Article 2 Content of the data requests and information to be reported

  1. (1)

    For the purpose of carrying out calculations that occur at pre-set dates or in pre-defined frequencies, trading venues, APAs and CTPs shall provide the FCA with all the data required to perform the calculations set out in the following Regulations:

    1. (a)

      Delegated Regulation (EU) 2017/587;

    2. (b)

      Delegated Regulation (EU) 2017/583;

    3. (c)

      Delegated Regulation (EU) 2017/567;

    4. (d)

      Delegated Regulation (EU) 2017/565.

  2. (2)

    The FCA may request, where necessary, additional information for the purpose of monitoring and adjusting the thresholds and parameters referred to in points (a) to (f) and (h) of Article 1 from trading venues, APAs and CTPs.

  3. (3)

    The FCA may request all the data it is required to take into consideration in accordance with Delegated Regulation (EU) 2016/2020 for non-equity financial instruments, including data on the following:

    1. (a)

      the average frequency of trades;

    2. (b)

      the average size and distribution of trades;

    3. (c)

      the number and type of market participants;

    4. (d)

      the average size of spreads.