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FIRDS Reference Data Reporting Instructions

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FIRDS Reference Data Reporting Instructions Reporting Instructions FIRDS Reference Data System 17 September 2020 | ESMA 65-11-1193 Date: 17 September 2020 ESMA 65-11-1193 Document control: Version Date Author Comments 1.0 26/10/2016 ESMA Version 1 for publication 1.1 12/06/2017 ESMA Version 1.1 for publication 2.0 31/10/2018 ESMA Changes applicable to the major maintenance release planned Q1 2019 – XML Schema 1.1.0 Corrections and clarifications 2.1 02/09/2019 ESMA Removal of SI’s and APA’s requirement to report Non-Working days New CFI based validations 02082019 2.2 25/08/2020 ESMA Cancellation of records New CFI based validations 02/03/2020 2.3 17/09/2020 ESMA Cancellation of records - Updated Reference documents: Ref Title Version Author Date 1 MiFIR - REGULATION (EU) No 600/2014 European 15 May 2014 600/2014 OF THE Parliament EUROPEAN PARLIAMENT Council of AND OF THE COUNCIL of 15 Europe May 2014 (Article 27) 2 MAR - REGULATION (EU) No 596/2014 European 16 April 2014 596/2014 OF THE Parliament EUROPEAN PARLIAMENT Council of Europe AND OF THE COUNCIL of 16 April 2014 (Article 4) 3 MiFIR RTS – REGULATION 600/2014 European 14 July 2016 (EU) No 600/2014 OF THE Parliament EUROPEAN PARLIAMENT Council of Europe AND OF THE COUNCIL of 14 July 2016 ESMA • CS 60747 – 201 - 203 rue de Bercy • 75012 • Paris France • Tel. +33 (0) 1 58 36 43 21 • www.esma.europa.eu 2 Date: 17 September 2020 ESMA 65-11-1193 4 MAR RTS – COMMISSION 909/2016 European 1 March 2016 DELEGATED REGULATION (EU) Parliament 2016/909 of 1 March 2016 Council of supplementing Regulation (EU) Europe No 596/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the content of notifications to be submitted to competent authorities and the compilation, publication and maintenance of the list of notifications ESMA • CS 60747 – 201 - 203 rue de Bercy • 75012 • Paris France • Tel. +33 (0) 1 58 36 43 21 • www.esma.europa.eu 3 Date: 17 September 2020 ESMA 65-11-1193 Table of Contents 1 Introduction ............................................................................................................. 6 1.1 Purpose and Intended Audience ...................................................................................... 6 1.2 Context description .......................................................................................................... 6 1.3 Scope ................................................................................................................................ 7 1.4 Definitions ........................................................................................................................ 8 2 Instrument Reference Data ................................................................................... 10 2.1 Overview of the system ................................................................................................. 10 2.2 File transfer flow ............................................................................................................ 10 2.2.1 Overview ................................................................................................................ 10 2.2.2 Main principles ...................................................................................................... 11 2.3 Upload Interface ............................................................................................................ 12 2.3.1 Collection of Financial Instruments Reference Data on behalf of NCAs delegating data collection in their jurisdiction ..................................................................................... 12 2.3.2 Collection of Financial Instruments Reference Data from NCAs not delegating data collection in their jurisdiction.............................................................................................. 13 2.3.3 NCAs Delegating tasks to ESMA but not data collection ....................................... 14 2.3.4 Business fields ....................................................................................................... 15 2.3.5 Definitions and codes used on Description of Business Fields .............................. 41 2.3.6 End of trading of an instrument ............................................................................ 45 2.3.7 Cancellation of an instrument ............................................................................... 45 2.3.8 File information ..................................................................................................... 46 2.3.9 Naming Convention, compression and EAMFT ..................................................... 50 2.3.10 Upload Error Handling ........................................................................................... 52 2.3.11 Notifications .......................................................................................................... 69 2.4 Download interface ........................................................................................................ 74 2.4.1 Overview ................................................................................................................ 74 2.4.2 File usage ............................................................................................................... 74 2.4.3 Full File - FULINS .................................................................................................... 75 2.4.4 Full File - FULCAN .................................................................................................. 77 2.4.5 Delta File ................................................................................................................ 79 2.4.6 Invalid Records File ................................................................................................ 82 ESMA • CS 60747 – 201 - 203 rue de Bercy • 75012 • Paris France • Tel. +33 (0) 1 58 36 43 21 • www.esma.europa.eu 4 Date: 17 September 2020 ESMA 65-11-1193 2.4.7 Error Handling ....................................................................................................... 84 2.5 XML Format .................................................................................................................... 85 2.5.1 Overview ................................................................................................................ 85 2.5.2 Upload ................................................................................................................... 85 2.5.3 Feedback ................................................................................................................ 85 2.5.4 Download .............................................................................................................. 85 3 Non-working days Data ......................................................................................... 86 3.1 Overview of the System ................................................................................................. 86 3.2 File transfer flow ............................................................................................................ 86 3.2.1 Overview ................................................................................................................ 86 3.2.2 Main principles ...................................................................................................... 86 3.2.3 Upload interface .................................................................................................... 87 3.2.4 Data management ................................................................................................. 87 3.3 Upload interface ............................................................................................................. 87 3.3.1 Collection overview ............................................................................................... 87 3.3.2 Collection of Non-working days Data on behalf of NCAs delegating data collection in their jurisdiction .............................................................................................................. 88 3.3.3 Collection of Non-working days Data from NCAs not delegating data collection in their jurisdiction .................................................................................................................. 88 3.3.4 Business fields ....................................................................................................... 89 3.3.5 Naming Convention, compression and EAMFT ..................................................... 97 3.3.6 Upload Error Handling ........................................................................................... 99 3.4 Download Interface ...................................................................................................... 107 3.4.1 Full Non-Working days file .................................................................................. 107 Annex 1. Scope of the reference data to be received ........................................................ 109 Annex 2. Scope of the reference data to be published ...................................................... 109 Annex 3. File Naming convention ....................................................................................... 109 Annex 4. File and Content Errors ........................................................................................ 110 Annex 5. CFI Based Validations [Updated: 22/06/2020] ................................................... 111 Annex 6. XML schemas [Updated: 22/06/2020] ..............................................................
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