Article 6
Data to be transmitted to the CTP for shares and ETFs
(Article 22b(1) and Article 22b(3), point (d), of Regulation (EU) No 600/2014)
1. With regard to post-trade core market data for a given share or ETF, data contributors shall transmit to the data centre of the CTP all of the following:
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(a) |
by reference to each transaction, the details set out in Table 7 of Annex II that are flagged as ‘input’ or ‘both’ in the last column of Table 7; |
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(b) |
on the first day of each month (n), the list of transactions which were executed in the month prior to that (n-1) in accordance with Article 4(1), point (c), of Regulation (EU) No 600/2014. |
2. With regard to pre-trade core market data for a given share or ETF, data contributors shall transmit to the data centre of the CTP, by reference to each best bid and offer and each price at which the auction system would best satisfy its trading algorithm, the details set out in Table 2 of Annex III.
3. With regard to regulatory data, data contributors shall transmit to the data centre of the CTP, by reference to each financial instrument, the details set out in Table 4 of Annex II that are flagged as ‘both’ in the last column of Table 4.
4. With regard to regulatory data, data contributors shall transmit to the data centre of the CTP, by reference to each trading system, the details set out in Table 5 of Annex II that are flagged as ‘both’ in the last column of Table 5.