We provide samples of the data back to firms after the submitted transaction reports have been validated by instrument reference data. This helps them in identifying errors in the reports.
Under Article 15 of the Commission Delegated Regulation (EU) 2017/590 firms are required to regularly request data samples and reconcile their front office trading records against these samples. Where data feeds are received into a front office system these should also be included.
A firm will be able to request a sample of transaction reporting data where a user is identified as being associated with the executing or submitting entity identified on the transaction report.
How to request sample data
- Make a request for an Administrator User Account in the MDP Entity Portal by completing and submitting an administrator user account form. The form must be signed by a suitable person of appropriate seniority at the firm.
- Return the completed form by email to [email protected].
- We will assess and liaise with you about the content of the form.
- Once we are satisfied with the information on the form we will notify you when you are able to be begin requesting sample data.
Requirements to request sample data
- Trading venues that use an ARM to submit transaction reports for firms cannot request sample data. Trading venues should liaise with their ARM.
- An executing or submitting entity can only make one request per day.
- The maximum amount of data that can be returned in response to a single request is either one day’s worth of data, or up to 10 million records when based on a date range.
- Sample data is only available once the transaction report has passed instrument reference data validation
For additional information see the MDP entity portal pages.