A market operator or investment firm operating a trading venue shall upon request make the information published in accordance with Articles 3, 4 and 6 to 11 of Regulation (EU) No 600/2014 available to the public by offering pre-trade and post-trade data disaggregated, in accordance with the following criteria:
the nature of the asset class:
depositary receipts, ETFs, certificates and other similar financial instruments referred to in Article 3 of Regulation (EU) No 600/2014;
bonds and structured finance products;
the country of issue for shares and sovereign debt;
the currency in which the financial instrument is traded;
scheduled daily auctions as opposed to continuous trading.
Derivatives referred to in point (a)(v) shall be disaggregated in accordance with the following criteria:
interest rate derivatives;
foreign exchange derivatives;
commodity and emission allowance derivatives;
The market operator or investment firm operating a trading venue shall determine which criteria a financial instrument or type of data meets where the disaggregation criteria in paragraphs 1 or 2 cannot be applied in an unambiguous manner.
The market operator or investment firm operating a trading venue shall apply the criteria referred to in paragraphs 1 and 2 in any combination upon request.
In addition to offering the data in accordance with paragraph 1 and 2, a market operator or investment firm operating a trading venue may offer bundles of data.
Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.