ANNEX - Symbol table

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Article 24 – Entry into Force ⬅️ | ➡️ Retour au sommaire

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.

Table 2

Details of the data to be provided for the purposes of determining a liquid market for shares, depositary receipts, exchange-traded funds, certificates and other equity-like financial instruments

Field

Details to be reported

Format and standards for reporting

Types of calculations for which this information shall be reported

1

Instrument identification code

Code used to identify the financial instrument

{ISIN}

All

2

Instrument full name

Full name of the financial instrument

{ALPHANUM-350}

All

3

Trading venue

Segment MIC for the trading venue, where available, otherwise operational MIC

{MIC}

All

4

MiFIR identifier

Identification of equity financial instruments

Shares

as referred to in Article 4(1)(44)(a) of Directive 2014/65/EU

Depositary receipts

as defined in Article 4(1)(45) of Directive 2014/65/EU

Exchange-traded fund

as defined in Article 4(1)(46) of Directive 2014/65/EU

Certificates

as defined in Article 2(1)(27) of Regulation (EU) No 600/2014

Other equity-like financial instruments

as defined in Table 2 of Annex III to Delegated Regulation (EU) 2017/587

Equity financial instruments:

‘SHRS’ = shares

‘DPRS’ = depositary receipts

‘ETFS’= ETFs

‘CRFT’ = certificates

‘OTHR’ = other equity-like financial instruments

All

5

Reporting day

Date for which the data is provided

Data has to be provided at least for the following dates:

— case 1: the day corresponding to the date of admission to trading or first trading date as per Article 5(3)(a)

— case 2: the last day of the 4-week period starting on the date of admission to trading or first trading date as per Article 5(3)(b)(i)

— case 3: the last trading day of each calendar year as per Article 5(3)(b)(ii)

— case 4: the day on which a corporate action is effective as per Article 5(3)(b)(iii)

{DATEFORMAT}

All

6

Number of outstanding instruments

For shares and depositary receipts

The total number of outstanding instruments

For ETFs

Number of units issued for trading

{DECIMAL-18/5}

All

7

Price of the instrument

For shares and depositary receipts only

The price of the instrument at the end of the reporting day

The price shall be expressed in euros

{DECIMAL-18/13}

All

8

Issuance size

For certificates only

The issuance size of the certificate expressed in euros

{DECIMAL-18/5}

All

9

Number of trading days in the period

The total number of trading days for which the data is provided

{DECIMAL-18/5}

Estimates only

10

Total turnover

The total turnover for the period

{DECIMAL-18/5}

Estimates only

11

Total number of transactions

The total number of transactions for the period

{DECIMAL-18/5}

Estimates only# Table 1 in anx_1

SymbolData typeDefinition
{ALPHANUM-n}Up tonalphanumerical charactersFree text field.
{ISIN}12 alphanumerical charactersISIN code, as defined in ISO 6166.
{MIC}4 alphanumerical charactersMarket identifier as defined in ISO 10383.
{DATEFORMAT}ISO 8601 date formatDates shall be formatted by the following format:YYYY-MM-DD.
{DECIMAL-n/m}Decimal number of up tondigits in total of which up tomdigits can be fraction digitsNumerical field for both positive and negative values.— Decimal separator is ‘.’ (full stop),— negative numbers are prefixed with ‘–’ (minus),— values are rounded and not truncated.

Table 2 in anx_1

#FieldDetails to be reportedFormat and standards for reportingTypes of calculations for which this information shall be reported
1Instrument identification codeCode used to identify the financial instrument{ISIN}All
2Instrument full nameFull name of the financial instrument{ALPHANUM-350}All
3Trading venueSegment MIC for the trading venue, where available, otherwise operational MIC{MIC}All
4MiFIR identifierIdentification of equity financial instrumentsSharesas referred to in Article 4(1)(44)(a) of Directive 2014/65/EUDepositary receiptsas defined in Article 4(1)(45) of Directive 2014/65/EUExchange-traded fundas defined in Article 4(1)(46) of Directive 2014/65/EUCertificatesas defined in Article 2(1)(27) of Regulation (EU) No 600/2014Other equity-like financial instrumentsas defined in Table 2 of Annex III to Delegated Regulation (EU) 2017/587Equity financial instruments:‘SHRS’ = shares‘DPRS’ = depositary receipts‘ETFS’= ETFs‘CRFT’ = certificates‘OTHR’ = other equity-like financial instrumentsAll
5Reporting dayDate for which the data is providedData has to be provided at least for the following dates:— case 1: the day corresponding to the date of admission to trading or first trading date as per Article 5(3)(a)— case 2: the last day of the 4-week period starting on the date of admission to trading or first trading date as per Article 5(3)(b)(i)— case 3: the last trading day of each calendar year as per Article 5(3)(b)(ii)— case 4: the day on which a corporate action is effective as per Article 5(3)(b)(iii){DATEFORMAT}All
6Number of outstanding instrumentsFor shares and depositary receiptsThe total number of outstanding instrumentsFor ETFsNumber of units issued for trading{DECIMAL-18/5}All
7Price of the instrumentFor shares and depositary receipts onlyThe price of the instrument at the end of the reporting dayThe price shall be expressed in euros{DECIMAL-18/13}All
8Issuance sizeFor certificates onlyThe issuance size of the certificate expressed in euros{DECIMAL-18/5}All
9Number of trading days in the periodThe total number of trading days for which the data is provided{DECIMAL-18/5}Estimates only
10Total turnoverThe total turnover for the period{DECIMAL-18/5}Estimates only
11Total number of transactionsThe total number of transactions for the period{DECIMAL-18/5}Estimates only