The European Securities and Markets Authority (ESMA) has issued detailed reporting instructions and XML schemas under its Financial Instruments Reference Data System (FIRDS).
Specifically ESMA has published:
- MiFIR transaction reporting instructions. The document describes the elements of the interface that shall be built between Member State national competent authorities (NCAs) and submitting entities in their jurisdiction. In particular, it refers to the overall process for transaction data reporting, the common technical format for data submission; and the common set of data quality controls to be applied to each transaction report;
- reporting instructions, double volume cap system. The purpose of this document is to provide instructions for the reporting entities to submit the double volume cap data to the ESMA system for processing. The intended audience of this document is NCAs, trading venues and consolidated tape providers;
- reporting instructions, FIRDS system. The document specifies the reporting instructions for the provision of data necessary to support the MiFIR transparency regime. Its main purpose is to lay down the characteristics of information required for the uploading interface between trading venue or NCA systems and the FIRDS for transparency; and
- reporting instructions, FIRDS reference data system. The document aims to specify the exchange of reference data information between NCAs, trading venues, systematic internalisers and the financial instruments reference system.
View ESMA issues MiFIR reporting instructions, 27 October 2016
View MiFIR transaction reporting instructions, 27 October 2016
View Reporting instructions – double volume cap system, 27 October 2016
View FIRDS transparency reporting instructions, 27 October 2016
View Reporting instructions – FIRDS Reference Data System, 27 October 2016