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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.

You are viewing the version of the document as on 2021-01-01.

ANNEX Table 1 Symbol table for Table 2 Table 2 Formats of the report for the purpose of the volume cap mechanism

Table 1 Symbol table for Table 2

SYMBOL

DATA TYPE

DEFINITION

{ALPHANUM-n}

Up to n alphanumerical characters

Free text field.

{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);
  • the number may be prefixed with "–" (minus) to indicate negative numbers.

Where applicable, values shall be rounded and not truncated.

{CURRENCYCODE_3}

3 alphanumerical characters

3 letter currency code, as defined by ISO 4217 currency codes

{DATEFORMAT}

ISO 8601 date format

Dates should be formatted by the following format:

YYYY-MM-DD.

{ISIN}

12 alphanumerical characters

ISIN code, as defined in ISO 6166

{MIC}

4 alphanumerical characters

Market identifier as defined in ISO 10383

Table 2 Formats of the report for the purpose of the volume cap mechanism

Data field name

Format

Reporting period

{DATEFORMAT}/{DATEFORMAT}

where the first date is the beginning of the reporting period and the second date is the end of the reporting period.

Reporting entity identification

Where the reporting entity is a trading venue: {MIC}

(segment MIC or, where appropriate, operational MIC)

or

{ALPHANUM-50}

if the reporting entity is a CTP.

Trading venue identifier

{MIC}

(segment MIC, where available, otherwise operational MIC).

Instrument identifier

{ISIN}

Currency of the transactions

{CURRENCYCODE_3}

Total volume of trading (per currency)

{DECIMAL-18/5}

Total volume of trading under Reference Price waiver as defined under Article 4(1)(a) of MiFIR (per currency)

{DECIMAL-18/5}

Total volume of trading under Negotiated Transactions waiver as defined under Article 4(1)(b)(i) of MiFIR (per currency)

{DECIMAL-18/5}