<> ‘ss.dddddd’ is the second and its fraction of a second; Dates and times shall be reported in UTC. Code used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order in accordance with Article 9 of Delegated Regulation (EU) 2017/590. Indicates if the order has been entered with self-execution prevention criteria, so that it would not execute with an order on the opposite side of the book entered by the same member or participant. Firm quotes can be executed. Code used to identify the client of the member or participant of the trading venue. 18 0 obj Use, Other sites managed by the Publications Office, http://data.europa.eu/eli/reg_del/2017/580/oj, Portal of the Publications Office of the EU. Additionally, a sequence number should be assigned to each relevant event in order to determine the sequence of events when two or more events take place at the same time. ‘GASV’ — Good After Specified Date and Time. Operators of trading venues shall maintain a record of the date and time for each data element listed in fields 49, 50 and 51 of Table 2 of the Annex to this Regulation, with the level of accuracy specified by Article 2 of Delegated Regulation (EU) 2017/574. <>stream In order to allow competent authorities to more efficiently identify suspicious patterns of potentially abusive behaviour originating from one client, including where the client is operating through a number of investment firms, the operators of trading venues should record the identity of clients on whose behalf their members or participants submitted the order. This information is also required to identify how orders will interact, particularly when sessions end at random periods such as auctions. Partially filled: where the order is not fully executed so that there remains a quantity to be executed. For trading venues which use size-time priority, this field shall be populated with a positive number corresponding to the quantity. <> Where a natural person is responsible for the execution of the transaction, the person shall be identified by {NATIONAL_ID}. 5. The trading capacity in which the member or participant of the trading venue submits an order shall be described as specified in field 7 of Table 2 of the Annex. The RTS-24 can be used to control a receptacle (plug load) or lighting circuit using a 24V signal, such as from an occupancy sensor with 24V power pack. This field only needs to be filled in where there are interest rates and currency derivatives contracts. ‘CHME’ — Change of status at the initiative of the member/participant of the trading venue. This allows the competent authorities to distinguish the order flow coming from an investment firm acting on the basis of terms pre-determined by the issuer of the instrument which is the subject of the order or by the trading venue to which the order is submitted from the order flow coming from an investment firm acting at its own or at its client's discretion. If the trading venue uses segment MICs then the segment MIC shall be used. {DECIMAL-11/10} in case the price is expressed as percentage or yield. Unique and unambiguous identifier of the financial instrument. The total quantity that remains in the order book after a partial execution or in the case of any other event affecting the order. (3)  Directive 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Directive 2002/92/EC and Directive 2011/61/EU (OJ L 173, 12.6.2014, p. 349). Traded price of the transaction excluding, where applicable, commission and accrued interest. ‘VFCR’ — Valid For Continuous Trading only. The number of digits after the ‘seconds’ is determined in accordance with Article 2 of Delegated Regulation (EU) 2017/574. Therefore, operators of trading venues should assign and maintain details of the priority of orders according to the price visibility-time priority or the size-time priority method. This field shall be left blank only if the member or participant of the trading venue has no client. Code used to identify the person or the algorithm within the member or participant of the trading venue who is responsible for the investment decision in accordance with Article 8 of Delegated Regulation (EU) 2017/590. Good-For-Day: the order expires at the end of the trading day on which it was entered in the order book. In order to enable effective market monitoring it is necessary to be able to link orders with their corresponding transactions. Each and every event listed in section G shall be identified using positive integers in ascending order. ‘REMH’ — Replaced by market operations (human intervention). Replaced by market operations (human intervention): where any characteristic of an order is changed by a trading venue operator's staff. Where a natural persons within the member or participant of the trading venue is responsible for the investment decision the person who is responsible or has primary responsibility for the investment decision shall be identified with the {NATIONAL_ID}. On 1 October 2016, Parliament updated its file to note non-objection. <>/Metadata 2 0 R>> Trading venue transaction identification code. Where the order submission does not result from the member or participant of the trading venue carrying out matched principal trading or dealing on its own account, the field shall indicate that the transaction was carried out under any other capacity. This field shall be populated with multiple flags separated by a comma where there are multiple types applicable. On a partial fill order event, this shall be the total remaining volume after that partial execution. ‘REME’ — Replaced by the member or participant of the trading venue. The identity of the member or participant of the trading venue. In case of Direct Electronic Access (DEA) the identity shall be the one of the DEA provider. Good-Till-Date: the order expires at the end of a specified date. ���lH@�-��lggg��{3;vn��"T�Mc�Ρ�G��&���{�^���{5����( �y���� �1��cD�+�hA~��`Q����,@~��~oD�|��nh����?��0���e4���ҿ��Mi�: � Orders submitted to a trading venue allowing for a routing strategy shall be identified by that trading venue as ‘routed’ as specified in field 33 of Table 2 of the Annex when they are routed to another trading venue.

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