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Guidelines - Transaction reporting, order record keeping and clock synchronisation under MiFID II (updated 7 August 2017) (ESMA/2016/1452)Executive Summary1 Scope2 Definitions3 Purpose4 Compliance and reporting obligations5 Guidelines on transaction reportingPart I - General principles5.1 General approach to reporting5.2 Trading capacity5.3 Chains and transmission5.4 Execution of a transaction on a Trading Venue5.5 Identifiers for parties5.6 Meaning of transaction5.7 Mechanics for reportingPart II - Blocks5.8 Block 1: Buyer/Seller identification5.9 Block 2: Decision maker for Buyer/Seller5.10 Block 3 (combination of 1 and 2): Buyer/Seller and decision maker specific scenarios5.11 Block 4: Investment decision within the firm Field5.12 Block 5: Execution within the firm field5.13 Block 6: Trading date time5.14 Block 7: Venue5.15 Block 8: Short selling flag5.16 Block 9: Waiver, OTC post-trade and commodity derivative indicators5.17 Block 10: Branches5.18 Block 11: Status of transaction reports and corrections5.19 Block 12: Change in notionalPart III - Trading scenarios5.20 Transfer of securities5.21 Investment Firm introducing without interposing5.22 One order for one client executed in multiple transactions5.23 Grouping orders5.24 OTF acting on a matched principal basis5.25 Value based transactions with a balancing unit5.26 Chains and transmission5.27 Investment Firm acting under a discretionary mandate for multiple clients5.28 Direct Electronic Access (DEA)5.29 Hedging through contracts for difference (CFDs)5.30 Reporting by a Trading Venue of a transaction executed through its systems under Article 26(5) of MiFIR5.31 Securities financing transactionsPart IV - Reporting of different types of instruments5.32 Principles5.33 Identification of financial instruments traded on a Trading Venue or available on the ESMA list5.34 Identification of financial instruments not traded on a Trading Venue or available on the ESMA list5.35 Reporting specific financial instruments6 Guidelines on order record keepingPart I - General principles6.1 Scope of order record keeping requirements6.2 Members or Participants of a Trading Venue6.3 Client identification code (Field 3)6.4 Non-executing broker (Field 6)6.5 Order status (Field 33)6.6 Validity period date and time (Field 12)6.7 Passive or aggressive indicator (Field 44)6.8 Trading venue transaction identification code (TVTIC) (Field 48)6.9 Sequence Number (Field 15)6.10 Validity period (Field 10)6.11 Liquidity provision activity (Field 8)Part II - Scenarios6.12 Legend6.13 Central Limit Order Book6.14 Request for Quote Systems7 Guidelines on clock synchronisation7.1 Reportable Events7.2 Time stamp Granularity7.3 Compliance with the maximum divergence requirements7.4 Application, host and wire timestamps7.5 Gateway-to-gateway latency8 AnnexesAnnex I Processing of reports received from submitting entities
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Version date: 10 October 2016 - onwards

5.33 Identification of financial instruments traded on a Trading Venue or available on the ESMA list

Example 88

An Investment Firm acquires a financial instrument with ISIN code BE9999999999.

Only the Instrument identification code Field should be populated in this instance. However, if the instrument reference data related fields are also provided, CAs should not reject the transaction report.

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