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.

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.