the instrument was suspended for the whole trading day or FALSE – if the instrument was not suspended for the whole trading day |
| 5 | Total number of transactions | The total number of transactions executed on the execution date. | RM, MTF, APA, CTP | {INTEGER-18} |
| 6 | Total turnover | The total turnover executed on the execution date, expressed in EUR. | RM, MTF, APA, CTP | {DECIMAL-18/5} |
| 7 | Transactions executed, excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and(c), of Regulation (EU) No 600/2014. | The total number of transactions executed on the execution date excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014 on the same day. | RM, MTF, CTP | {INTEGER-18} |
| 8 | Total turnover executed, excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014. | The total turnover executed on the execution date excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014 on the same day. | RM, MTF, CTP | {DECIMAL-18/5} |
| 9 | Total number of transactions excluding those executed under the post-trade LIS deferral. | Total number of transactions executed on the execution date, excluding those transactions executed under Large-In-Scale waiver (post-trade). For shares and depositary receipts only the highest threshold for the related average daily turnover (ADT) band in Table 4 of Annex II shall be used to identify those transactions. For certificates and other similar financial instruments only the highest threshold in Table 6 of Annex II shall be used to identify those transactions For ETFs only the highest threshold in Table 5 of Annex II shall be used to identify those transactions. | RM, MTF, APA, CTP | {INTEGER-18} |
| 10 | Total turnover executed, excluding transactions executed under the post-trade LIS deferral. | Total volume of transactions executed on the execution date, excluding those transactions executed under Large-In-Scale waiver (post-trade). For shares and depositary receipts only the highest threshold for the related average daily turnover (ADT) band in Table 4 of Annex II shall be used to identify those transactions. For certificates and other similar financial instruments only the highest threshold in Table 6 of Annex II shall be used to identify those transactions For ETFs only the highest threshold in Table 5 of Annex II shall be used to identify those transactions. | RM, MTF, APA, CTP | {DECIMAL-18/5} |
(*1)