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Version status: Applicable | Document consolidation status: No known changes
Version date: 3 January 2018 - onwards
Version 3 of 3

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

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 their competent authorities with all the data required to perform the calculations set out in the following Regulations:

(a) Delegated Regulation (EU) 2017/587;

(b) Delegated Regulation (EU) 2017/583;

(c) Delegated Regulation (EU) 2017/567;

(d) Delegated Regulation (EU) 2017/565.

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

(a) the average frequency of trades;

(b) the average size and distribution of trades;

(c) the number and type of market participants;

(d) the average size of spreads.