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[null,"Scope\nThis methodology applies to National Competent Authorities. \nThe quality of data exchanged through TREM is essential for adequate supervision of financial markets. Several flaws in quality have been detected in the past that affected the accuracy and coherence of transaction data that go into TREM. Even if the new TREM environment is more harmonized, it does not preclude some similar data quality issues to arise for different reasons such as:\n•\tthe documentation is not clear enough,\n•\tthe technical implementation is not as expected or intended, \n•\tinvestment firm does not comply. \nTherefore, though the nature of this methodology may seem strictly technical, it is highly important for the quality of market supervision across the EU.\nThe purposes of these tests are different. \n1.\tTo find the data quality issues in TREM in order to constantly improve it.\n2.\tTo assess the reasons behind these issues, and if they need a cross border or national remediation.\n3.\tTo search and implement solutions. \n4.\tTo monitor the improvement on data quality.\nIn MiFID I a set of consistency tests were developed which primarily aim at improving the quality of transaction data exchanged via ESMA’s Transaction Reporting Exchange Mechanism (TREM). In MiFID II a similar set of statistical tests would also be run amended to the new regulation and integrating new tests. The tests are designed to detect reporting inconsistencies and errors pertaining to the national data which are afterwards exchanged between national competent authorities (NCAs).\nThe purpose of this document is to define the methodology for transaction reporting data tests (the Methodology) to be run by all NCAs on biannual basis. \nBased on the results of the tests, the MITF will prepare and submit to the relevant Standing Committees and the Board of Supervisors an annual report on the outcome of the two preceding analyses performed (the annual report will be based on the two tests performed in the preceding year). The report will, among others, indicate the NCAs involvement in the exercise, main findings of the tests run over the year, further actions (if any) taken by NCAs based on the results of the tests and their effects. Preparation of such report will also help in assessing the effectiveness of various tests and could contribute to the Methodology review process."]
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[null,"Background\nCurrently there are two kinds of tests each addressing different issues: technical tests (TS) and analytical tests (AS). \nThe set of technical tests is composed of 104 tests derived by the current technical validations (https://www.esma.europa.eu/sites/default/files/library/esma65-8-2594_annex_1_mifir_transaction_reporting_validation_rules.xlsx). \nThe set of analytical tests is composed of 20 tests that are grouped by specific theme: completeness, timeliness, accuracy, transaction data received, out of range data, undetermined data and ex-post transaction data analysis.\nTest AS017 (Strike out of range) was deleted upon BoS approval on March 2019 and this last revision proposes the deletion of test AS014 (existence of two reports for a transaction) and the introduction of a new test AS022 (Use of request for assistance between CAs for TREM received transactions).\nFor each analytical test where it is applicable, the result is given as:\n-A raw number of flagged report for the five IFs with the most flagged reports;\n-The percentage this number represents in comparison to all reports of the IF;\n-The percentage this number represents in comparison to all flagged reports integrated in the TRS ;\n-The percentage this number represents in comparison to all reports integrated in the TRS;\n-The total number of flagged reports integrated in the TRS.\nFor each calculation, the aggregate results should be given at least for the five IFs which have the most flagged reports. The most 5 flagged IFs should be selected and ranked on the basis of the highest number of detected errors. The NCA may populate the detailed results for more than five IFs, which is the minimum. False positive should be excluded from the results: false positive should not be counted in the aggregate results, nor included in the detailed results template.\nIn the spreadsheet \"TREM_AS_aggregated results\" of the ESMA74-362-938 TREM template analytical results_HX_YYYY_NCA NAME_NEW, the result should be given at the IF level. In the detailed spreadsheets that are dedicated for results of each specific test (fileESMA74-362-938 TREM template analytical results_HX_YYYY_NCA NAME_NEW), each flagged report of the five IFs should be populated, including all relevant records and taking into account that if all records exceed the capacity of the excel file transmission, the NCAs should provide the extra results in a separate file or format.\nThe thresholds (in percentage, amount, quantity) specified under the Methodology will be determined by the MITF. However, any NCA may decide to change one or several of them wherever it considers it appropriate to do so having regard to the size and the characteristics of its national market at the time of running the tests. In such a case, the NCA concerned will inform ESMA staff about the changes.\nEach time the NCA runs the tests, it will report its results to ESMA staff in the form of the agreed spreadsheet (as agreed by the MITF and attached below in this section). Upon receipt of all NCAs’ contributions, the ESMA staff will consolidate them and share the outcome with the MITF. In particular, the NCAs shall share in their reports the names of the five IFs responsible for the most significant number of flaws. They shall also indicate in the spreadsheet whether the result, for each test, is improving or worsening, and which remedial actions they have taken or will take. For analytic purposes, the structure of the spreadsheet (rows, columns) should not be altered.\nFinally, it is highlighted that the Methodology will be regularly reviewed by the MITF to ensure its continued appropriateness."]
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[null,"Frequency and testing period of TREM AS Tests\nThe tests should be performed every six months on monthly data set (April and October) of each year and deadlines for submission of the results to ESMA are end June and mid- January accordingly to the data quality work calendar provided in the Annex 4.2 of the Engagement Framework (ESMA74-362-449).\nAdditional supporting document useful for the implementation of tests are: ESMA65-11-1194 FIRDS Reference Data Functional Specifications and ESMA/2015/ITMG/69TREM Exchange Interface Functional Specifications (FOR INTERNAL USE ONLY)."]
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[null,"Data Sets in scope\nThe test period is one month.  NCAs should use their best endeavours to ensure that the sample consist of at least 500,000 transaction reports. However, if the transaction reports collected during one month are inferior to 500,000, then 3 months of data should be used, even if there are less than 500,000 transactions during this period.\nData set to be used for AS tests consists of: all accepted transactions (Local Firms + NEW), TREM and cancelled transactions are excluded unless specified in the test description. Also the transactions reported by TVs on behalf of Non-MIFID IFs are in scope of AS tests. \nThe sample should be defined based on the trade date or reporting date as specified for each of the tests separately in their description, as reflected in column E of spreadsheet 2. TREM_AS_Description.\nFor the execution of the tests usually the last valid record for each transaction is considered, where by valid record we mean a record that has been accepted and not cancelled. For some tests also first accepted record is included. Records that have been rejected or those that have status PNDG (pending) or RCVD (received) are not considered. Scope of the data sample and records considered for the execution of the tests are specified for each test separately in the test description, in column G of spreadsheet 2. TREM_AS_Description."]
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[null,"Population of the template results (ESMA74-362-938 TREM template analytical results_HX_YYYY_NCA NAME_NEW) \n1.Descriptions of tests are provided in this file. The tab TREM_AS_Description and the subsequent tabs provide the SQL pseudo codes for the preparatory tables and specific tests that should be used by the NCAs to perform the analytical tests.\n2. Please populate the aggregate results only the white cells of the table in the tab TREM_AS_aggregated results of the template . The light grey cells, where relevant, will be filled automatically. Please provide only the corresponding statistics, without additional comments. Any remarks regarding particular test should be made in columns R,S and T of the template.\n3. Please provide the breakdown statistics in column C in tab Breakdown of totals for AS of the template. \n4. Please populate the detailed results for each tests in the corresponding tab dedicated to each test in the template and name accordingly the file as ESMA74-362-938 TREM template analytical results_HX_YYYY_NCA NAME  for the submission of results to ESMA.\n5. For the purpose of aggregation and analysis, please do not alter the format of cells.\n6. NCAs are invited to submit the results to mdp@esma.europa.eu\n\n"]

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["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments ","Test group (for purpose of formulas in column 1 in individual test tabs only)"]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
["I. Completeness","TREM_AS001","Detection of gaps in reporting based on trading date*","The test aims at detecting IFs who might have failed to report part of their activity in relation to some trading days. The underlying idea is that for IFs with a significant activity, the number of transactions should be quite equable.  ","1 month of data needed (+1 month of comparison), if the month is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the previous and the actual month.","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 6 - Submitting entity identification code, 2- Transaction reference number","every 6 months","In order to quantify the number of potentially non-reported transactions, the NCA should calculate on each reporting day the difference between the daily average number of transactions during the previous month and the number of reports actually transmitted by that IF.  When more than 90% of the reports seems to be missing, then the result should be kept.\nNon-working days should be excluded from the calculation.\nNo of non-reported transactions = \n(Daily average no of transactions - No of actual reports) where the result is positive\n\n The CA should report the number of missing reports in comparison to the average number of reports, by day during the period, by IF. \nThese results should only be reported in the detailed spreadsheet of the test, as it is by day. "," Calculate the share (in percentage) this missing reports  represent in comparison to the average number of reports, by day by IF during the previous month. \n\npercentage of reports missing = 100-( No of actual reports*100/Daily average no of reports) where the result is positive.\n\nThese results should only be reported in the detailed spreadsheet of the test, as these results are to detail by IF by day where reports seems to be missing.","NO","Calculate the share (in percentage)  missing reports by IF represent in comparison to the overall average number of reports at the national level, by day during the period . \n\nPercentage of share missing = 100-(No of actual reports*100/ Overall daily average no of reports)\n\nThese results should only be reported in the detailed spreadsheet of the test, as these results are to detail by IF by day where reports seemsseem to be missing. ","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose default share (in percentage out of all the potentially missing transaction reports – calculation 4) is the most significant. \n\nThis applies for all calculations.\nEach day of the month for which more than 90% of the transactions of the IF seems to be missing should be reported in the detailed spreadsheet .\n",null,{"$f":"A3","v":"I. Completeness"}]
["I. Completeness (BIS)","TREM_AS002","Detection of gaps in reporting based on trading date","Detecting gaps in reporting of IF, by comparing the number of report of the previous day to the  number of records of the actual day\n\n The test aims at detecting IFs who might have failed to report part of their activity in relation to some trading days. The underlying idea is that for IFs with a significant activity, the number of transactions should be quite equable. ","1 month of data needed (+ 1 month of comparison), if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions.  The trading date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the actual month and the previous month.","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2- Transaction reference number,6 - Submitting entity identification code","every 6 months","\nIn order to quantify the number of potentially non-reported transactions, the NCA should calculate on each reporting day the difference between the number of transactions transmitted during the day and the number of transactions transmitted by the same investment firm on the previous day. \nWhen more than 50% of the reports seems to be missing, then the result should be kept. \nNon-working days should be excluded from the calculation.\nCompare the number of reports from day T and T-1 and detect when the difference is more than e.g. 50% (more than 50%  missing).\n\nnumber  of reports missing by IF = (no of reports on day T-1) - no of reports on day T\nif the difference is positive and\nnumber of reports missing/no of reports on day T-1 > 0.5\n\nthe CA should report the number  of reports missing in comparison to the number of report of the previous day by IF.\n\nThese results should only be reported in the detailed spreadsheet of the test, as it is by IF, by day."," Calculate the percentage of missing reports by IF in comparison to the previous day.\n\nThese results should only be reported in the detailed spreadsheet of the test, as these results are to detail by IF by day where reports seems to be missing.\n","NO","NO","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose default share (in percentage out of all the potentially missing transaction reports) is the most significant.\n\nThis applies for all calculations.\nEach day of the month for which more than 50% of the transactions of the IF seems to be missing should be reported in the detailed spreadsheet .\n",null,{"$f":"A4","v":"I. Completeness (BIS)"}]
["II. Timeliness","TREM_AS003","Late reporting*","The test consists of identifying late reports. For the purpose of the methodology, late reports mean reports which have been submitted to the national TRS after the required deadline, i.e. more than one business day after the trading day. The test allows detecting IFs which are often late in submitting their reports.  The test aims to determine the number of days for a missing report. ","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions.  The reporting date is the reference of the scope of the month. Only transactions sent for the first time in the reference period should be in scope, and only the first report on the transaction should be taken into account.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period analysed, i.e. during the actual month and the previous month. Only the first report concerning each transaction should be used for the calculation. \n\n","First accepted record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 6 - Submitting entity identification code","every 6 months","The NCA should indicate the number of reports integrated into the national TRS after the required deadline by IF. Calculate  for every report  the difference between the trading date time and the date of reception of the report. \n\nDate of first report on each transaction reported -date of trading time= number of days where the report was missing.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.","The NCA should calculate the percentage of late reports by IF integrated into the national system in comparison to the total number of transaction reports of the same IF being integrated into the national system during the same period.\n\nThe aggregated results should be populated in the aggregated table only. ","The NCA should indicate the percentage of the late reports of each IF in comparison to the total number of late reports being integrated into the national system during the same period.\n\nThe aggregated results should be populated in the aggregated table only. ","The NCA should indicate the percentage of the late reports of each IF in comparison to the total number of reports being integrated into the national system during the same period.\n\nThe aggregated results should be populated in the aggregated table only. ","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose default share is the most significant. \n\nThis applies for all calculations.",null,"II. Timeliness"]
[null,"TREM_AS004","Pending  price duration test","Monitoring the time  between the submission of the  report with price reported as \"PNDG\" and the actual price confirmation.","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions.  The reporting date is the reference of the scope of the month. The first report of the transaction should be taken into account, and also the first report with actual price confirmation.\n\nAll the pending in the reports and cancelled reports during the month should be taken into account. When \"pending\" is found in a cancelled report, it should be associated with the non-cancelled report to calculate the pending period.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period analysed. The cancelled reports should also be used for this test. ","First accepted (even if later cancelled) record  for each TRN and Executing entity combination where Price=PNDG and first accepted (even if later cancelled) record of this TRN and Executing entity combination where Price<>PNDG","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 - Price, 6 - Submitting entity identification code","every 6 months","Calculate the number of reports with a price still pending in the last valid report received on the transaction during the period\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.","Calculate the average number of days between the declaration of a pending  price and the confirmation of the  price, by IF.\n\nThese results should be populated in the aggregated results and the detailed results.","Calculate the percentage of reports with pending price of each IF in comparison to the overall number of reports with pending price at the national level (all IFs).\n\nPlease report the results only in the aggregated results. ","Calculate the percentage of reports with pending price of each IF in comparison to the overall number of reports integrated at the national level (all IFs).\n\nPlease report the results only in the aggregated results. ","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \n\nThis applies for all calculations.\n",null,{"$f":"A5","v":"II. Timeliness"}]
[null,"TREM_AS005","Pending strike price duration test","Monitoring the time  between the submission of the  report with strike price reported as \"PNDG\" and the actual price confirmation.","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions.\n The reporting date is the reference of the scope of the month. The first report of the transaction should be taken into account, and also the first report with actual price confirmation.\n When \"pending\" is found in a cancelled report, it should be associated with the non-cancelled report to calculate the pending period.","The sample consists of all the national transactions on options and warrants integrated in the national Transaction Reporting System (TRS) during the period. The cancelled reports should also be used for this test. \n\nThe sample scope is options and warrants (CFI codes starting with O*****, H*****, RW****) ","First accepted (even if later cancelled) record  for each TRN and Executing entity combination where Strike price=PNDG and first accepted (even if later cancelled)  record of this TRN and Executing entity combination where Strike price<>PNDG","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 51 - Strike price, 6 - Submitting entity identification code, 43 - Instrument classification,  36 - Venue, 41- Instrument identification code\n\n","every 6 months","Calculate the number of reports on options or warrants with a pending strike price, per IF.\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.","Calculate the average number of days between the declaration of a pending strike price and the confirmation of the strike  price, by IF.\n\nThese results should be populated in the aggregated results and the detailed results.","\nCalculate the percentage of reports with pending strike price of each IF in comparison to the overall number of reports with pending strike price at the national level (all IFs).\n\nPlease report the results only in the aggregated results. ","Calculate the percentage of reports with pending strike price of each  IF in comparison to the overall number of reports with strike price (pending or not) integrated at the national level (all IFs).\n\nPlease report the results only in the aggregated results. ","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A5","v":"II. Timeliness"}]
["III. Accuracy","TREM_AS006","Use of default price (price = 0)*","Identifying cases where IFs report default prices, that-is-to-say, cases where the prices (in terms of monetary value) are equal to zero during the given period.\n\nXXXX and SI venues, and FX swaps are to be excluded from the test.","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period.\n\nTrading venue field should be other than XXXX, and MIC Ctgy should not be equal to SINT in DATMIC.\n\nFX swap instruments (CF SF****) are excluded from the test scope.","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 - Price, 6 -  Submitting entity identification code, 3 - Trading venue transaction identification code, 36 - Venue, 41- Instrument identification code","every 6 months","Count the number of reports with price in the monetary value data elements equal to zero by IF, when the transaction occurred on a trading venue, by IF.\n\nThe NCA should indicate the number of reports with a price equal to zero in the monetary value data elements.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.\n","Calculate the share (in percentage) the reports with a default price equal to 0  represent in the total number of reports integrated by the IF itself in the national system during the period.\n\nThese results should be populated in the aggregated results only.\n","Calculate the share (in percentage) the reports with a default price = 0  by IF represent in the total number of flagged reports with default price = 0  integrated  in the national system during the period. \n\nPlease report the results only in the aggregated results. \n","Calculate the share (in percentage) the reports with a default price  by IF represent in the total number of reports integrated  in the national system (all IFs) during the period. \n\nPlease report the results only in the aggregated results. ","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,"III. Accuracy"]
[null,"TREM_AS007","Use of default strike price (price = 0)","Identifying cases where IFs report default strike prices, that-is-to-say, cases where the strike prices are equal to zero during the given period. ","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period.\n\nThe sample scope is options and warrants (CFI codes starting with O*****, H*****, RW****) ","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 51- Strike price, 6 - Submitting entity identification code, 3 Trading venue transaction identification code,  43 - Instrument classification, 36 - Venue, 41- Instrument identification code\n\n","every 6 months","Count the number of reports with strike price equal to zero by IF, when the transaction occurred on a trading venue and where the instrument is an option or a warrant.\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.\n","Calculate the share (in percentage) the reports with a default strike price equal to 0 represent in the total number of reports integrated by the IF itself in the national system during the period.\n\nThese results should be populated in the aggregated results only.\n\n","Calculate the share (in percentage) the reports with a default strike price equal to 0  by IF represent in the total number of flagged reports with strike price equal to 0 integrated  in the national system during the period. \n\nThese results should be populated in the aggregated results only.\n","Calculate the share (in percentage) the reports with a default strike price equal to 0  by IF represent in the total number of reports with strike price populated (zero or not) integrated  in the national system (all IFs) during the period. \n\nThese results should be populated in the aggregated results only.\n","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A8","v":"III. Accuracy"}]
[null,"TREM_AS008","Completeness of CFIs","Testing the extent of CFIs with unknown components, that-is-to-say, when a X is used for unknown in the CFI attributes.\n\nThis test would enable to monitor the completeness of CFIs based on the provided characters, having a better understanding on the extent of reports with complete CFIs. According to the current regulation, the submitted file can present Field 43 as following; ESXXXX. As long as the first two characters are populated the file is not rejected. \n\nThe X in the CFI code which are not missing elements, but part of the code will be taken into account.","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period, which are not executed on an EEA trading venue or with an investment firm acting as a SI, when having a CFI is declared.\n","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5- Investment firm covered by Directive 214/65/EU, 2- Transaction reference number,  6 - Submitting entity identification code, 43 - Instrument classification","every 6 months","The NCA should indicate the number of reports with CFI code with X for unknown by IF.\n\nWhen A CFI is declared, it should be compared to the CFI list, and when an X is not existing in the CFI list (because this is not an X for \"not applicable/undefined\" but for unknown), but existing in the CFI code received, it should be counted. Then, the CA should sum the number of records with at least one X for unknown , by IF.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.","Calculate and indicate the percentage of reports with CFI code including at least one X for unknown by IF, in comparison to the number of reports with CFI declared by this IF.\n\nThese results should be populated in the aggregated results and the detailed results.","Calculate and indicate the percentage of  reports with CFI code with X for unknown by IF, in comparison to the number of reports with incomplete CFI declared by all IFs at national level.\n\nThese results should be populated in the aggregated results only.","Calculate and indicate the percentage of  reports with CFI code with X for unknown by IF, in comparison to the number of reports with CFI declared by all IFs at national level\n\nThese results should be populated in the aggregated results only.","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A8","v":"III. Accuracy"}]
[null,"TREM_AS009","Use of default time (for trading date time)*","Monitoring the usage of default date-time in the reporting of trading date time.\nThe test consists of identifying the reports with an improbable trading time that probably corresponds to a default time:\n\n- 00:00:00  \n- 00:01:00\n- 01:01:00\n- 01:00:00\n- 23:59:59\n- any other default time used in the NCA's jurisdiction\n\nIn addition, the following default date of trading 9999-12-31 should be considered.\nIf the NCAs are aware of other default times, they shall provide them to ESMA.\n","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The reporting date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period.\n\nSample scope is transactions reported with a EEA MIC. MICs for which the NCA knows that 00:00:00 is a real trading time should be excluded.","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 6 - Submitting entity identification code, 43 - Instrument classification, 3 - Trading venue transaction identification code, 36 - Venue","every 6 months","The NCA should indicate the number of reports with a default time by IF. \n\nWhen the MIC is in the EEA, and when the transaction occurs on a TV, the CA should check whether the trading date time is a default date or time or both or not. Then, the number of  records with default dates or times or both used should be summed by IF.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.","Calculate the share (in percentage) the reports with a default date time represent in the total number of reports integrated by the IF itself in the national system during the period.\n\nThese results should be populated in the aggregated results only.","Calculate the share (in percentage) the reports with a default date time  by IF represent in the total number of flagged reports integrated  in the national system during the period. \n\nThese results should be populated in the aggregated results only.","Calculate the share (in percentage) the reports with a default date time  by IF represent in the total number of reports integrated  in the national system (all IFs) during the period. \n\nThese results should be populated in the aggregated results only.","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A8","v":"III. Accuracy"}]
[null,"TREM_AS010","Underlying index with no ISIN","\nMonitoring the  names of underlying  index with no ISIN populated. An index may have or not an ISIN.  The aim is to capture the list of mostly used index without ISIN, in order to build a homogenous list of index names, where the index does not have an ISIN. It may also occur that an index without ISIN is declared, even if this index has an ISIN available. The test will also help to capture this issue.","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of the total number of national transactions integrated in the national Transaction Reporting System (TRS) during the period, where a name of underlying index is present and where the ISIN of the underlying index is not present.","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 47 - Underlying instrument code, 48 - Underlying index name, 6 - Submitting entity identification code","every 6 months","When the name of an underlying index is present, but no ISIN is populated, the index should be counted. Then, the number of records with index name but without ISIN should be summed by  IF.\nThe NCA should calculate the number of times index names without ISIN were declared, by IF. For each index name, the NCA should verify that no ISIN is available and that the index is not already present in the list provided.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned with the index name should be detailed in the spreadsheet dedicated to the test.\n","Calculate the share (in percentage) the reports with only an index name represent out of the total number of national reports with underlying of this IF integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet.\n\n","Calculate the share (in percentage) the reports with only an index name represent out of the total number of national  flagged reports integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet.","Calculate the share (in percentage) the reports with only an index name represent out of the total number of national reports with an underlying index  integrated in the national TRS.\nThese results should be reported  in the aggregated result spreadsheet.\n","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations .",null,{"$f":"A8","v":"III. Accuracy"}]
[null,"TREM_AS011","Inaccurate underlying index name","\nMonitoring the incorrect use of underlying index name field","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of the total number of national transactions integrated in the national Transaction Reporting System (TRS) during the period, where a name of underlying index is present. ","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 Executing entity identification code, 5- Investment firm covered by Directive 214/65/EU, 2- Transaction reference number, 47 - Underlying instrument code, 48 - Underlying index name, 6 Submitting entity identification code","every 6 months","In order to monitor the extent of inaccurate use of index name field, the NCA should calculate the number of reports with misuse of the field 48.\n\nFirst, The NCA should search if the field 48 contains 12 alphanumerical characters only, starting with two letters and finishing with one number (minimum).\nThis action will retrieve all ISINs populated in field index name.\n\nSecondly, the NCA should search if the field 48 contains an index already provided in a list in the RTS. \nThis action will retrieve all listed index populated in field index name (and which should be populated instead under the tag “Indx”).\n\nThen the number of reports with incorrect field 48 should be populated in the aggregated spreadsheet, while the details of the reports flagged should be populated in the specific spreadsheet of the test.","Calculate the share (in percentage) the reports with inaccurate use of field 48 represent, out of the total number of national reports of this IF with underlying integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet.\n\n","Calculate the share (in percentage) the reports having an ISIN or a rate populated in the index name field represent out of the total number of national  flagged reports integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet.","Calculate the share (in percentage) the reports having an ISIN or a rate populated in the index name field represent out of the total number of national reports with an underlying index  integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet.\n","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A8","v":"III. Accuracy"}]
[null,"TREM_AS012","Reporting of trading times outside opening hours of the trading venue*","Monitoring the declaration of transaction outside opening hours of the relevant segment of the trading venue where the transactions are supposed to have been executed.","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period, except the transactions executed OTC or on a segment of a trading venue whose opening hours are not positively known.\nGiven the relevant sample periods (1 April – 30 April and 1 October – 31 October), opening hours in UTC associated with Daylight Saving Time should be used (referred in the table attached as “UTC Summer = CET-02:00”).","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 6 - Submitting entity identification code, 36 - Venue ","every 6 months","When the MIC is in the EEA, and when the transaction occurs on a TV, the CA should calculate whether the transaction occurred during the opening hours of the TV. Then, the number of records with trading date time outside opening hours should be summed by IF. Non working days should be excluded.  In order to take transactions occuring on a trading venue, the MIC should be different to XXXX and different to XOFF and Ctgy should be equal to  RMKT or MLTF or OTFS in DATMIC.\n\nThe NCA should indicate the number of reports with a trading time outside opening hours of the relevant segment of the trading venue, by IF as specified in tab TREM_AS012.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.\n","Calculate the share (in percentage) the reports with a time out of opening hours represent in the total number of reports integrated by the IF itself in the national system during the period and relating to national transactions which are executed on the relevant segment of the an execution venue whose opening hours are positively known.\n\nThese results should be populated in the aggregated results only.\n","Calculate the share (in percentage) the reports with a time out of opening hours  by IF represent in the total number of flagged reports integrated  in the national system during the period. \n\nThese results should be populated in the aggregated results only.\n\n","Calculate the share (in percentage) the reports with a time out of opening hours  by IF represent in the total number of reports with a trading time outside opening hours represent in the total number of reports on transactions executed on a TV (with known opening hours) integrated  in the national system (all IFs) during the period. \n\nThese results should be populated in the aggregated results only.\n","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A8","v":"III. Accuracy"}]
["IV. Tests regarding accuracy based on transaction data received ","TREM_AS013","Consistency with market data at the granularity of the day*","Monitoring the missing transactions at the granularity of  the day.","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the transactions reported by a trading venue to the NCA (more precisely the number of legs with a national counterparty) and for which no exemption is granted to the national IFs in terms of reporting (i.e., transactions for which a report from the IF and another from the market are available for the CA).","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4- Executing entity identification code, 5- Investment firm covered by Directive 214/65/EU, 2- Transaction reference number, 6- Submitting entity identification code, 30- Quantity, 31- Quantity currency, , 32- Derivative notional increase/ decrease, 33- Price , 34- Price currency , 36- Venue , 41- Instrument identification code ","every 6 months","Calculate the number of transactions which are reflected in the reports received by the CA from the trading venue but which appear to be missing in the reports transmitted by the IF itself in the national system. Basically, for each leg of a transaction reported by a venue and with a national counterparty, the CA tries to find a matching report that should have been submitted by the IF itself in the national system. \nThe trading time is not taken into account when looking for the matching report (all other fields should match: ISIN, TVTIC, Venue MIC, Executing Entity, Quantity, Price, Trade date.\n\nThis test will be applied only to TVs in the jurisdiction of the NCA.\n\nThese results should be populated in the aggregated table only, and the other legs of the transactions (the one not missing) should be populated in the detailed results.\n","Calculate the share such transactions represent (in percentage) in the total number of national legs of transactions of the IF reported to the CA by a trading venue (i.e., transactions for which a report from the IF and another from the market should be available for the CA).  \n\nThese results should be populated in the aggregated results only.","Calculate the share such transactions of the IF (for which no reporting exemption is granted to the national IFs) represent (in percentage) in the total number of missing transactions.\n\nThese results should be populated in the aggregated results only.","Calculate the share such transactions of the IF (for which no reporting exemption is granted to the national IFs) represent (in percentage) in the total number of national legs of transactions reported to the CA by all trading venues (i.e., transactions for which a report from the IF and another from the market are available for the CA).  \n\nThese results should be populated in the aggregated results only.","The NCA should determine the five IFs whose failure to report their transactions to the NCA is the most significant (in percentage out of all transactions reported by an execution venue/available in the data feed). \nThe details concerning these five most significant elements should be given in the specific spreadsheet of the test.","\n","IV. Tests regarding accuracy based on transaction data received "]
[null,"TREM_AS014","Existence of at least two reports for a transaction","monitoring the presence of at least two reports on a transaction","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all transactions for which you are the RCA, both the national transactions integrated in the national Transaction Reporting System (TRS) and the transactions routed via TREM during the period.","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 3 - Trading venue transaction identification code , 2 - Transaction reference number","every 6 months","Verify that for each Trading venue transaction identification code,  two Transaction reference numbers minimum are present. The sample consists of all transactions for which you are the RCA, both the national transactions integrated in the national Transaction Reporting System (TRS) and the transactions routed via TREM during the period. Then Count the number of missing reports, by TV.\n\nPlease report these results in aggregated result table and populate the detailed table of the test with the flagged reports by TV with TVTIC populated and Transaction reference number of non-missing leg.","NO","NO","NO","The NCA should determine the five IFs whose failure to report their transactions to the NCA is the most significant (in percentage out of all transactions reported /available in the data feed). \nThe details concerning these five most significant elements should be given in the specific spreadsheet of the test.",null,{"$f":"A15","v":"IV. Tests regarding accuracy based on transaction data received "}]
[null,"TREM_AS015","Consistency with market data at the granularity of the second*","Monitoring the missing transactions at the granularity of  the second","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the transactions reported by a trading venue to the NCA (more precisely the number of legs with a national counterparty) and for which no exemption is granted to the national IFs in terms of reporting (i.e., transactions for which a report from the IF and another from the market are available for the CA).","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4- Executing entity identification code, 5- Investment firm covered by Directive 214/65/EU, 2- Transaction reference number, 6- Submitting entity identification code, 30- Quantity, 31- Quantity currency, 32- Derivative notional increase/ decrease, 33- Price, 34- Price currency , 36- Venue , 41- Instrument identification code ","every 6 months","Calculate the number of transactions which are reflected in the reports received by the CA from the trading venue but which appear to be missing in the reports transmitted by the IF itself in the national system. Basically, for each leg of a transaction reported by a venue and with a national counterparty, the CA tries to find a matching report that should have been submitted by the IF itself in the national system. \nThe trading time (hh:mm:ss) is also taken into account. Looking for the matching report all other fields should match ISIN, TVTIC, Venue MIC, Executing Entity, Quantity, Price, Trade date and Trade time.\n\nThis test will be applied only to TVs in the jurisdiction of the NCA.\n\nThese results should be populated in the aggregated table only, and the other legs of the transactions (the one not missing) should be populated in the detailed results.","Calculate the share such missing transactions of the IF   (for which no reporting exemption is granted to the national IFs) represent (in percentage) in the total number of national legs of transactions  of the IF reported to the CA by a trading venue.\n\nThese results should be populated in the aggregated results only. \n","Calculate the share such transactions of the IF (for which no reporting exemption is granted to the national IFs) represent (in percentage) in the total number of missing transactions.\n\nThese results should be populated in the aggregated results only.","Calculate the share such missing transactions of the IF (for which no reporting exemption is granted to the national IFs)  represent (in percentage) in the total number of national legs of transactions  of all IFs reported to the CA by all trading venues. \n\nThese results should be populated in the aggregated results only.","The NCA should determine the five IFs whose failure to report their transactions to the NCA is the most significant (in percentage out of all transactions reported by an execution venue/available in the data feed). \nThe details concerning these five most significant elements should be given in the specific spreadsheet of the test.",null,{"$f":"A15","v":"IV. Tests regarding accuracy based on transaction data received "}]
[null,"TREM_AS016","Price of equity and exchange derivative (out of range)*","Monitoring the out of range values of the month. This test will be applied only to domestic venues. The said trading range is determined as follows: \t\n\nMinimum price*(1-0,01)<) < dealing price < Maximum price*(1+0,01) \n\nThe minimum and maximum prices being defined as the extreme daily prices for this financial instrument according to data published by the relevant market in the period.","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions on domestic trading venues, integrated in the national Transaction Reporting System (TRS) during the period and relating to equity securities (CFI = E, C) and exchange derivatives (CFI = O, S, F, J, H, RW and RF),whose principal trading market is in the CA's country (including those which were executed on the principal market) and whose price (as reported by the market) is above 1€ (or GBP).  ","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 - Price, 34 - Price currency, 6 - Submitting entity identification code, 36 - Venue, 41- Instrument identification code","every 6 months","Identify transactions on a given financial instrument ( relating to equity securities and exchange derivatives) whose dealing price is outside the trading range on the principal market for the same financial instrument during the given period. The said trading range is determined as follows:  \n\nMinimum  price*(1-0,01)< dealing price < Maximum price*(1+0,01) \n\nThe minimum and maximum prices being defined as the extreme daily prices for this financial instrument according to data published by the relevant market. Results are divided by format of answer (monetary, yield, percentage).\n\nThis test will be applied only to trnsactions executed on domestic TVs and integrated in the national Transaction Reporting System (TRS) during the period.\n\nThese results should be populated in aggregated results table and should populate the detailed table of the test with the flagged reports by IF.","Calculate the share (in percentage) the reports with an out of range price represent out of the total number of national reports  of the IF integrated in the national system in relation to equity securities and exchange derivatives whose principal trading market is in the CA's country and whose price (as reported by the market) is above 1€ (or GBP). \n\nThese results should be populated in the aggregated results only.","Calculate the share (in percentage) the flagged reports  by IF represent in the total number of flagged reports (all IFs) integrated  in the national system during the period. \n\nThese results should be populated in the aggregated results only.","Calculate the share (in percentage) the flagged reports by IF represent in the total number of reports integrated  in the national system (all IFs) during the period in relation to equity securities and exchange derivatives whose principal trading market is in the CA's country, whose price (as reported by the market) is above 1€ (or GBP) at the moment of the calculation. \n\nThese results should be populated in the aggregated results only.","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. This applies for all calculations.","\n",{"$f":"A15","v":"IV. Tests regarding accuracy based on transaction data received "}]
[null,"TREM_AS018","Price of fixed income instruments (out of range)*","Identifying the transactions in the period whose dealing price is not consistent with the price notation. Calculations should be divided by format of answer (yield, percentage, monetary value). \n\na) where price notation is reported as P (%): 20 < dealing price <200\nb) where price notation is reported as D: 400 < dealing price < 150,000\nc) where the price notation is reported as Y: 0<dealing price <50","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions on domestic trading venues integrated in the national Transaction Reporting System (TRS) during the period and relating to fixed income instruments. For the test, fixed income should be understood as instruments having a CFI starting with D (excluding structured instruments having a CFI starting with DS and DE).","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 - Price, 34 - Price currency, 6 - Submitting entity identification code,  36 - Venue, 41- Instrument identification code","every 6 months","Identify transactions on a fixed income instruments whose dealing price is outside the trading range on the principal market for the same financial instrument during the given period. The said trading range is determined as follows:\n\na) where price notation is reported as P (%): 20 < dealing price <200\nb) where price notation is reported as D: 400 < dealing price < 150,000\nc) where the price notation is reported as Y: 0<dealing price <50\n\nThis test will be applied only to domestic TVs integrated in the national Transaction Reporting System (TRS) during the period.\n\nThese results with an out of range price by IF should be populated in aggregated results table and should populate the detailed table of the test with the flagged reports by IF.\n\nResults are divided by format of answer (monetary, yield, percentage).","Calculate the share (in percentage) the reports with an out of range price represent in the total number of national reports of the IF integrated in the national system during the period in relation to fixed income instruments.\n\nThese results should be populated in the aggregated results only.","NO","Calculate the share (in percentage) the flagged reports   by IF represent in the total number of reports integrated in the national system (all IFs) during the period in relation to fixed income instruments. \n\nThese results should be populated in the aggregated results only.","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A15","v":"IV. Tests regarding accuracy based on transaction data received "}]
[null,"TREM_AS017","Strike price (out of range) ","monitoring the possible abnormal values of the month","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.",null,null,"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 51 - Strike price, 52 - Strike price currency, 6 - Submitting entity identification code,  36 - Venue, 41- Instrument identification code","every 6 months","Identify transactions on a given financial instrument whose strike price is outside the trading range on the principal market for the same financial instrument during the given period. The said trading range is determined as follows:  \n\nMinimum  strike price*(1-0,01)< dealing strike price < Maximum strike price*(1+0,01) \n\nThe minimum and maximum strike prices being defined as the extreme daily prices for this financial instrument according to data published by the relevant market.\n\nThis test will be applied only to TVs connected to the NCA. \n\nPlease report the number of transactions with out of range value by IF in aggregated result table and populate the detailed table of the test with the flagged reports by IF.","Calculate the share (in percentage) the reports with an out of range strike price represent in the total number of reports of the IF integrated in the national system during the period in relation to fixed income instruments.\n\nThese results should be populated in the aggregated results only.","NO","Calculate the share (in percentage) the flagged reports   by IF represent in the total number of reports integrated  in the national system (all IFs) during the period with strike price populated. \n\nThese results should be populated in the aggregated results only.",null,"\n",{"$f":"A15","v":"IV. Tests regarding accuracy based on transaction data received "}]
[null,"TREM_AS019","Non-applicable price","Identifying the extent of non-applicable price (NOAP)","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period.","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 -  Price, 6 - Submitting entity identification code","every 6 months"," Count the number of reported NOAP by IF.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.","Calculate the percentage of NOAP by IF  in comparison to the total number of  reports of the IF integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only.","Calculate the percentage of NOAP by IF in comparison to the total number of flagged reports integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only.","Calculate the percentage of NOAP by IF in comparison to the total number of reports integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only.","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A15","v":"IV. Tests regarding accuracy based on transaction data received "}]
[null,"TREM_AS020","Undetermined Option exercise style ","Identifying the extent of undetermined option exercise style registered \"OTHR\". ","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month. The trading date is the reference of the scope of the month.","The sample consists of all OTC national transactions integrated in the national Transaction Reporting System (TRS) during the period which are transactions on options.\n\nThe sample scope is options, warrants and mini-future certificates (CFI codes starting with O*****, H*****, RW****, RF****) ","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number,  53 - Option exercise style, 6 - Submitting entity identification code","every 6 months","Count the number of  reported options with \"OTHR\" option exercise style, by IF. \nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.","Calculate the percentage of undetermined option exercise style by IF in comparison to the total number of  reports of the IF on options integrated in the national system  during the period.\n\nThese results should be populated in the aggregated results only.","Calculate the percentage of undetermined option exercise style of the IFs in comparison to the total number of flagged reports (of all IFs) integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."," Calculate the percentage of undetermined option exercise style of the IFs in comparison tothe total number of reports on options (of all IFs) integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only.","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations.",null,{"$f":"A15","v":"IV. Tests regarding accuracy based on transaction data received "}]
[null,"TREM_AS021","Undetermined short selling indicator","Identifying the extent of short sales registered as \"UNDI\".\n","1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month.","The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period.","Last valid record for each TRN and Executing entity combination","28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number,62 - Short selling indicator,  6- Submitting entity identification code","every 6 months"," Count the number of  reported \"UNDI\" by IF.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.","Calculate the percentage of undetermined short selling by IF  in comparison to the total number of  reports of the IF integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only.","Calculate the percentage of undetermined short selling  by IF in comparison to the total number of flagged reports integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only.","Calculate the percentage of undetermined short selling  in comparison tothe total number of reports integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only.","Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations. ",null,{"$f":"A15","v":"IV. Tests regarding accuracy based on transaction data received "}]
[null,"TREM_AS022","Use of request for assistance between CAs for TREM received transactions","The test consists of monitoring the use of request for assistance among CAs to deal with issues arising from the transaction reporting exchange via TREM. ","6 month period","The sample consists of all the requests sent or received by the NCA in the six month period.","NA","NA","every 6 months","Results of the requests sent:\nIn order to monitor the number of request sent, NCAs will count the number of requests they sent and responses received from national other competent authorities.\nExample of request sent\nOn 2020/10/29 NCA A sent a request to NCA B concerning potential issues related to the wrong population of fields 7 and 16 of RTS 22 regarding the transaction reporting exchange via TREM of an investment firm under the jurisdiction of NCA B. This will be counted as one request sent. \nOn 2020/11/06 NCA A received an answer from NCA B. \n\nNCAs should provide the number of requests sent/received along with the respective answers received/provided in the detailed results only.\n\n\nResults of the requests received:\nIn order to monitor the number of request received, NCAs will count the number of requests they received from other NCAs, including the provided responses.\nExample of request received\nOn 2020/10/27 NCA A received a request from NCA B concerning potential issues related to omissions and wrong population of field 33 of RTS 22 regarding the transaction reporting exchange via TREM of an investment firm under the jurisdiction of NCA A. This will be counted as one request received.\nOn 2020/11/03 NCA A provided an answer to NCA B.  \n\nNCAs should provide the number of requests sent/received along with the respective answers received/provided in the detailed results only.",null,null,null,null,null,{"$f":"A16","v":0}]
["* = tests run also in the previous methodology "]
["** = In this case the format to be used is based on format requested in the XML schema "]
["M= month used as a sample to compare the reported data "]
["d= day of M in which the file has been sent"]

{"sheet":"3. TREM_prep","index":2,"n_rows":549,"n_cols":19,"rows_kept":549,"cut":false,"hidden":false,"merged":[[11,3,11,11],[405,9,405,10],[400,5,400,6],[400,7,400,8],[400,9,400,10],[404,9,404,10],[402,9,402,10],[403,9,403,10],[401,9,401,10]]}
[]
["Assignment"]
["Preparation of tables for futher use in DQ examination. "]
[]
[]
[]
[]
["Additional tables used in DQ examination"]
[]
[]
[null,null,"MIC_additional_information"]
[null,null,"MIC","MIC_Name",null,null,null,null,null,null,null,null,"MICOpeningHour","MICOpeningHour_UTC_summer","MICOpeningHour_UTC_winter","MICClosingHour","MICClosingHour_UTC_summer","MICClosingHour_UTC_winter","MIC_LEI"]
[null,"CZ"]
[null,null,"FTFS","42 FINANCIAL SERVICES",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:00:00","16:00:00","17:00:00","31570010000000050826"]
[null,null,"WOOD","WOOD & COMPANY FINANCIAL SERVICES, A.S. - SYSTEMATIC INTERNALISER",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A","549300UYJKOXE3HB8L79"]
[null,null,"XPRA","PRAGUE STOCK EXCHANGE",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00","16:30:00","14:30:00","15:30:00","315700KVEWB12APT2364"]
[null,null,"XPRM","PRAGUE STOCK EXCHANGE - MTF",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00","16:30:00","14:30:00","15:30:00",{"$f":"S16","v":"315700KVEWB12APT2364"}]
[null,null,"XPXE","POWER EXCHANGE CENTRAL EUROPE",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A","3157006COUQSF6YE4X10"]
[null,null,"XRMZ","RM-SYSTEM CZECH STOCK EXCHANGE",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00","17:00:00","15:00:00","16:00:00","315700LLGSQEPNHIYH15"]
[null,null,"XRMO","RM-SYSTEM CZECH STOCK EXCHANGE (MTF)",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00","17:00:00","15:00:00","16:00:00","315700LLGSQEPNHIYH15"]
[null,null,"KOME","KOMERCNI BANKA, A.S.",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1,"IYKCAVNFR8QGF00HV840"]
[null,"MA"]
[null,null,"XMAL","Malta Stock Exchange plc",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:00:00","14:00:00","15:00:00"]
[null,null,"IFSM",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:00:00","14:00:00","15:00:00"]
[null,null,"PROS",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:00:00","14:00:00","15:00:00"]
[null,"ES"]
[null,null,"SEND","Mercado de Renta Fija, AIAF",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"AIAF",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"MERF","Mercado Electrónico de Renta Fija, MERF",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XBAR","Bolsa de Barcelona",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"SBAR",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XBIL","Bolsa de Bilbao",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"SBIL",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XVAL","Bolsa de Valencia",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"XMAD","Bolsa de Madrid",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"XMRV","MEFF",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:15:00","18:15:00","19:15:00"]
[null,null,"XMPW",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","19:00:00","17:00:00","18:00:00"]
[null,null,"XMFX",null,null,null,null,null,null,null,null,null,"00:00:00","22:00:00","23:00:00","23:00:00","21:00:00","22:00:00"]
[null,null,"MARF","Mercado Alternativo de Renta Fija (MARF)",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XNAF","Sistema Electrónico de Negociación de Activos Financieros (SENAF)",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"MABX","Mercado Alternativo Bursátil (MAB SMN)",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XLAT","Mercado de Valores Latinoamericanos (Latibex SMN)",null,null,null,null,null,null,null,null,"11:30:00","09:30:00","10:30:00","17:30:00","15:30:00","16:30:00"]
[null,null,"CAPI","CAPI OTF",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","18:00:00","16:00:00","17:00:00"]
[null,null,"CIMB","CIMD OTF",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"CIMV",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"CIME",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:30:00","16:30:00","17:30:00"]
[null,"SWE"]
[null,null,"DNSE","First North Sweden",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"DOSE",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:30:00","14:30:00","15:30:00"]
[null,null,"FNSE",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"MNSE",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"MOSE",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:30:00","14:30:00","15:30:00"]
[null,null,"ONSE",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:30:00","14:30:00","15:30:00"]
[null,null,"DKED","Nasdaq Stockholm",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:59:00","14:59:00","15:59:00"]
[null,null,"DKFI",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","16:15:00","14:15:00","15:15:00"]
[null,null,"DSTO",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"EBON",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","16:15:00","14:15:00","15:15:00"]
[null,null,"ESTO",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:30:00","14:30:00","15:30:00"]
[null,null,"EUWB",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"FIED",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"MSTO",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"NOCO",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"NOED",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","16:24:00","14:24:00","15:24:00"]
[null,null,"NOFI",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","16:15:00","14:15:00","15:15:00"]
[null,null,"PNED",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"SEED",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"USWB",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"XSTO",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XNGM","Nordic Growth Market",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"NMTF","Nordic MTF",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XSAT","Spotlight Stock Market",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,"DE"]
[null,null,"BERA","Boerse Berlin",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"BERB",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"BERC",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"DUSA","Boerse Duesseldorf",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"DUSB",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"DUSC","Boerse Duesseldorf - Quotrix",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"DUSD",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"HAMA","Boerse Hamburg",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"HAMB",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"HAMM","Boerse Hamburg - Land and Schwarz Exchange",null,null,null,null,null,null,null,null,"07:30:00","05:30:00","06:30:00","23:00:00","21:00:00","22:00:00"]
[null,null,"HAMN",null,null,null,null,null,null,null,null,null,"07:30:00","05:30:00","06:30:00","23:00:00","21:00:00","22:00:00"]
[null,null,"HANA","Boerse Hannover",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"HANB",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"MUNA","Boerse Muenchen",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"MUNB",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"MUNC","Boerse Muenchen - Gettex",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"MUND",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"STUA","Boerse Stuttgart",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"STUB",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"STUC",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"STUD",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"XEEO","European Energy Exchange",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"XEER",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"XETA","Xetra",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XETB",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XEUR","Eurex",null,null,null,null,null,null,null,null,"23:54:00","21:54:00","22:54:00","22:30:00","20:30:00","21:30:00"]
[null,null,"XERE","Eurex Repo",null,null,null,null,null,null,null,null,"06:00:00","04:00:00","05:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"XEUM",null,null,null,null,null,null,null,null,null,"06:00:00","04:00:00","05:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"XERT",null,null,null,null,null,null,null,null,null,"06:00:00","04:00:00","05:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"XGAT","Tradegate Exchange",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"XGRM",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","22:00:00","20:00:00","21:00:00"]
[null,null,"FRAA","Frankfurter Wertpapierbörse",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"FRAB",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:00:00","18:00:00","19:00:00"]
[null,null,"360T","360 Treasury Systems AG",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"EQTA","Equiduct Systems Limited",null,null,null,null,null,null,null,null,"09:01:00","07:01:00","08:01:00","17:30:00","15:30:00","16:30:00"]
[null,null,"EQTB",null,null,null,null,null,null,null,null,null,"09:01:00","07:01:00","08:01:00","17:30:00","15:30:00","16:30:00"]
[null,null,"EQTC",null,null,null,null,null,null,null,null,null,"09:01:00","07:01:00","08:01:00","17:30:00","15:30:00","16:30:00"]
[null,"LU"]
[null,null,"XLUX","Luxembourg Stock Exchange",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:40:00","15:40:00","16:40:00"]
[null,null,"EMTF",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:40:00","15:40:00","16:40:00"]
[null,"RO"]
[null,null,"XBSE",null,null,null,null,null,null,null,null,null,"08:45:00","06:45:00","07:45:00","17:00:00","15:00:00","16:00:00"]
[null,null,"XCAN",null,null,null,null,null,null,null,null,null,"08:45:00","06:45:00","07:45:00","17:00:00","15:00:00","16:00:00"]
[null,"IT"]
[null,null,"ETFP","BORSA ITALIANA",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:35:00","15:35:00","16:35:00"]
[null,null,"MIVX",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:35:00","15:35:00","16:35:00"]
[null,null,"MOTX",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"MTAA",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:42:00","15:42:00","16:42:00"]
[null,null,"MTAH ",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","20:30:00","18:30:00","19:30:00"]
[null,null,"SEDX",null,null,null,null,null,null,null,null,null,"08:45:00","06:45:00","07:45:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XAIM",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:35:00","15:35:00","16:35:00"]
[null,null,"XDMI",null,null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","20:30:00","18:30:00","19:30:00"]
[null,null,"XMOT",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"ATFX",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","11:00:00","09:00:00","10:00:00"]
[null,null,"EMDR","E-MID",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","18:00:00","16:00:00","17:00:00"]
[null,null,"EMIR",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"ETLX","EUROTLX",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"HMOD","HI-MTF",null,null,null,null,null,null,null,null,"08:40:00","06:40:00","07:40:00","17:30:00","15:30:00","16:30:00"]
[null,null,"HMTF",null,null,null,null,null,null,null,null,null,"08:40:00","06:40:00","07:40:00","17:30:00","15:30:00","16:30:00"]
[null,null,"HRFQ",null,null,null,null,null,null,null,null,null,"09:30:00","07:30:00","08:30:00","17:30:00","15:30:00","16:30:00"]
[null,null,"MTSC","MTS",null,null,null,null,null,null,null,null,"07:30:00","05:30:00","06:30:00","18:45:00","16:45:00","17:45:00"]
[null,null,"SSOB",null,null,null,null,null,null,null,null,null,"07:30:00","05:30:00","06:30:00","18:45:00","16:45:00","17:45:00"]
[null,"DK"]
[null,null,"XCSE","Nasdaq Copenhagen",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"MCSE","Nasdaq Copenhagen",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"DCSE","Nasdaq Copenhagen",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"FNDK","First North Denmark",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:00:00","15:00:00","16:00:00"]
[null,null,"MNDK","First North Denmark",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:00:00","15:00:00","16:00:00"]
[null,null,"DNDK","First North Denmark",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:00:00","15:00:00","16:00:00"]
[null,"PT"]
[null,null,"ALXL","Euronext Lisbon",null,null,null,null,null,null,null,null,"09:00:00","08:00:00","07:00:00","17:35:00","16:35:00","15:35:00"]
[null,null,"ENXL","Euronext Lisbon",null,null,null,null,null,null,null,null,"08:05:00","08:05:00","09:05:00","18:30:00","17:30:00","16:30:00"]
[null,null,"XLIS","Euronext Lisbon",null,null,null,null,null,null,null,null,"09:00:00","08:00:00","07:00:00","17:35:00","16:35:00","15:35:00"]
[null,null,"MFOX","Euronext Lisbon",null,null,null,null,null,null,null,null,"09:00:00","09:00:00","08:00:00","17:40:00","17:40:00","16:40:00"]
[null,null,"OMIP","OMIP",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","18:30:00","16:30:00","17:30:00"]
[null,"IE"]
[null,null,"XMSM","Euronext Dublin (XDUB)",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XEYE",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XESM",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XATL",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:30:00","15:30:00","16:30:00"]
[null,null,"XPOS","POSIT Dark ",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","18:00:00","16:00:00","17:00:00"]
[null,null,"XPAC","POSIT Auction",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","18:00:00","16:00:00","17:00:00"]
[null,"PL"]
[null,null,"BOSP","Multilateral trading facility",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:00:00","15:00:00","16:00:00"]
[null,null,"RPWC","Regulated market",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00","17:05:00","15:05:00","16:05:00"]
[null,null,"TBSP","Multilateral trading facility",null,null,null,null,null,null,null,null,"07:45:00","05:45:00","06:45:00","17:00:00","15:00:00","16:00:00"]
[null,null,"PLPD","Regulated market",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","14:00:00","12:00:00","13:00:00"]
[null,null,"WBCL","Regulated market",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:20:00","15:20:00","16:20:00"]
[null,null,"WBON","Regulated market",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:20:00","15:20:00","16:20:00"]
[null,null,"WDER","Regulated market",null,null,null,null,null,null,null,null,"08:45:00","08:45:00","07:45:00","17:20:00","15:20:00","16:20:00"]
[null,null,"WETP","Regulated market",null,null,null,null,null,null,null,null,"09:05:00","07:05:00","08:05:00","17:05:00","15:05:00","16:05:00"]
[null,null,"WIND","Regulated market",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:20:00","15:20:00","16:20:00"]
[null,null,"WIPO","Regulated market",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:05:00","15:05:00","16:05:00"]
[null,null,"WMTF","Multilateral trading facility",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:05:00","15:05:00","16:05:00"]
[null,null,"WOPO","Regulated market",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:05:00","15:05:00","16:05:00"]
[null,null,"XWAR","Regulated market",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:20:00","15:20:00","16:20:00"]
[null,null,"XNCO","Multilateral trading facility",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00","17:05:00","15:05:00","16:05:00"]
[null,"HR"]
[null,null,"XZAG","Zagreb Stock Exchange",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","16:15:00","14:15:00","15:15:00"]
[null,"SI"]
[null,null,"XLJU","Ljubljana Stock Exchange (Official Market) ",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","16:00:00","14:00:00","15:00:00"]
[null,null,"XLJM","SiEnter (MTF)",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","16:00:00","14:00:00","15:00:00"]
[null,"NO"]
[null,null,"ELEU",null,null,null,null,null,null,null,null,null,"07:45:00","05:45:00","06:45:00","18:15:00","16:15:00","17:15:00"]
[null,null,"ELNO",null,null,null,null,null,null,null,null,null,"07:45:00","05:45:00","06:45:00","18:15:00","16:15:00","17:15:00"]
[null,null,"ELSE",null,null,null,null,null,null,null,null,null,"07:45:00","05:45:00","06:45:00","18:15:00","16:15:00","17:15:00"]
[null,null,"FISH",null,null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00","17:00:00","15:00:00","16:00:00"]
[null,null,"FREI",null,null,null,null,null,null,null,null,null,"07:45:00","05:45:00","06:45:00","18:15:00","16:15:00","17:15:00"]
[null,null,"MERK",null,null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00","17:00:00","15:00:00","16:00:00"]
[null,null,"XOAS",null,null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00","17:00:00","15:00:00","16:00:00"]
[null,null,"XOSC",null,null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00","17:00:00","15:00:00","16:00:00"]
[null,null,"XOSL",null,null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.70833333333333337,0.625,0.66666666666666663]
[null,"CY"]
[null,null,"XCYS","Cyprus Stock Exchange",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.68055555555555547,0.59722222222222221,0.63888888888888895]
[null,null,"XECM",null,null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.68055555555555547,0.59722222222222221,0.63888888888888895]
[null,"FI"]
[null,null,"DNFI","First North Finland",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"FNFI",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"MNFI",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"DHEL","Nasdaq Helsinki",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"MHEL",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"XHEL",null,null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,"UK"]
[null,null,"AQXE","Aquis Exchange Ltd",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"ARIA","Arian Financial LLP ",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"AMPX","Asset Match Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"BOFS","Bank of Scotland plc",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A"]
[null,null,"BBSI","Barclays Bank PLC",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A"]
[null,null,"BCSI","Barclays Bank PLC",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A"]
[null,null,"BGCO","BGC Brokers LP",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"BMTF","Bloomberg Trading Facility Limited",null,null,null,null,null,null,null,null,"01:00:00","23:00:00","00:00:00",0.95833333333333337,0.875,0.91666666666666663]
[null,null,"BTEE","BrokerTec Europe Limited",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"EBSD","BrokerTec Europe Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.95833333333333337,0.875,0.91666666666666663]
[null,null,"EBSI","BrokerTec Europe Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.95833333333333337,0.875,0.91666666666666663]
[null,null,"NEXY","BrokerTec Europe Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.95833333333333337,0.875,0.91666666666666663]
[null,null,"RESE","BrokerTec Europe Limited",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"BATE","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"BATD","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"BART","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"CHID","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"CHIO","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"LISX","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"BATF","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"BATP","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"CHIX","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"BARK","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"BARO","Cboe Europe Limited",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"CGML","Citi",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A"]
[null,null,"CCEU","Citadel",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"CSEC","Citadel",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0.95833333333333337,0.875,0.91666666666666663]
[null,null,"CXOT","Creditex Brokerage LLP",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"CXRT","Creditex Brokerage LLP",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"EMBX","Emerging Markets Bond Exchange Limited ",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0.83333333333333337,0.75,0.79166666666666663]
[null,null,"EQLD","EquiLend Europe Limited",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0.75,0.66666666666666663,0.70833333333333337]
[null,null,"AMTS","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"EMTS","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"GMTS","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"HUNG","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"IMTS","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"MCZK","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"MTSA","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"MTSG","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"PORT","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"RMTS","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"SLKK","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"SMTS","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"UKGD","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"VMTS","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"SLKK","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"BVUK","EuroMTS Limited",null,null,null,null,null,null,null,null,"09:15:00","07:15:00","08:15:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"XSMP","Euronext London Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"ENSY","Euronext London Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"XLDN","Euronext London Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"EXSI","Exane\n",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.73263888888888884,0.64930555555555558,0.69097222222222221]
[null,null,"EXOT","Exotix Partners LLP",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A"]
[null,null,"FXGB","Forex Capital Markets Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"FRTE","Forte Securities Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"GFBM","GFI Brokers Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"GFBO","GFI Brokers Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"GFSM","GFI Securities Ltd",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"GFSO","GFI Securities Ltd",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"GSSI","Goldman Sachs International",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"SGMX","Goldman Sachs International Bank ",null,null,null,null,null,null,null,null,"10:00:00","08:00:00","09:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"SGMY","Goldman Sachs International Bank ",null,null,null,null,null,null,null,null,"10:00:00","08:00:00","09:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"GRIO","Griffin Markets Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"HSBC","HSBC",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"IECL","ICAP Energy Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"IECE","ICAP Energy Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"ISWE","ICAP Global Derivatives Limited",null,null,null,null,null,null,null,null,"07:30:00","05:30:00","06:30:00",0.97916666666666663,0.89583333333333337,0.9375]
[null,null,"ISWV","ICAP Global Derivatives Limited",null,null,null,null,null,null,null,null,"07:30:00","05:30:00","06:30:00",0.97916666666666663,0.89583333333333337,0.9375]
[null,null,"IOIR","ICAP Securities Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IOMM","ICAP Securities Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IOFX","ICAP Securities Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IOCD","ICAP Securities Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IOGI","ICAP Securities Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IOED","ICAP Securities Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IOGB","ICAP Securities Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IOFI","ICAP Securities Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"WCLK","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMGI","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMCE","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMGB","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMET","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMSB","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMMM","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMFD","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMCD","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMED","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IMRD","ICAP WCLK Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.8125,0.72916666666666663,0.77083333333333337]
[null,null,"IFEU","ICE Futures Europe",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"IFLX","ICE Futures Europe",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"IFLL","ICE Futures Europe",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"IFLO","ICE Futures Europe",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"BLOX","Instinet Europe Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"BRFQ","Instinet Europe Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"BNTW","Instinet Europe Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"IOTC","Instinet Europe Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"IMTF","Integral Development Corporation (Europe) Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"IPSX","IPSX UK Limited",null,null,null,null,null,null,null,null,"09:30:00","07:30:00","08:30:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"ISWA","iSwap Euro Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.75,0.66666666666666663,0.70833333333333337]
[null,null,"ISWC","iSwap Euro Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.75,0.66666666666666663,0.70833333333333337]
[null,null,"ISWB","iSwap Euro Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.75,0.66666666666666663,0.70833333333333337]
[null,null,"ISWR","iSwap Euro Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.75,0.66666666666666663,0.70833333333333337]
[null,null,"JSSI","Jane Street",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"DOWG","King & Shaxson Limited",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"KBLM","Kyte Broking Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"LIQU","Liquidnet Europe Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"LIQH","Liquidnet Europe Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"LIQF","Liquidnet Europe Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"LMAO","LMAX Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"LMAF","LMAX Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"PPEX","London House Exchange Limited",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A"]
[null,null,"XLON","London Stock Exchange plc",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"XLOD","London Stock Exchange plc",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"AIMX","London Stock Exchange plc",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"XLOM","London Stock Exchange plc",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"LOUI","Louis Capital Markets UK LLP",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0,0.91666666666666663,0.95833333333333337]
[null,null,"SPEC","Marex Spectron International Limited",null,null,null,null,null,null,null,null,"02:00:00","00:00:00","01:00:00",0.83333333333333337,0.75,0.79166666666666663]
[null,null,"MUFP","Mariana UFP LLP",null,null,null,null,null,null,null,null,"08:50:00","06:50:00","07:50:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"MAEL","MarketAxess Europe Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"NEXT","NEX Exchange Limited",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"NEXN","NEX Exchange Limited",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"NEXG","NEX Exchange Limited",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"NEXL","NEX Exchange Limited",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"NEXF","NEX Exchange Limited",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"NEXD","NEX Exchange Limited",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.76041666666666663,0.67708333333333337,0.71875]
[null,null,"NEXS","NEX SEF Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"REST","NEX SEF Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"NOSI","Nomura ",null,null,null,null,null,null,null,null,"08:15:00","06:15:00","07:15:00",0.84375,0.76041666666666663,0.80208333333333337]
[null,null,"PVMF","PVM Oil Futures Ltd",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.875,0.79166666666666663,0.83333333333333337]
[null,null,"TRAL","Reuters Transaction Services Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"TRFW","Reuters Transaction Services Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"SQUA","Square Global Ltd",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"MFXA","State Street Global Markets International Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"MFXR","State Street Global Markets International Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"MCXR","State Street Global Markets International Limited",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"SUNO","Sunrise Brokers LLP",null,null,null,null,null,null,null,null,"00:00:00","00:00:00","00:00:00",1,1,1]
[null,null,"FXOP","TFS - ICAP Ltd",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A"]
[null,null,"XLME","The London Metal Exchange Limited",null,null,null,null,null,null,null,null,"02:00:00","00:00:00","01:00:00",0.83333333333333337,0.75,0.79166666666666663]
[null,null,"TREU","Tradeweb Europe Limited",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"TREO","Tradeweb Europe Limited",null,null,null,null,null,null,null,null,"08:00:00","06:00:00","07:00:00",0.79166666666666663,0.70833333333333337,0.75]
[null,null,"TRDX","Tradition (UK) Limited",null,null,null,null,null,null,null,null,"07:30:00","05:30:00","06:30:00",0.71875,0.63541666666666663,0.67708333333333337]
[null,null,"NAVE","Tradition (UK) Limited",null,null,null,null,null,null,null,null,"N/A","N/A","N/A","N/A","N/A","N/A"]
[null,null,"TCDS","Tradition (UK) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.70833333333333337,0.625,0.66666666666666663]
[null,null,"TEFD","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEFX","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEGB","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEGI","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEIR","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEMB","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEMF","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEMG","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEMI","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEMM","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEMR","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TERE","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TOMG","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TOMF","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEPG","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEPF","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEPI","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEPX","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TECO","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEPR","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEOF","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TEPM","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TIRD","Tullett Prebon (Europe) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSCB","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSCD","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSED","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSFI","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSGB","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSGI","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSMB","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSMC","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSMG","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSMI","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSMM","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSMR","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSRE","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TPMF","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TPSY","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSFG","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSFF","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TSUK","Tullett Prebon (Securities) Limited",null,null,null,null,null,null,null,null,"07:00:00","05:00:00","06:00:00",0.77083333333333337,0.6875,0.72916666666666663]
[null,null,"TRQX","Turquoise Global Holdings Limited",null,null,null,null,null,null,null,null,"09:00:00","05:00:00","06:00:00",0.72916666666666663,0.6875,0.72916666666666663]
[null,null,"TRQC","Turquoise Global Holdings Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"TRQB","Turquoise Global Holdings Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"TRQS","Turquoise Global Holdings Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"TRQA","Turquoise Global Holdings Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"TRQM","Turquoise Global Holdings Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"XUBS","UBS Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.72916666666666663,0.64583333333333337,0.6875]
[null,null,"XUMP","UBS Limited",null,null,null,null,null,null,null,null,"09:00:00","07:00:00","08:00:00",0.73958333333333337,0.65625,0.69791666666666663]
[null,null,"VCMO","Vantage Capital Markets LLP ",null,null,null,null,null,null,null,null,"08:30:00","06:30:00","07:30:00",0.83333333333333337,0.75,0.79166666666666663]
[]
[]
[null,null,"These data are only for illustrative purpose. NCAs should replace them with accurate opening hours for all EEA MICs provided by NCAs. This information is available as separate operational file . Those NCAs who did not provide the hours should provide them to ESMA separately Those NCAs who did not provide the hours should provide them to ESMA separately."]
[null,null,"Default_times",null,null,null,null,"Default_dates"]
[null,null,"Time",null,null,null,null,"Time"]
[null,null,"00:00:00",null,null,null,null,"9999-12-31"]
[null,null,"00:01:00"]
[null,null,"01:01:00"]
[null,null,"01:00:00"]
[null,null,"23:59:59"]
[null,null,"00:00:01"]
[]
[]
[null,null,"Params"]
[null,null,"PARAM_ID",null,"PARAM_TYPE","PARAM_VALUE_NUM",null,"PARAM_VALUE_STR",null,"PARAM_VALUE_DATE"]
[null,null,"QUARTER_START",null,"Date",null,null,null,null,"2018-02-01"]
[null,null,"LSTMTH_START",null,"Date",null,null,null,null,"2018-04-01"]
[null,null,"QUARTER_END",null,"Date",null,null,null,null,"31.4.2018"]
[null,null,"SUBJECT",null,"String",null,null,"CNB"]
[null,null,"EUR/CUR",null,"Number",26.555499999999999]
[]
[]
[]
["Supportive tables for DQ examination"]
["First table preparation for futher use"]
["update FIRDS tables (DATCNY, DATMIC, …)."]
["update transaction reporting tables"]
["update tables transmited data tables from TREM"]
[]
[]
[null,"TREM_prep_Step_0a"]
[null,"SELECT last valid record in TRS "]
[null,null,"4 - Executing entity identification code"]
[null,null,"2 - Transaction reference number "]
[null,"combination"]
[]
[null,"Last valid record for each TRN and Executing entity combination"]
[null,"Data extraction from primary source for further processing."]
[null,"Only the last report on the transaction is taken into account."]
[null,"Solution is different in each differente system"]
[]
[null,"TREM_prep_Step_0b"]
[null,"SELECT first valid record in TRS "]
[null,null,"4 - Executing entity identification code"]
[null,null,"2 - Transaction reference number "]
[null,"combination"]
[]
[null,"First valid record for each TRN and Executing entity combination"]
[null,"Data extraction from primary source for further processing."]
[null,"Only the first report on the transaction is taken into account."]
[null,"Solution is different in each differente system"]
[]
[]
[null,"TREM_prep_Step_1"]
[null,"SELECT ("]
[null,null,"IF (SELECT COUNT 4 - Executing entity identification code FROM TREM_prep._Step_0a WHERE 28 - Trading date time >= LSTMTH_START AND 28 - Trading date time <= QUARTER_END ) < 500000 THEN"]
[null,null,null,"(SELECT *"]
[null,null,null,"FROM TREM_prep_Step_0a, "]
[null,null,null,"WHERE 28 - Trading date time >= QUARTER_START AND"]
[null,null,null,"              28 - Trading date time <= QUARTER_END)"]
[null,null,"ELSE"]
[null,null,null,"(SELECT *"]
[null,null,null,"FROM TREM_prep_Step_0a, "]
[null,null,null,"WHERE 28 - Trading date time >= LSTMTH_START AND"]
[null,null,null,"              28 - Trading date time <= QUARTER_END)"]
[null,")"]
[]
[null,"Data selection 1month x 3months for DQM according to trading date"]
[null," The trading date is the reference of the scope of the month."]
[null,"1 month of data needed, if it is equivalent to more than 500000 transactions."]
[null,"If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions."]
[]
[null,{"$f":"B440&\"_result_fields\"","v":"TREM_prep_Step_1_result_fields"}]
[null,"SELECT "]
[null,"   Executing entity identification code ,"]
[null,"   COUNT(Executing entity identification code),"]
[null,"   6 - Submitting entity identification code"]
[null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
[]
[null,"For statistical purposes (Aggregated results)"]
[]
[]
[]
[]
[null,"TREM_prep_Step_2"]
[null,"SELECT ("]
[null,null,"IF (SELECT COUNT 4 - Executing entity identification code FROM TREM_prep._Step_0a WHERE Reporting day and time >= LSTMTH_START AND T <= QUARTER_END ) < 500000 THEN"]
[null,null,null,"(SELECT *"]
[null,null,null,"FROM TREM_prep_Step_0a, "]
[null,null,null,"WHERE Reporting day and time >= QUARTER_START AND"]
[null,null,null,"              Reporting day and time <= QUARTER_END)"]
[null,null,"ELSE"]
[null,null,null,"(SELECT *"]
[null,null,null,"FROM TREM_prep_Step_0a, "]
[null,null,null,"WHERE Reporting day and time >= LSTMTH_START AND"]
[null,null,null,"              Reporting day and time <= QUARTER_END)"]
[null,")"]
[]
[null,"Data selection 1month x 3months for DQM according to reporting date"]
[null," The reporting date is the reference of the scope of the month."]
[null,"1 month of data needed, if it is equivalent to more than 500000 transactions."]
[null,"If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions."]
[]
[null,"TREM_prep_Step_2_result_fields"]
[null,"SELECT "]
[null,"   Executing entity identification code ,"]
[null,"   COUNT(Executing entity identification code),"]
[null,"   6 - Submitting entity identification code"]
[null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_2\",'3. TREM_prep'!$B:$B,0),\n                                                   \"TREM_prep_Step_2\")","v":"TREM_prep_Step_2"}]
[]
[null,"For statistical purposes (Aggregated results)"]
[]
[null,"TREM_prep_Step_2b"]
[null,"SELECT ("]
[null,null,"IF (SELECT COUNT 4 - Executing entity identification code FROM TREM_prep._Step_0a WHERE Reporting day and time >= LSTMTH_START AND Reporting day and time <= QUARTER_END ) < 500000 THEN"]
[null,null,null,"(SELECT *"]
[null,null,null,"FROM TREM_prep_Step_0b, "]
[null,null,null,"WHERE Reporting day and time >= QUARTER_START AND"]
[null,null,null,"              Reporting day and time <= QUARTER_END)"]
[null,null,"ELSE"]
[null,null,null,"(SELECT *"]
[null,null,null,"FROM TREM_prep_Step_0b, "]
[null,null,null,"WHERE Reporting day and time >= LSTMTH_START AND"]
[null,null,null,"              Reporting day and time <= QUARTER_END)"]
[null,")"]
[]
[null,"Data selection 1month x 3months for DQM according to reporting date Only first record on transaction considered"]
[null," The reporting date is the reference of the scope of the month."]
[null,"1 month of data needed, if it is equivalent to more than 500000 transactions."]
[null,"If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions."]
[]
[]
[null,"TREM_prep_Step_3"]
[null,"SELECT ("]
[null,null,"IF (SELECT COUNT (4 - Executing entity identification code) FROM TREM_prep._Step_0a WHERE 28 - Trading date time >= LSTMTH_START AND 28 - Trading date time <= QUARTER_END ) < 500000 THEN QUARTER_START ELSE LSTMTH_START) AS Period_from_trading_date,"]
[null,null,"IF (SELECT COUNT (4 - Executing entity identification code) FROM TREM_prep._Step_0a WHERE Reporting day and time >= LSTMTH_START AND Reporting day and time <= QUARTER_END ) < 500000 THEN QUARTER_START ELSE LSTMTH_START) AS Period_from_reporting_date,"]
[null,null,"QUARTER_END AS Period_to)"]
[]
[null,"Period concerned (aggregated results)"]
[]
[]
[]
[]
[]
[]
[null,"TREM_prep_Step_RTS24"]
[null,"SELECT "]
[null,"   1 - Identification of the entity which submitted the order,"]
[null,"   9 - Date and Time,"]
[null,"   16 - Segment MIC code,"]
[null,"   18 - Financial instrument identification code,"]
[null,"   28 - Transaction price,"]
[null,"   29 - Price currency,"]
[null,"   39 - Traded quantity,"]
[null,"   48 - Trading venue transaction identification code"]
[null,"FROM RTS24 data from local venues"]
[null,"WHERE 9 - Date and Time >= LSTMTH_START AND",null,null,null,null,"Logic to account for all quarter here, if needed"]
[null,"              9 - Date and Time <= QUARTER_END AND"]
[null,"              21 - New order, order modification, order cancellation, order rejections, partial or full execution in ('PARF', 'FILL') AND"]
[null,"              {LegalJurisdiction of 1 - Identification of the entity which submitted the order LEI is equal to the country code of the NCA running the tests}"]
[]
[]
[null,"Order book data (or other similar external source data) from trading venues"]

{"sheet":"TREM_AS001","index":3,"n_rows":39,"n_cols":15,"rows_kept":39,"cut":false,"hidden":false,"merged":[[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[36,1,36,4],[37,1,37,4],[30,1,30,4],[31,1,31,4],[31,5,31,6],[32,1,32,4],[32,5,32,6],[33,1,33,4],[33,5,33,6],[2,13,3,13],[2,14,3,14],[34,1,34,4],[34,5,34,6],[35,1,35,4],[25,1,25,4],[26,1,26,4],[27,1,27,4],[28,1,28,4],[29,1,29,4],[2,4,2,7],[2,8,2,12]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"I. Completeness"},{"$f":"Shtname()","v":"TREM_AS001"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Detection of gaps in reporting based on trading date*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"The test aims at detecting IFs who might have failed to report part of their activity in relation to some trading days. The underlying idea is that for IFs with a significant activity, the number of transactions should be quite equable.  "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed (+1 month of comparison), if the month is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the previous and the actual month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 6 - Submitting entity identification code, 2- Transaction reference number"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"In order to quantify the number of potentially non-reported transactions, the NCA should calculate on each reporting day the difference between the daily average number of transactions during the previous month and the number of reports actually transmitted by that IF.  When more than 90% of the reports seems to be missing, then the result should be kept.\nNon-working days should be excluded from the calculation.\nNo of non-reported transactions = \n(Daily average no of transactions - No of actual reports) where the result is positive\n\n The CA should report the number of missing reports in comparison to the average number of reports, by day during the period, by IF. \nThese results should only be reported in the detailed spreadsheet of the test, as it is by day. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":" Calculate the share (in percentage) this missing reports  represent in comparison to the average number of reports, by day by IF during the previous month. \n\npercentage of reports missing = 100-( No of actual reports*100/Daily average no of reports) where the result is positive.\n\nThese results should only be reported in the detailed spreadsheet of the test, as these results are to detail by IF by day where reports seems to be missing."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"NO"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage)  missing reports by IF represent in comparison to the overall average number of reports at the national level, by day during the period . \n\nPercentage of share missing = 100-(No of actual reports*100/ Overall daily average no of reports)\n\nThese results should only be reported in the detailed spreadsheet of the test, as these results are to detail by IF by day where reports seemsseem to be missing. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose default share (in percentage out of all the potentially missing transaction reports – calculation 4) is the most significant. \n\nThis applies for all calculations.\nEach day of the month for which more than 90% of the transactions of the IF seems to be missing should be reported in the detailed spreadsheet .\n"}]
[]
["DayOfActualMonth",null,null,null,null,{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS001_Step_1"},null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS001_Step_2"},null,{"$f":"Shtname()&\"_Step_3\"","v":"TREM_AS001_Step_3"},null,{"$f":"Shtname()&\"_Step_4\"","v":"TREM_AS001_Step_4"}]
["SELECT DayOfActualMonth",null,null,null,null,"SELECT 4 - Executing entity identification code",null,null,"SELECT 4 - Executing entity identification code, ",null,"SELECT",null,"SELECT * "]
["    This table contains days of MONTH(QUARTER_END)",null,null,null,null,"             mm:yyyy 28 - Trading date time AS Month,",null,null,"dd:mm:yyyy FIM0041 AS Day,",null,"Step_1.R0012,",null,"FROM Step_3"]
[null,null,null,null,null,"             (COUNT 4 - Executing entity identification code / (number of days in DaysOfActualMonth - {non-working-days})) AS AvgMthRecIF ",null,null,"COUNT 4 - Executing entity identification code AS DayRecIF",null,"Step_1.Month,",null,"LEFT JOIN Step_2 ON "]
["e.g.:",null,null,null,null,"FROM",null,null,"FROM",null,"Step_1.AvgMthRecIF,",null,"Step_3.R0012 = Step_2.R0012 AND "]
["DayOfActualMonth",null,null,null,null,"(SELECT *",null,null,"(SELECT *",null,"DayOfActualMonth.DayOfActualMonth",null,"Step_3.DayOfActualMonth = Step_2.Day"]
["2019-04-01",null,null,null,null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_0a\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_0a\")","v":"FROM TREM_prep_Step_0a"},null,null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_0a\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_0a\")","v":"FROM TREM_prep_Step_0a"},null,"FROM",null,"WHERE (DayRecIF IS NULL OR 100-(100*DayRecIF/AvgMthRecIF) > 90) AND"]
["2019-04-02",null,null,null,null,"WHERE 28 - Trading date time >= LSTMTH_START - 1Month AND",null,null,"WHERE 28 - Trading date time >= LSTMTH_START AND",null,"Step_1",null,"               Day NOT IN{non-working-days}        -- weekends and national holiday do not represent average working day"]
["2019-04-03",null,null,null,null,"              28 - Trading date time <= QUARTER_END - 1Month)",null,null,"              28 - Trading date time <= QUARTER_END)",null,"DayOfActualMonth"]
["…",null,null,null,null,"GROUP BY 4 - Executing entity identification cod, Month",null,null,"GROUP BY 4 - Executing entity identification code, Day",null,null,null,"When more than 90% of the reports seems to be missing, then the result should be kept."]
["2019-04-30"]
[null,null,null,null,null,"Daily average number of transactions during the previous month M-1 ",null,null,"Number of reports actually transmitted by that IF in month M"]
[null,null,null,null,null,"By IF",null,null,"By IF, by day"]
[null,null,null,null,null,"The trading date is the reference of the scope of the month.",null,null,"The trading date is the reference of the scope of the month."]
[]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS001_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value Step_4"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_3","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_4","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_5","28 Trading date time (only the date part)",null,null,null,"DayOfActualMonth "]
["Field_6","number of reports during this date",null,null,null,"DayRecIF"]
["Field_7","mean of number of reports byt day during the last  month",null,null,null,"AvgMthRecIF"]
["Field_8","difference between the daily average number of reports of previous month  and the number of reports on day analysed of this month",null,null,null,"Field_8 - Field_7"]
["Field_9","calculation 2: percentage of supposed  missing report of one day  in comparison to the daily average of this month  in percentage",null,null,null,"100-(100*DayRecIF/AvgMthRecIF) "]
["Field_10","calculation 4: percentage of supposed  missing reports in comparison to all reports submitted at the national level for this day",null,null,null,"100-(100*DayRecIF/\n(SELECT SUM(DayRecIF)\n FROM Step_2\n WHERE Day= Field_6))"]
["Field_11","comments on the results",null,null,null,"\"\""]
["Field_12","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_13","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_2, Field_6 DESC"]

{"sheet":"TREM_AS002","index":4,"n_rows":36,"n_cols":15,"rows_kept":36,"cut":false,"hidden":false,"merged":[[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[32,1,32,4],[2,4,2,7],[33,1,33,4],[34,1,34,4],[26,1,26,4],[27,1,27,4],[28,1,28,4],[29,1,29,4],[30,1,30,4],[2,8,2,12],[2,13,3,13],[2,14,3,14],[31,1,31,4],[30,5,30,6],[21,1,21,4],[22,1,22,4],[23,1,23,4],[24,1,24,4],[25,1,25,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"I. Completeness (BIS)"},{"$f":"Shtname()","v":"TREM_AS002"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Detection of gaps in reporting based on trading date"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Detecting gaps in reporting of IF, by comparing the number of report of the previous day to the  number of records of the actual day\n\n The test aims at detecting IFs who might have failed to report part of their activity in relation to some trading days. The underlying idea is that for IFs with a significant activity, the number of transactions should be quite equable. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed (+ 1 month of comparison), if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions.  The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the actual month and the previous month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2- Transaction reference number,6 - Submitting entity identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"\nIn order to quantify the number of potentially non-reported transactions, the NCA should calculate on each reporting day the difference between the number of transactions transmitted during the day and the number of transactions transmitted by the same investment firm on the previous day. \nWhen more than 50% of the reports seems to be missing, then the result should be kept. \nNon-working days should be excluded from the calculation.\nCompare the number of reports from day T and T-1 and detect when the difference is more than e.g. 50% (more than 50%  missing).\n\nnumber  of reports missing by IF = (no of reports on day T-1) - no of reports on day T\nif the difference is positive and\nnumber of reports missing/no of reports on day T-1 > 0.5\n\nthe CA should report the number  of reports missing in comparison to the number of report of the previous day by IF.\n\nThese results should only be reported in the detailed spreadsheet of the test, as it is by IF, by day."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":" Calculate the percentage of missing reports by IF in comparison to the previous day.\n\nThese results should only be reported in the detailed spreadsheet of the test, as these results are to detail by IF by day where reports seems to be missing.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"NO"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"NO"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose default share (in percentage out of all the potentially missing transaction reports) is the most significant.\n\nThis applies for all calculations.\nEach day of the month for which more than 50% of the transactions of the IF seems to be missing should be reported in the detailed spreadsheet .\n"}]
[]
["TREM_AS002_Step_1",null,null,null,null,"TREM_AS002_Step_2",null,null,"TREM_AS002_Step_3"]
["SELECT 4 - Executing entity identification code, ",null,null,null,null,"SELECT *,",null,null,"SELECT A.*, B.DayRecIF AS DayRecIF-1, B.T AS T-1"]
["             5 - Investment firm covered by Directive 214/65/EU, ",null,null,null,null,"            ROW_NUMBER() OVER (PARTITION BY 4 - Executing entity identification code, ",null,null,"FROM Step_2 A"]
["             6 - Submitting entity identification code,",null,null,null,null,"5 - Investment firm covered by Directive 214/65/EU, ",null,null,"JOIN Step_2 B ON A.4 - Executing entity identification code = B.4 - Executing entity identification code AND"]
["dd:mm:yyyy 28 - Trading date time AS T, ",null,null,null,null,"6 - Submitting entity identification code  ORDER BY T ASC ) AS rowno",null,null,"                                 A.5 - Investment firm covered by Directive 214/65/EU = B.5 - Investment firm covered by Directive 214/65/EU AND"]
["COUNT 4 - Executing entity identification code AS DayRecIF",null,null,null,null,"FROM Step_1 ",null,null,"                                 A.6 - Submitting entity identification code = B.6 - Submitting entity identification code AND"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",[1]TREM_prep!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"},null,null,null,null,null,null,null,"                                 A.rowno + 1 = B.rowno AND"]
["WHERE",null,null,null,null,null,null,null,"WHERE 100 - (100 * DayRecIF/ DayRecIF-1) > 50 AND"]
["               T NOT IN{non-working-days}        -- weekends and national holiday do not represent average working day",null,null,null,null,null,null,null,"               rowno <> 1                 -- first record is not considered, there is no predecesor"]
["GROUP BY 1,2,3,4",null,null,null,null,"Generaly rowno is a serial numer of the row in recordset ordered by T "]
[]
["Number of reports from working day T",null,null,null,null,null,null,null,"Number of reports missing/no of reports on day T-1 > 0.5"]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS002_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value Step_3"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_3","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_4","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_5","Date of day 1",null,null,null,"T-1"]
["Field_8","number of reports of day 1",null,null,null,"DayRecIF-1"]
["Field_9","Date of day 2",null,null,null,"T"]
["Field_10","number of reports of day 2",null,null,null,"DayRecIF"]
["Field_11","difference between the number of report of day 2 and day 1 ",null,null,null,"DayRecIF-1 - DayRecIF"]
["Field_12","percentage of supposed  missing reports on day 2 in comparison with  the number of reports on day 1 ",null,null,null,"100-(100*DayRecIF/DayRecIF-1)"]
["Field_13","total number of missing reports by IF or submitting entity when the reporting firm is not an IF",null,null,null,"\"\""]
["Field_14","comments on the results",null,null,null,"\"\""]
["Field_15","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_16","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_2, Field_6 DESC"]

{"sheet":"TREM_AS003","index":5,"n_rows":28,"n_cols":15,"rows_kept":28,"cut":false,"hidden":false,"merged":[[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[25,1,25,4],[26,1,26,4],[20,1,20,4],[21,1,21,4],[22,1,22,4],[22,5,22,6],[23,1,23,4],[23,5,23,6],[2,14,3,14],[2,4,2,7],[2,8,2,12],[2,13,3,13],[24,1,24,4],[15,1,15,4],[16,1,16,4],[17,1,17,4],[18,1,18,4],[19,1,19,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"II. Timeliness"},{"$f":"Shtname()","v":"TREM_AS003"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Late reporting*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"The test consists of identifying late reports. For the purpose of the methodology, late reports mean reports which have been submitted to the national TRS after the required deadline, i.e. more than one business day after the trading day. The test allows detecting IFs which are often late in submitting their reports.  The test aims to determine the number of days for a missing report. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions.  The reporting date is the reference of the scope of the month. Only transactions sent for the first time in the reference period should be in scope, and only the first report on the transaction should be taken into account."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period analysed, i.e. during the actual month and the previous month. Only the first report concerning each transaction should be used for the calculation. \n\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"First accepted record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 6 - Submitting entity identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"The NCA should indicate the number of reports integrated into the national TRS after the required deadline by IF. Calculate  for every report  the difference between the trading date time and the date of reception of the report. \n\nDate of first report on each transaction reported -date of trading time= number of days where the report was missing.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"The NCA should calculate the percentage of late reports by IF integrated into the national system in comparison to the total number of transaction reports of the same IF being integrated into the national system during the same period.\n\nThe aggregated results should be populated in the aggregated table only. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"The NCA should indicate the percentage of the late reports of each IF in comparison to the total number of late reports being integrated into the national system during the same period.\n\nThe aggregated results should be populated in the aggregated table only. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"The NCA should indicate the percentage of the late reports of each IF in comparison to the total number of reports being integrated into the national system during the same period.\n\nThe aggregated results should be populated in the aggregated table only. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose default share is the most significant. \n\nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS003_Step_1"},null,null,null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS003_Step_2"},null,null,{"$f":"Shtname()&\"_Step_3\"","v":"TREM_AS003_Step_3"}]
["SELECT *",null,null,null,null,"SELECT Step_1.* , [(yy:mm:dd Reporting day and time) - (yy:mm:dd 28 Trading date time) - (non-working-days)] as DaysLate",null,null,"SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_2b\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_2b\")","v":"FROM TREM_prep_Step_2b"},null,null,null,null,"FROM Step_1",null,null,"FROM Step_2"]
[null,null,null,null,null,null,null,null,"WHERE DaysLate > 1"]
["Only the first report on the transaction should be taken into account.",null,null,null,null,"Non working days - weekends and national holidays"]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS003_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value Step_3"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_3","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_4","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_5","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_6","28 Trading date time",null,null,null,"28 Trading date time"]
["Field_7","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_8","difference between the trading date time and reception date time",null,null,null,"DaysLate"]
["Field_9","average number of days of delay  by IF",null,null,null,"SELECT SUM (DaysLate)\nFROM Step_2\nWHERE Field_2 = 4 - Executing entity identification code\n/\nSELECT COUNT 4 - Executing entity identification code\nFROM Step_2\nWHERE Field_2 = 4 - Executing entity identification cod"]
["Field_10","comments on the results",null,null,null,"\"\""]
["Field_11","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_12","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_8 DESC"]

{"sheet":"TREM_AS004","index":6,"n_rows":30,"n_cols":15,"rows_kept":30,"cut":false,"hidden":false,"merged":[[2,4,2,7],[2,8,2,12],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,13,3,13],[2,14,3,14],[28,1,28,4],[22,1,22,4],[23,1,23,4],[26,1,26,4],[24,1,24,4],[25,1,25,4],[18,1,18,4],[17,1,17,4],[27,1,27,4],[24,5,24,6],[25,5,25,6],[19,1,19,4],[20,1,20,4],[21,1,21,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"II. Timeliness"},{"$f":"Shtname()","v":"TREM_AS004"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Pending  price duration test"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Monitoring the time  between the submission of the  report with price reported as \"PNDG\" and the actual price confirmation."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions.  The reporting date is the reference of the scope of the month. The first report of the transaction should be taken into account, and also the first report with actual price confirmation.\n\nAll the pending in the reports and cancelled reports during the month should be taken into account. When \"pending\" is found in a cancelled report, it should be associated with the non-cancelled report to calculate the pending period."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period analysed. The cancelled reports should also be used for this test. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"First accepted (even if later cancelled) record  for each TRN and Executing entity combination where Price=PNDG and first accepted (even if later cancelled) record of this TRN and Executing entity combination where Price<>PNDG"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 - Price, 6 - Submitting entity identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Calculate the number of reports with a price still pending in the last valid report received on the transaction during the period\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the average number of days between the declaration of a pending  price and the confirmation of the  price, by IF.\n\nThese results should be populated in the aggregated results and the detailed results."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the percentage of reports with pending price of each IF in comparison to the overall number of reports with pending price at the national level (all IFs).\n\nPlease report the results only in the aggregated results. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the percentage of reports with pending price of each IF in comparison to the overall number of reports integrated at the national level (all IFs).\n\nPlease report the results only in the aggregated results. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \n\nThis applies for all calculations.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
["TREM_AS004_Step_1",null,null,null,null,"TREM_AS004_Step_2",null,null,"TREM_AS004_Step_3",null,"TREM_AS004_Step_4"]
["SELECT *",null,null,null,null,"SELECT Step_1.*",null,null,"SELECT first record (see Record type for the test)",null,"SELECT Step_2.*, IF (Step_3.Reporting day and time IS NULL, QUARTER_END, Step_3.Reporting day and time) AS Tcorr"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_0b\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_0b\")","v":"FROM TREM_prep_Step_0b"},null,null,null,null,"FROM Step_1",null,null,"   4 - Executing entity identification code",null,"FROM Step_3"]
["WHERE 33 - Price(Pdg) = \"PNDG\"",null,null,null,null,"INNER JOIN  TREM_prep_Step_2 ON TREM_prep_Step_2.2 - Transaction reference number = Step_1.2 - Transaction reference numberAND",null,null,"   2 - Transaction reference number ",null,"RIGHT JOIN  Step_2 ON Step_2.2 - Transaction reference number = Step_3.2 - Transaction reference number AND"]
[null,null,null,null,null,"                                                                 TREM_prep_Step_2.4 - Executing entity identification code = Step_1.4 - Executing entity identification code",null,null,"combination",null,"                                           Step_2.4 - Executing entity identification code = Step_3.4 - Executing entity identification code"]
[null,null,null,null,null,null,null,null,"WHERE 33 - Price(Pdg) IS NULL"]
[null,null,null,null,null,"Only transaction in the scope of the anylysed period are taken into account.",null,null,null,null,"Only transaction in the scope of the analysed period are taken into account."]
[null,null,null,null,null,"This is ensured by JOIN.",null,null,"Non-PNDG record don´t have to be last valid record!",null,"This is ensured by JOIN."]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS004_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Results Step_4"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_3","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_4","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_5","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_6","date of reception of the report with price pending",null,null,null,"Reporting day and time"]
["Field_7","date of reception of the report with price confimation",null,null,null,"Tcorr"]
["Field_8","difference between the  date of reception of the report with price pending and the date of reception of the report with price confimation",null,null,null,"( yy:mm:dd Reporting day and time - yy:mm:dd Tcorr)"]
["Field_9","average number of days with price pending",null,null,null,"SELECT SUM ( yy:mm:dd Reporting day and time - yy:mm:dd Tcorr)\nFROM Step_4\nWHERE Field_2 = 4 - Executing entity identification code\n/\nSELECT COUNT 4 - Executing entity identification code\nFROM Step_4\nWHERE Field_2 = 4 - Executing entity identification code"]
["Field_10","comments on the results",null,null,null,"\"\""]
["Field_11","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_12","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_8 DESC"]

{"sheet":"TREM_AS005","index":7,"n_rows":32,"n_cols":15,"rows_kept":32,"cut":false,"hidden":false,"merged":[[25,1,25,4],[19,1,19,4],[20,1,20,4],[21,1,21,4],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,14,3,14],[30,1,30,4],[22,5,22,6],[2,4,2,7],[2,8,2,12],[2,13,3,13],[27,5,27,6],[28,1,28,4],[29,1,29,4],[22,1,22,4],[23,1,23,4],[24,1,24,4],[26,1,26,4],[27,1,27,4],[17,1,17,4],[18,1,18,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"II. Timeliness"},{"$f":"Shtname()","v":"TREM_AS005"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Pending strike price duration test"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Monitoring the time  between the submission of the  report with strike price reported as \"PNDG\" and the actual price confirmation."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions.\n The reporting date is the reference of the scope of the month. The first report of the transaction should be taken into account, and also the first report with actual price confirmation.\n When \"pending\" is found in a cancelled report, it should be associated with the non-cancelled report to calculate the pending period."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions on options and warrants integrated in the national Transaction Reporting System (TRS) during the period. The cancelled reports should also be used for this test. \n\nThe sample scope is options and warrants (CFI codes starting with O*****, H*****, RW****) "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"First accepted (even if later cancelled) record  for each TRN and Executing entity combination where Strike price=PNDG and first accepted (even if later cancelled)  record of this TRN and Executing entity combination where Strike price<>PNDG"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 51 - Strike price, 6 - Submitting entity identification code, 43 - Instrument classification,  36 - Venue, 41- Instrument identification code\n\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Calculate the number of reports on options or warrants with a pending strike price, per IF.\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the average number of days between the declaration of a pending strike price and the confirmation of the strike  price, by IF.\n\nThese results should be populated in the aggregated results and the detailed results."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"\nCalculate the percentage of reports with pending strike price of each IF in comparison to the overall number of reports with pending strike price at the national level (all IFs).\n\nPlease report the results only in the aggregated results. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the percentage of reports with pending strike price of each  IF in comparison to the overall number of reports with strike price (pending or not) integrated at the national level (all IFs).\n\nPlease report the results only in the aggregated results. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS005_Step_1"},null,null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS005_Step_2"},null,null,null,{"$f":"Shtname()&\"_Step_3\"","v":"TREM_AS005_Step_3"},null,{"$f":"Shtname()&\"_Step_4\"","v":"TREM_AS005_Step_4"}]
["SELECT first record",null,null,null,"SELECT Step_1.*",null,null,null,"SELECT first record (see Record type for the test)",null,"SELECT Step_2.*, IF (Step_3.T IS NULL, QUARTER_END, Step_3.T) AS Tcorr"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_0b\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_0b\")","v":"FROM TREM_prep_Step_0b"},null,null,null,"FROM Step_1",null,null,null,"   4 - Executing entity identification code",null,"FROM Step_3"]
["WHERE 51 - Strike price(Pdg) = \"PNDG\" AND",null,null,null,"INNER JOIN  TREM_prep_Step_2 ON TREM_prep_Step_2.2 - Transaction reference number = Step_1.2 - Transaction reference numberAND",null,null,null,"   2 - Transaction reference number ",null,"RIGHT JOIN  Step_2 ON Step_2.2 - Transaction reference number = Step_3.2 - Transaction reference number AND"]
["              43 - Instrument classification IN ('O_____', 'H_____', 'RW____')",null,null,null,"                                                                 TREM_prep_Step_2.4 - Executing entity identification code = Step_1.4 - Executing entity identification code",null,null,null,"combination",null,"                                           Step_2.4 - Executing entity identification code = Step_3.4 - Executing entity identification code"]
[null,null,null,null,null,null,null,null,"WHERE 51 - Strike price(Pdg) IS NULL AND"]
[null,null,null,null,"Only transaction in the scope of the analysed period are taken into account.",null,null,null,"              43 - Instrument classification IN ('O_____', 'H_____', 'RW____')"]
[null,null,null,null,"This is ensured by JOIN."]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS005_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value Step_4"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_3","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_4","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_5","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_6","ISIN (needed to retreive the CFI of the instrument)",null,null,null,"41 - Instrument identification code(FinInstrm/Id) &\n41 - Instrument identification code(FinInstrm/Othr/FinInstrmGnlAttrbts/Id)"]
["Field_7","MIC (needed to retreive the CFI of the instrument)",null,null,null,"36 - Venue "]
["Field_8","43 - Instrument classification",null,null,null,"43 - Instrument classification"]
["Field_9","date of reception of the report with strike price  pending; mandatory if the instrument is an option or warrant",null,null,null,"Reporting day and time"]
["Field_10","date of reception of the report with strike price confimation",null,null,null,"Tcorr"]
["Field_11","difference between the two dates",null,null,null,"( yy:mm:dd Reporting day and time - yy:mm:dd Tcorr)"]
["Field_12","comments on the results",null,null,null,"\"\""]
["Field_13","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_14","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_11 DESC"]

{"sheet":"TREM_AS006","index":8,"n_rows":30,"n_cols":15,"rows_kept":30,"cut":false,"hidden":false,"merged":[[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[26,1,26,4],[2,4,2,7],[27,1,27,4],[28,1,28,4],[19,1,19,4],[20,1,20,4],[21,1,21,4],[22,1,22,4],[23,1,23,4],[2,8,2,12],[2,13,3,13],[2,14,3,14],[24,1,24,4],[25,1,25,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"III. Accuracy"},{"$f":"Shtname()","v":"TREM_AS006"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Use of default price (price = 0)*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Identifying cases where IFs report default prices, that-is-to-say, cases where the prices (in terms of monetary value) are equal to zero during the given period.\n\nXXXX and SI venues, and FX swaps are to be excluded from the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period.\n\nTrading venue field should be other than XXXX, and MIC Ctgy should not be equal to SINT in DATMIC.\n\nFX swap instruments (CF SF****) are excluded from the test scope."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 - Price, 6 -  Submitting entity identification code, 3 - Trading venue transaction identification code, 36 - Venue, 41- Instrument identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Count the number of reports with price in the monetary value data elements equal to zero by IF, when the transaction occurred on a trading venue, by IF.\n\nThe NCA should indicate the number of reports with a price equal to zero in the monetary value data elements.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share (in percentage) the reports with a default price equal to 0  represent in the total number of reports integrated by the IF itself in the national system during the period.\n\nThese results should be populated in the aggregated results only.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share (in percentage) the reports with a default price = 0  by IF represent in the total number of flagged reports with default price = 0  integrated  in the national system during the period. \n\nPlease report the results only in the aggregated results. \n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage) the reports with a default price  by IF represent in the total number of reports integrated  in the national system (all IFs) during the period. \n\nPlease report the results only in the aggregated results. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS006_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
["INNER JOIN DATMIC ON TREM_prep_Step_1.36 - Venue = DATMIC.MIC"]
["WHERE 33 - Price(Amt) = 0 AND"]
["              36 - Venue NOT IN ('XXXX') AND"]
["              DATMIC.Ctgy <> \"SINT\" AND"]
["             43 - Instrument classification <> 'SF____'"]
["EMPTY e.g.: NULL, \"\", \" \", \"  \", TRIM(xy)=\"\", ..."]
["Reports with price equal to zero by IF, when the transaction occurred on a trading venue"]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS006_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value Step_1"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","36 Venue",null,null,null,"36 - Venue"]
["Field_7","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_8","comments on the results",null,null,null,"\"\""]
["Field_9","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_10","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_8 DESC"]

{"sheet":"TREM_AS007","index":9,"n_rows":34,"n_cols":15,"rows_kept":34,"cut":false,"hidden":false,"merged":[[27,1,27,4],[30,1,30,4],[32,1,32,4],[31,1,31,4],[28,1,28,4],[29,1,29,4],[23,1,23,4],[24,1,24,4],[25,1,25,4],[26,1,26,4],[2,8,2,12],[2,13,3,13],[2,14,3,14],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"III. Accuracy"},{"$f":"Shtname()","v":"TREM_AS007"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Use of default strike price (price = 0)"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Identifying cases where IFs report default strike prices, that-is-to-say, cases where the strike prices are equal to zero during the given period. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period.\n\nThe sample scope is options and warrants (CFI codes starting with O*****, H*****, RW****) "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 51- Strike price, 6 - Submitting entity identification code, 3 Trading venue transaction identification code,  43 - Instrument classification, 36 - Venue, 41- Instrument identification code\n\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Count the number of reports with strike price equal to zero by IF, when the transaction occurred on a trading venue and where the instrument is an option or a warrant.\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share (in percentage) the reports with a default strike price equal to 0 represent in the total number of reports integrated by the IF itself in the national system during the period.\n\nThese results should be populated in the aggregated results only.\n\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share (in percentage) the reports with a default strike price equal to 0  by IF represent in the total number of flagged reports with strike price equal to 0 integrated  in the national system during the period. \n\nThese results should be populated in the aggregated results only.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage) the reports with a default strike price equal to 0  by IF represent in the total number of reports with strike price populated (zero or not) integrated  in the national system (all IFs) during the period. \n\nThese results should be populated in the aggregated results only.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS007_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
["WHERE (51 - Strike price(Amt) = 0 OR 51 - Strike price(Amt) IS EMPTY) AND"]
["              (51 - Strike price(Pctg) = 0 OR 51 - Strike price(Pctg) IS EMPTY) AND"]
["              (51 - Strike price(Yld)= 0 OR 51 - Strike price(Yld) IS EMPTY) AND"]
["              (51 - Strike price(BsisPts) = 0 OR 51 - Strike price(BsisPts) IS EMPTY) AND"]
["              43 - Instrument classification LIKE ('O%'; 'H%'; 'RW%') AND"]
["              36 - Venue NOT IN ('XXXX', 'XOFF')"]
[]
["EMPTY e.g.: NULL, \"\", \" \", \"  \", TRIM(xy)=\"\", ..."]
["Count the number of reports with strike price equal to zero by IF, when the transaction occurred on a trading venue "]
["and where the instrument is an option or a warrant → the CFI code of the instrument starting by O or RW"]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS007_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Results Step_1"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_7","43 - Instrument classification ",null,null,null,"43 - Instrument classification"]
["Field_8","comments on the results",null,null,null,"\"\""]
["Field_9","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_10","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_8 DESC"]

{"sheet":"TREM_AS008","index":10,"n_rows":28,"n_cols":15,"rows_kept":28,"cut":false,"hidden":false,"merged":[[22,1,22,4],[21,1,21,4],[24,1,24,4],[26,1,26,4],[25,1,25,4],[23,1,23,4],[17,1,17,4],[18,1,18,4],[19,1,19,4],[20,1,20,4],[2,8,2,12],[2,13,3,13],[2,14,3,14],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"III. Accuracy"},{"$f":"Shtname()","v":"TREM_AS008"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Completeness of CFIs"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Testing the extent of CFIs with unknown components, that-is-to-say, when a X is used for unknown in the CFI attributes.\n\nThis test would enable to monitor the completeness of CFIs based on the provided characters, having a better understanding on the extent of reports with complete CFIs. According to the current regulation, the submitted file can present Field 43 as following; ESXXXX. As long as the first two characters are populated the file is not rejected. \n\nThe X in the CFI code which are not missing elements, but part of the code will be taken into account."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period, which are not executed on an EEA trading venue or with an investment firm acting as a SI, when having a CFI is declared.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5- Investment firm covered by Directive 214/65/EU, 2- Transaction reference number,  6 - Submitting entity identification code, 43 - Instrument classification"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"The NCA should indicate the number of reports with CFI code with X for unknown by IF.\n\nWhen A CFI is declared, it should be compared to the CFI list, and when an X is not existing in the CFI list (because this is not an X for \"not applicable/undefined\" but for unknown), but existing in the CFI code received, it should be counted. Then, the CA should sum the number of records with at least one X for unknown , by IF.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate and indicate the percentage of reports with CFI code including at least one X for unknown by IF, in comparison to the number of reports with CFI declared by this IF.\n\nThese results should be populated in the aggregated results and the detailed results."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate and indicate the percentage of  reports with CFI code with X for unknown by IF, in comparison to the number of reports with incomplete CFI declared by all IFs at national level.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate and indicate the percentage of  reports with CFI code with X for unknown by IF, in comparison to the number of reports with CFI declared by all IFs at national level\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS008_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
["WHERE SUBSTRING(43 - Instrument classification, 3, 6) LIKE '%X%'  AND "]
["              43 - Instrument classification IN (DATCFI - CFI list provided by ESMA)"]
[]
["when an X is not existing in the CFI list, but existing in the CFI code received, it should be counted."]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS008_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Results Step_1"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_7","43 Instrument classification (when declared)",null,null,null,"43 - Instrument classification "]
["Field_8","comments on the results",null,null,null,"\"\""]
["Field_9","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_10","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_8 DESC"]

{"sheet":"TREM_AS009","index":11,"n_rows":32,"n_cols":15,"rows_kept":32,"cut":false,"hidden":false,"merged":[[30,1,30,4],[24,1,24,4],[25,1,25,4],[23,1,23,4],[26,1,26,4],[27,1,27,4],[28,1,28,4],[29,1,29,4],[2,13,3,13],[2,14,3,14],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[19,1,19,4],[20,1,20,4],[21,1,21,4],[22,1,22,4],[2,8,2,12]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"III. Accuracy"},{"$f":"Shtname()","v":"TREM_AS009"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Use of default time (for trading date time)*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Monitoring the usage of default date-time in the reporting of trading date time.\nThe test consists of identifying the reports with an improbable trading time that probably corresponds to a default time:\n\n- 00:00:00  \n- 00:01:00\n- 01:01:00\n- 01:00:00\n- 23:59:59\n- any other default time used in the NCA's jurisdiction\n\nIn addition, the following default date of trading 9999-12-31 should be considered.\nIf the NCAs are aware of other default times, they shall provide them to ESMA.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The reporting date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period.\n\nSample scope is transactions reported with a EEA MIC. MICs for which the NCA knows that 00:00:00 is a real trading time should be excluded."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 6 - Submitting entity identification code, 43 - Instrument classification, 3 - Trading venue transaction identification code, 36 - Venue"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"The NCA should indicate the number of reports with a default time by IF. \n\nWhen the MIC is in the EEA, and when the transaction occurs on a TV, the CA should check whether the trading date time is a default date or time or both or not. Then, the number of  records with default dates or times or both used should be summed by IF.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share (in percentage) the reports with a default date time represent in the total number of reports integrated by the IF itself in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share (in percentage) the reports with a default date time  by IF represent in the total number of flagged reports integrated  in the national system during the period. \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage) the reports with a default date time  by IF represent in the total number of reports integrated  in the national system (all IFs) during the period. \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS009_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_2\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_2\")","v":"FROM TREM_prep_Step_2"}]
["WHERE (hh:mm:ss 28 - Trading date time IN {SELECT Time FROM Default_times} OR"]
["              dd:mm:yyyy 28 - Trading date time IN {SELECT Time FROM Default_dates}) AND"]
["              EEACtry = true",null," -- from DATCNY"]
["INNER JOIN DATMIC ON TREM_prep_Step_2.36 - Venue = DATMIC.MIC"]
["INNER JOIN DATCNYON DATMIC.Cd = DATCNY.Cd"]
[]
["Trading date time is a default  date or time or both or not. "]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS009_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Results Step_1"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_7","36 Venue ",null,null,null,"36 - Venue (FIM0058)"]
["Field_8","reporting of the trading date",null,null,null,"dd:mm:yyyy 28 - Trading date time"]
["Field_9","reporting of trading  time",null,null,null,"hh:mm:ss 28 - Trading date time"]
["Field_10","comments on the results",null,null,null,"\"\""]
["Field_11","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_12","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_10 DESC"]

{"sheet":"TREM_AS010","index":12,"n_rows":77,"n_cols":15,"rows_kept":77,"cut":false,"hidden":false,"merged":[[67,1,67,4],[2,8,2,12],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[2,13,3,13],[2,14,3,14],[75,1,75,4],[69,1,69,4],[70,1,70,4],[74,1,74,4],[71,5,71,6],[72,5,72,6],[70,5,70,6],[68,1,68,4],[71,1,71,4],[72,1,72,4],[73,1,73,4],[64,1,64,4],[65,1,65,4],[66,1,66,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"III. Accuracy"},{"$f":"Shtname()","v":"TREM_AS010"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Underlying index with no ISIN"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"\nMonitoring the  names of underlying  index with no ISIN populated. An index may have or not an ISIN.  The aim is to capture the list of mostly used index without ISIN, in order to build a homogenous list of index names, where the index does not have an ISIN. It may also occur that an index without ISIN is declared, even if this index has an ISIN available. The test will also help to capture this issue."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of the total number of national transactions integrated in the national Transaction Reporting System (TRS) during the period, where a name of underlying index is present and where the ISIN of the underlying index is not present."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 47 - Underlying instrument code, 48 - Underlying index name, 6 - Submitting entity identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"When the name of an underlying index is present, but no ISIN is populated, the index should be counted. Then, the number of records with index name but without ISIN should be summed by  IF.\nThe NCA should calculate the number of times index names without ISIN were declared, by IF. For each index name, the NCA should verify that no ISIN is available and that the index is not already present in the list provided.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned with the index name should be detailed in the spreadsheet dedicated to the test.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share (in percentage) the reports with only an index name represent out of the total number of national reports with underlying of this IF integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet.\n\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share (in percentage) the reports with only an index name represent out of the total number of national  flagged reports integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage) the reports with only an index name represent out of the total number of national reports with an underlying index  integrated in the national TRS.\nThese results should be reported  in the aggregated result spreadsheet.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations ."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS010_Step_1"},null,null,null,null,null,null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS010_Step_2"}]
["SELECT *",null,null,null,null,null,null,null,"SELECT *"]
["FROM (",null,null,null,null,null,null,null,"FROM Step_1"]
[null,"SELECT 2 - Transaction reference number, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 6 - Submitting entity identification code, Reporting day and time, ",null,null,null,null,null,null,"WHERE (indxIS NOT EMPTY OR nm IS NOT EMPTY) AND isin IS EMPTY)"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpIn/Sngl/Indx/ISIN AS isin,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpIn/Sngl/Indx/Nm/RefRate/Indx AS indx,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpIn/Sngl/Indx/Nm/RefRate/Nm AS nm,",null,null,null,null,null,{"$f":"Shtname()&\"_Step_3\"","v":"TREM_AS010_Step_3"}]
[null,null,"\".../Swp/SwpIn/Sngl/Indx/ISIN\" AS RelISIN",null,null," - to find relevant element in XML",null,null,"SELECT *"]
[null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"},null,null,null,null,null,null,"FROM Step_1"]
[null,"UNION ALL",null,null,null,null,null,null,"WHERE (indxIS NOT EMPTY OR nm IS NOT EMPTY) AND isin IS NOT EMPTY)"]
[null,"SELECT 2 - Transaction reference number, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 6 - Submitting entity identification code, Reporting day and time,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpOut/Sngl/Indx/ISIN,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpOut/Sngl/Indx/Nm/RefRate/Indx,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpOut/Sngl/Indx/Nm/RefRate/Nm,"]
[null,null,"\".../Swp/SwpOut/Sngl/Indx/ISIN\""]
[null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
[]
[null,"UNION ALL"]
[null,"SELECT 2 - Transaction reference number, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 6 - Submitting entity identification code, Reporting day and time,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Othr/Sngl/Indx/ISIN"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Othr/Sngl/Indx/Nm/RefRate/Indx"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Othr/Sngl/Indx/Nm/RefRate/Nm"]
[null,null,"\".../Othr/Sngl/Indx/ISIN\" AS RelISIN"]
[null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
[]
[null,"UNION ALL"]
[null,"SELECT 2 - Transaction reference number, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 6 - Submitting entity identification code, Reporting day and time,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpIn/Bskt/Indx/ISIN"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpIn/Bskt/Indx/Nm/RefRate/Indx"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpIn/Bskt/Indx/Nm/RefRate/Nm"]
[null,null,"\".../Swp/SwpIn/Bskt/Indx/ISIN\""]
[null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
[]
[null,"UNION ALL"]
[null,"SELECT 2 - Transaction reference number, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 6 - Submitting entity identification code, Reporting day and time,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpOut/Bskt/Indx/ISIN"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpOut/Bskt/Indx/Nm/RefRate/Indx"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Swp/SwpOut/Bskt/Indx/Nm/RefRate/Nm"]
[null,null,"\".../Swp/SwpOut/Bskt/Indx/ISIN\""]
[null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
[]
[null,"UNION ALL"]
[null,"SELECT 2 - Transaction reference number, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 6 - Submitting entity identification code, Reporting day and time,"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Othr/Bskt/Indx/ISIN"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Othr/Bskt/Indx/Nm/RefRate/Indx"]
[null,null,"FinInstrmRptgTxRpt/Tx/New/FinInstrm/Othr/DerivInstrmAttrbts/UndrlygInstrm/Othr/Bskt/Indx/Nm/RefRate/Nm"]
[null,null,"\".../Othr/Bskt/Indx/ISIN\""]
[null,{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
[")"]
[]
[]
["EMPTY e.g.: NULL, \"\", \" \", \"  \", TRIM(xy)=\"\", ..."]
["The name of an underlying index is present, but no ISIN is populated, "]
["Select 47 and 48"]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS010_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Results Step_2"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_7","48 Undeliyng index name ",null,null,null,"48 - Underlying index name (CONCAT (indx, nm))"]
["Field_8","number of times the ISIN is missing by name of underlying index",null,null,null,"SELECT COUNT 4 - Executing entity identification code\nFROM Step_2\nWHERE Field_7 = CONCAT (indx, nm)"]
["Field_9","Is an ISIN available for this index, or is this index in the list? 1  = yes, 0  = no. ",null,null,null,"IF\n   (SELECT isin\n   FROM Step_3\n   WHERE Field_7 = CONCAT (indx, nm)) IS NOT EMPTY \nTHEN\n   \"1\"\nELSE \n   \"0\""]
["Field_10","comments on the results",null,null,null,"\"\""]
["Field_11","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_12","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_10 DESC"]

{"sheet":"TREM_AS011","index":13,"n_rows":62,"n_cols":15,"rows_kept":62,"cut":false,"hidden":false,"merged":[[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[2,13,3,13],[2,14,3,14],[55,5,55,6],[56,5,56,6],[57,5,57,6],[2,8,2,12],[60,1,60,4],[58,1,58,4],[59,1,59,4],[48,1,48,4],[49,1,49,4],[50,1,50,4],[51,1,51,4],[52,1,52,4],[55,1,55,4],[56,1,56,4],[57,1,57,4],[53,1,53,4],[54,1,54,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"III. Accuracy"},{"$f":"Shtname()","v":"TREM_AS011"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Inaccurate underlying index name"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"\nMonitoring the incorrect use of underlying index name field"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of the total number of national transactions integrated in the national Transaction Reporting System (TRS) during the period, where a name of underlying index is present. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 Executing entity identification code, 5- Investment firm covered by Directive 214/65/EU, 2- Transaction reference number, 47 - Underlying instrument code, 48 - Underlying index name, 6 Submitting entity identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"In order to monitor the extent of inaccurate use of index name field, the NCA should calculate the number of reports with misuse of the field 48.\n\nFirst, The NCA should search if the field 48 contains 12 alphanumerical characters only, starting with two letters and finishing with one number (minimum).\nThis action will retrieve all ISINs populated in field index name.\n\nSecondly, the NCA should search if the field 48 contains an index already provided in a list in the RTS. \nThis action will retrieve all listed index populated in field index name (and which should be populated instead under the tag “Indx”).\n\nThen the number of reports with incorrect field 48 should be populated in the aggregated spreadsheet, while the details of the reports flagged should be populated in the specific spreadsheet of the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share (in percentage) the reports with inaccurate use of field 48 represent, out of the total number of national reports of this IF with underlying integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet.\n\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share (in percentage) the reports having an ISIN or a rate populated in the index name field represent out of the total number of national  flagged reports integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage) the reports having an ISIN or a rate populated in the index name field represent out of the total number of national reports with an underlying index  integrated in the national TRS.\n\nThese results should be reported  in the aggregated result spreadsheet.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS011_Step_1"},null,null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS011_Step_2"}]
["SELECT *",null,null,null,"SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_AS010'!A7\",\n                                                   \"FROM TREM_AS010_Step_1\")","v":"FROM TREM_AS010_Step_1"},null,"Note: This test refers to Step1 of AS010",null,"FROM Step_1"]
[null,null,null,null,"WHERE"]
[null,null,null,null,"              (LEN(TRIM(nm)) = 12 AND"]
[null,null,null,null,"               TRIM(nm) LIKE '[a-Z][a-Z]%' AND"]
[null,null,null,null,"               TRIM(nm) LIKE '%[0-9]')"]
[null,null,null,null,"OR"]
[null,null,null,null,"       (nm LIKE '%W%I%B%O%' OR"]
[null,null,null,null,"        nm LIKE '%T%R%E%A%' OR"]
[null,null,null,null,"        nm LIKE '%T%I%B%O%' OR"]
[null,null,null,null,"        nm LIKE '%T%L%B%O%' OR"]
[null,null,null,null,"        nm LIKE '%S%W%A%P%' OR"]
[null,null,null,null,"        nm LIKE '%S%T%B%O%' OR"]
[null,null,null,null,"        nm LIKE '%P%R%B%O%' OR"]
[null,null,null,null,"        nm LIKE '%P%F%A%N%' OR"]
[null,null,null,null,"        nm LIKE '%N%I%B%O%' OR"]
[null,null,null,null,"        nm LIKE '%M%A%A%A%' OR"]
[null,null,null,null,"        nm LIKE '%M%O%S%P%' OR"]
[null,null,null,null,"        nm LIKE '%L%I%B%O%' OR"]
[null,null,null,null,"        nm LIKE '%L%I%B%I%' OR"]
[null,null,null,null,"        nm LIKE '%J%I%B%A%' OR"]
[null,null,null,null,"        nm LIKE '%I%S%D%A%' OR"]
[null,null,null,null,"        nm LIKE '%G%C%F%R%' OR"]
[null,null,null,null,"        nm LIKE '%F%U%S%W%' OR"]
[null,null,null,null,"        nm LIKE '%E%U%C%H%' OR"]
[null,null,null,null,"        nm LIKE '%E%U%U%S%' OR"]
[null,null,null,null,"        nm LIKE '%E%U%R%I%' OR"]
[null,null,null,null,"        nm LIKE '%E%O%N%S%' OR"]
[null,null,null,null,"        nm LIKE '%E%O%N%A%' OR"]
[null,null,null,null,"        nm LIKE '%C%I%B%O%' OR"]
[null,null,null,null,"       nm LIKE '%C%D%O%R%' OR"]
[null,null,null,null,"        nm LIKE '%B%U%B%O%' OR"]
[null,null,null,null,"        nm LIKE '%B%B%S%W%')"]
[]
[]
[null,null,null,null,"Index name is populated with an ISIN or a rate provided in the list."]
[]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS011_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Results Step_2"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_7","47 - Underlying instrument code",null,null,null,"47 - Underlying instrument code (isin)"]
["Field_8","48 - Underlying index name",null,null,null,"48 - Underlying index name (nm)"]
["Field_9","number of times the ISIN is missing by name of underlyin index",null,null,null,"SELECT COUNT 4 - Executing entity identification code\nFROM Step_2\nWHERE Field_8 = 4 - Executing entity identification code"]
["Field_10","Is an ISIN available for this index, or is this index in the list? Populate 1 for yes, 0 for no.",null,null,null,"IF\n   nm exist IN Step1 isin OR indx \nTHEN\n   \"1\"\nELSE \n   \"0\""]
["Field_11","comments on the results",null,null,null,"\"\""]
["Field_12","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_13","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_8 DESC"]

{"sheet":"TREM_AS012","index":14,"n_rows":49,"n_cols":15,"rows_kept":49,"cut":false,"hidden":false,"merged":[[45,1,45,4],[46,1,46,4],[47,1,47,4],[43,5,43,6],[44,5,44,6],[40,1,40,4],[41,1,41,4],[42,1,42,4],[43,1,43,4],[44,1,44,4],[2,13,3,13],[2,14,3,14],[39,1,39,4],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[35,1,35,4],[36,1,36,4],[37,1,37,4],[38,1,38,4],[2,8,2,12]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"III. Accuracy"},{"$f":"Shtname()","v":"TREM_AS012"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Reporting of trading times outside opening hours of the trading venue*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Monitoring the declaration of transaction outside opening hours of the relevant segment of the trading venue where the transactions are supposed to have been executed."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period, except the transactions executed OTC or on a segment of a trading venue whose opening hours are not positively known.\nGiven the relevant sample periods (1 April – 30 April and 1 October – 31 October), opening hours in UTC associated with Daylight Saving Time should be used (referred in the table attached as “UTC Summer = CET-02:00”)."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 6 - Submitting entity identification code, 36 - Venue "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"When the MIC is in the EEA, and when the transaction occurs on a TV, the CA should calculate whether the transaction occurred during the opening hours of the TV. Then, the number of records with trading date time outside opening hours should be summed by IF. Non working days should be excluded.  In order to take transactions occuring on a trading venue, the MIC should be different to XXXX and different to XOFF and Ctgy should be equal to  RMKT or MLTF or OTFS in DATMIC.\n\nThe NCA should indicate the number of reports with a trading time outside opening hours of the relevant segment of the trading venue, by IF as specified in tab TREM_AS012.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share (in percentage) the reports with a time out of opening hours represent in the total number of reports integrated by the IF itself in the national system during the period and relating to national transactions which are executed on the relevant segment of the an execution venue whose opening hours are positively known.\n\nThese results should be populated in the aggregated results only.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share (in percentage) the reports with a time out of opening hours  by IF represent in the total number of flagged reports integrated  in the national system during the period. \n\nThese results should be populated in the aggregated results only.\n\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage) the reports with a time out of opening hours  by IF represent in the total number of reports with a trading time outside opening hours represent in the total number of reports on transactions executed on a TV (with known opening hours) integrated  in the national system (all IFs) during the period. \n\nThese results should be populated in the aggregated results only.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS012_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
["WHERE ("]
["     IF IS_SUMMER_TIME_FCE(28 - Trading date time) = TRUE  THEN      -- is summer time"]
["              (hh:mm:ss 28 - Trading date time < MICOpeningHour_UTC_summer OR"]
["              hh:mm:ss 28 - Trading date time > MICClosingHour_UTC_summer) AND"]
["              36 - Venue  NOT IN ('XXXX', 'XOFF') AND"]
["              28 - Trading date time IS NOT EMPTY"]
["     ELSE --28 - Trading date time is winter time"]
["              (hh:mm:ss 28 - Trading date time  < MICOpeningHour_UTC_winter OR"]
["              hh:mm:ss 28 - Trading date time  > MICClosingHour_UTC_winter) AND"]
["              36 - Venue  NOT IN ('XXXX', 'XOFF') AND"]
["              28 - Trading date time IS NOT EMPTY"]
[") AND"]
["DATMIC.Ctgy  IN {RMKT, MLTF, OTFS}"]
["INNER JOIN ON Step_1.36 - Venue  = MIC_additional_information.Sgmt"]
["INNER JOIN ON Step_1.36 - Venue  = DATMIC.Sgmt"]
[]
["MIC is in the EEA"]
["The transaction occurred during the opening hours of the TV"]
["Currently only MIC are tested for which opening hours are avalible."]
["EMPTY e.g.: NULL, \"\", \" \", \"  \", TRIM(xy)=\"\", ..."]
[]
["Given the relevant sample periods (1 April – 30 April and 1 October – 31 October), opening hours in UTC associated with Daylight Saving Time should be used (referred as “UTC Summer = CET-02:00”). "]
["This information is available as separate operational file that includes opening hours for all EEA MICs provided by NCAs. Those NCAs who did not provide the hours should provide them to ESMA separately"]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS012_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value DQMA Step_1"]
["Field_1","NCA",null,null,null,"\"CNB\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_7","36 Venue",null,null,null,"36 - Venue "]
["Field_8","reporting of trading date time (please do a find and replace to delete all \":\")",null,null,null,"28 - Trading date time "]
["Field_9","opening hour",null,null,null,"IF 28 - Trading date time is summer time THAN\n   MICOpeningHour_UTC_summer\nELSE\n   MICOpeningHour_UTC_winter"]
["Field_10","closing hour",null,null,null,"IF 28 - Trading date time is summer time THAN\n   MICClosingHour_UTC_summer\nELSE\n   MICClosingHour_UTC_winter"]
["Field_11","comments on the results",null,null,null,"\"\""]
["Field_12","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_13","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_11 DESC"]

{"sheet":"TREM_AS013","index":15,"n_rows":63,"n_cols":15,"rows_kept":63,"cut":false,"hidden":false,"merged":[[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[2,14,3,14],[43,1,43,4],[44,1,44,4],[44,5,44,6],[45,1,45,4],[2,8,2,12],[52,1,52,4],[53,1,53,4],[49,5,49,6],[50,1,50,4],[2,13,3,13],[46,1,46,4],[47,1,47,4],[48,1,48,4],[49,1,49,4],[51,1,51,4],[44,7,44,8],[49,7,49,8],[53,7,53,8],[59,1,59,4],[60,1,60,4],[53,5,53,6],[54,1,54,4],[56,1,56,4],[58,1,58,4],[55,1,55,4],[57,1,57,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"IV. Tests regarding accuracy based on transaction data received "},{"$f":"Shtname()","v":"TREM_AS013"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Consistency with market data at the granularity of the day*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Monitoring the missing transactions at the granularity of  the day."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the transactions reported by a trading venue to the NCA (more precisely the number of legs with a national counterparty) and for which no exemption is granted to the national IFs in terms of reporting (i.e., transactions for which a report from the IF and another from the market are available for the CA)."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4- Executing entity identification code, 5- Investment firm covered by Directive 214/65/EU, 2- Transaction reference number, 6- Submitting entity identification code, 30- Quantity, 31- Quantity currency, , 32- Derivative notional increase/ decrease, 33- Price , 34- Price currency , 36- Venue , 41- Instrument identification code "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Calculate the number of transactions which are reflected in the reports received by the CA from the trading venue but which appear to be missing in the reports transmitted by the IF itself in the national system. Basically, for each leg of a transaction reported by a venue and with a national counterparty, the CA tries to find a matching report that should have been submitted by the IF itself in the national system. \nThe trading time is not taken into account when looking for the matching report (all other fields should match: ISIN, TVTIC, Venue MIC, Executing Entity, Quantity, Price, Trade date.\n\nThis test will be applied only to TVs in the jurisdiction of the NCA.\n\nThese results should be populated in the aggregated table only, and the other legs of the transactions (the one not missing) should be populated in the detailed results.\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share such transactions represent (in percentage) in the total number of national legs of transactions of the IF reported to the CA by a trading venue (i.e., transactions for which a report from the IF and another from the market should be available for the CA).  \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share such transactions of the IF (for which no reporting exemption is granted to the national IFs) represent (in percentage) in the total number of missing transactions.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share such transactions of the IF (for which no reporting exemption is granted to the national IFs) represent (in percentage) in the total number of national legs of transactions reported to the CA by all trading venues (i.e., transactions for which a report from the IF and another from the market are available for the CA).  \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"The NCA should determine the five IFs whose failure to report their transactions to the NCA is the most significant (in percentage out of all transactions reported by an execution venue/available in the data feed). \nThe details concerning these five most significant elements should be given in the specific spreadsheet of the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":"\n"}]
[]
["Only TRS data source:"]
[]
[{"$f":"Shtname()&\"_Step_0a\"","v":"TREM_AS013_Step_0a"},null,null,null,null,{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS013_Step_1"},null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS013_Step_2"}]
["SELECT *",null,null,null,null,"SELECT Step_0a.*, Step_0b.*",null,null,"SELECT Step_1.*"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1 (TR-TV)\")","v":"FROM TREM_prep_Step_1 (TR-TV)"},null,null,null,null,"FROM Step_0a",null,null,"FROM Step_1"]
["WHERE ",null,null,null,null,"LEFT JOIN ON Step_0b",null,null,"WHERE "]
["6 - Submitting entity identification code IN (SELECT MIC_LEI FROM MIC_additional_information))",null,null,null,null,"Step_0b.3 - Trading venue transaction identification code = Step_0a.3 - Trading venue transaction identification code AND",null,null,"(TR) 4 - Executing entity identification code IS NULL OR"]
[null,null,null,null,null,"Step_0b.36 - Venue = Step_0a.36 - Venue",null,null,"(TR) 41 - Instrument identification code <> (TR-TV) 41 - Instrument identification code OR",null,null,null,null,null,"Condition disregarded if fixed income instrument."]
[null,null,null,null,null,null,null,null,"(TR) 30 - Quantity <> (TR-TV) 30 - Quantity OR",null,null,null,null,null,"Condition disregarded if fixed income instrument."]
[{"$f":"Shtname()&\"_Step_0b\"","v":"TREM_AS013_Step_0b"},null,null,null,null,null,null,null,"(TR) 33 - Price <> (TR-TV) 33 - Price OR"]
["SELECT *",null,null,null,null,null,null,null,"(TR) 34 - Price Currency <> (TR-TV) 34 - Price Currency OR"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1 (TR)\")","v":"FROM TREM_prep_Step_1 (TR)"},null,null,null,null,null,null,null,"(TR) 31 - Quantity currency <> (TR-TV) 31 - Quantity currency"]
["WHERE ",null,null,null,null,null,null,null,"(yy:mm:dd (TR) 28 - Trading date time) <> (yy:mm:dd (TR-TV) 28 - Trading date time) AND"]
["6 - Submitting entity identification code NOT IN (SELECT MIC_LEI FROM MIC_additional_information))"]
[]
[]
[]
[]
[]
["TRS + External data source:"]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS013_Step_1"},null,null,null,null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS013_Step_2"}]
["SELECT RTS24.*, TR.*",null,null,null,null,null,"SELECT Step_1.*"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_RTS24\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_RTS24 (RTS24)\")","v":"FROM TREM_prep_Step_RTS24 (RTS24)"},null,null,null,null,null,"FROM Step_1"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"LEFT JOIN ON TREM_prep_Step_1 (TR)\")","v":"LEFT JOIN ON TREM_prep_Step_1 (TR)"},null,null,null,null,null,"WHERE "]
["TR.3 - Trading venue transaction identification code = RTS24.48 - Trading venue transaction identification code AND",null,null,null,null,null,"(TR) 4 - Executing entity identification code IS NULL OR"]
["TR.36 - Venue = RTS24.16 - Segment MIC code",null,null,null,null,null,"(TR) 41 - Instrument identification code <> (RTS24) 18 - Financial instrument identification code OR"]
[null,null,null,null,null,null,"(TR) 30 - Quantity <> (RTS24) 39 - Traded quantity OR",null,"Condition disregarded if fixed income instrument."]
["External data pairing to TRS data",null,null,null,null,null,"(TR) 33 - Price <> (RTS24) 28 - Transaction price OR",null,"Condition disregarded if fixed income instrument."]
[null,null,null,null,null,null,"(TR) 34 - Price Currency <> (RTS24) 29 - Price currency OR"]
[null,null,null,null,null,null,"(TR) 31 - Quantity currency <> (RTS24) 35 - Quantity currency"]
[null,null,null,null,null,null,"(TR) 4 - Executing entity identification code <>  (RTS24) 1 - Identification of the entity which submitted the order AND"]
[null,null,null,null,null,null,"(yy:mm:dd (TR) 28 - Trading date time) <> (yy:mm:dd (RTS24) 9 - Date and Time) AND"]
[]
[null,null,null,null,null,null,"Where no trade is found in the previous step (TR fields are NULL), or key fields do not match."]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS013_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value Step_2 - In case of only TRS data",null,"Value Step_2 - In case of external data source"]
["Field_1","NCA",null,null,null,"\"NCA\"",null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time",null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"(TR) 4 - Executing entity identification code ",null,"(TR) 4 - Executing entity identification code "]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"(TR) 5 - Investment firm covered by Directive 214/65/EU",null,"(TR) 5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"(TR) 6 - Submitting entity identification code",null,"(TR) 6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"(TR) 2 - Transaction reference number",null,"(TR) 2 - Transaction reference number"]
["Field_7","28 Trading date time (date component) ",null,null,null,"(yy:mm:dd (TR-TV) 28 Trading date time )",null,"(yy:mm:dd (RTS24) 9 - Date and Time)"]
["Field_8","30 Quantity ",null,null,null,"(TR) 30 - Quantity",null,"(TR) 30 - Quantity"]
["Field_9","31 Quantity currency ",null,null,null,"(TR) 31 - Quantity currency",null,"(TR) 31 - Quantity currency"]
["Field_10","32 Derivative notional increase/ decrease ",null,null,null,"(TR) 32 Derivative notional increase/ decrease ",null,"(TR) 32 Derivative notional increase/ decrease "]
["Field_11","33 Price",null,null,null,"(TR) 33 - Price",null,"(TR) 33 - Price"]
["Field_12","34 Price Currency ",null,null,null,"(TR) 34 - Price Currency",null,"(TR) 34 - Price Currency"]
["Field_13","36 Venue ",null,null,null,"(TR-TV) 36 - Venue",null,"(RTS 24) 16 - Segment MIC code"]
["Field_14","41 Instrument identification code ",null,null,null,"(TR) 41 - Instrument identification code",null,"(TR) 41 - Instrument identification code"]
["Field_15","3 Trading venue transaction identification code",null,null,null,"(TR-TV) 3 - Trading venue transaction identification code",null,"(RTS 24) 48 - Trading venue transaction identification code"]
["Field_16","comments on the results",null,null,null,"\"\"",null,"\"\""]
["Field_17","actions taken to improve the data quality",null,null,null,"\"\"",null,"\"\""]
["Field_18","results of the actions taken",null,null,null,"\"\"",null,"\"\""]
[]
["ORDER BY Field_2, Field_6 DESC"]

{"sheet":"TREM_AS015","index":16,"n_rows":62,"n_cols":15,"rows_kept":62,"cut":false,"hidden":false,"merged":[[48,7,48,8],[49,7,49,8],[53,7,53,8],[57,1,57,4],[44,1,44,4],[51,1,51,4],[52,1,52,4],[53,1,53,4],[48,5,48,6],[49,1,49,4],[49,5,49,6],[53,5,53,6],[45,1,45,4],[46,1,46,4],[47,1,47,4],[48,1,48,4],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[43,7,43,8],[2,13,3,13],[2,14,3,14],[42,1,42,4],[43,1,43,4],[43,5,43,6],[2,8,2,12],[50,1,50,4],[54,1,54,4],[59,1,59,4],[60,1,60,4],[55,1,55,4],[56,1,56,4],[58,1,58,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"IV. Tests regarding accuracy based on transaction data received "},{"$f":"Shtname()","v":"TREM_AS015"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Consistency with market data at the granularity of the second*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Monitoring the missing transactions at the granularity of  the second"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the transactions reported by a trading venue to the NCA (more precisely the number of legs with a national counterparty) and for which no exemption is granted to the national IFs in terms of reporting (i.e., transactions for which a report from the IF and another from the market are available for the CA)."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4- Executing entity identification code, 5- Investment firm covered by Directive 214/65/EU, 2- Transaction reference number, 6- Submitting entity identification code, 30- Quantity, 31- Quantity currency, 32- Derivative notional increase/ decrease, 33- Price, 34- Price currency , 36- Venue , 41- Instrument identification code "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Calculate the number of transactions which are reflected in the reports received by the CA from the trading venue but which appear to be missing in the reports transmitted by the IF itself in the national system. Basically, for each leg of a transaction reported by a venue and with a national counterparty, the CA tries to find a matching report that should have been submitted by the IF itself in the national system. \nThe trading time (hh:mm:ss) is also taken into account. Looking for the matching report all other fields should match ISIN, TVTIC, Venue MIC, Executing Entity, Quantity, Price, Trade date and Trade time.\n\nThis test will be applied only to TVs in the jurisdiction of the NCA.\n\nThese results should be populated in the aggregated table only, and the other legs of the transactions (the one not missing) should be populated in the detailed results."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share such missing transactions of the IF   (for which no reporting exemption is granted to the national IFs) represent (in percentage) in the total number of national legs of transactions  of the IF reported to the CA by a trading venue.\n\nThese results should be populated in the aggregated results only. \n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share such transactions of the IF (for which no reporting exemption is granted to the national IFs) represent (in percentage) in the total number of missing transactions.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share such missing transactions of the IF (for which no reporting exemption is granted to the national IFs)  represent (in percentage) in the total number of national legs of transactions  of all IFs reported to the CA by all trading venues. \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"The NCA should determine the five IFs whose failure to report their transactions to the NCA is the most significant (in percentage out of all transactions reported by an execution venue/available in the data feed). \nThe details concerning these five most significant elements should be given in the specific spreadsheet of the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
["Only TRS data source:"]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS015_Step_1"},null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS015_Step_2"}]
["SELECT *",null,null,"SELECT Step_1.*"]
["FROM TREM_AS013_Step_1",null,null,"FROM Step_1"]
[null,null,null,"WHERE "]
[null,null,null,"(TR) 4 - Executing entity identification code IS NULL OR"]
[null,null,null,"(TR) 41 - Instrument identification code <> (TR-TV) 41 - Instrument identification code OR"]
[null,null,null,"(TR) 30 - Quantity <> (TR-TV) 30 - Quantity OR"]
[null,null,null,"(TR) 33 - Price <> (TR-TV) 33 - Price OR"]
[null,null,null,"(TR) 34 - Price Currency <> (TR-TV) 34 - Price Currency OR"]
[null,null,null,"(TR) 31 - Quantity currency <> (TR-TV) 31 - Quantity currency"]
[null,null,null,"(yy:mm:dd hh:min:ss (TR) 28 - Trading date time) <> (yy:mm:dd hh:min:ss (TR-TV) 28 - Trading date time)"]
[]
[]
[]
["TRS + External data source:"]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS015_Step_1"},null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS015_Step_2"}]
["SELECT *",null,null,"SELECT Step_1.*"]
["FROM TREM_AS013_Step_1",null,null,"FROM Step_1"]
[null,null,null,"WHERE "]
[null,null,null,"(TR) 4 - Executing entity identification code IS NULL OR"]
[null,null,null,"(TR) 41 - Instrument identification code <> (RTS24) 18 - Financial instrument identification code OR"]
[null,null,null,"(TR) 30 - Quantity <> (RTS24) 39 - Traded quantity OR"]
[null,null,null,"(TR) 33 - Price <> (RTS24) 28 - Transaction price OR"]
[null,null,null,"(TR) 34 - Price Currency <> (RTS24) 29 - Price currency OR"]
[null,null,null,"(TR) 31 - Quantity currency <> (RTS24) 35 - Quantity currency"]
[null,null,null,"(TR) 4 - Executing entity identification code <>  (RTS24) 1 - Identification of the entity which submitted the order AND"]
[null,null,null,"(yy:mm:dd hh:min:ss (TR) 28 - Trading date time) <> (yy:mm:dd hh:min:ss (RTS24) 9 - Date and Time)"]
[]
[null,null,null,"Where no trade is found in the previous step (TR fields are NULL), or key fields do not match."]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS015_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value Step_2 - In case of only TRS data",null,"Value Step_2 - In case of external data source"]
["Field_1","NCA",null,null,null,"\"NCA\"",null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time",null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"(TR-TV) 4 - Executing entity identification code",null,"(RTS24) 1 - Identification of the entity which submitted the order"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"(TR) 5 - Investment firm covered by Directive 214/65/EU",null,"(TR) 5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"(TR) 6 - Submitting entity identification code",null,"(TR) 6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"(TR) 2 - Transaction reference number",null,"(TR) 2 - Transaction reference number"]
["Field_7","28 Trading date time (date component) ",null,null,null,"(yy:mm:dd (TR-TV)) 28 - Trading date time)",null,"(yy:mm:dd (RTS24) 9 - Date and Time)"]
["Field_8","28 Trading date time (time component)",null,null,null,"(hh:min:ss (TR-TV)) 28 - Trading date time)",null,"(hh:min:ss (RTS24) 9 - Date and Time)"]
["Field_9","30 Quantity ",null,null,null,"(TR) 30 - Quantity",null,"(TR) 30 - Quantity"]
["Field_10","31 Quantity currency ",null,null,null,"(TR) 31 - Quantity currency",null,"(TR) 31 - Quantity currency"]
["Field_11","32 Derivative notional increase/ decrease ",null,null,null,"(TR) 32 Derivative notional increase/ decrease ",null,"(TR) 32 Derivative notional increase/ decrease "]
["Field_12","33 Price",null,null,null,"(TR) 33 - Price",null,"(TR) 33 - Price"]
["Field_13","34 Price Currency ",null,null,null,"(TR) 34 - Price Currency",null,"(TR) 34 - Price Currency"]
["Field_14","36 Venue ",null,null,null,"(TR) 36 - Venue ",null,"(RTS 24) 16 - Segment MIC code"]
["Field_15","41 Instrument identification code ",null,null,null,"(TR) 41 - Instrument identification code",null,"(TR) 41 - Instrument identification code"]
["Field_16","3 Trading venue transaction identification code",null,null,null,"(TR-TV) 3 - Trading venue transaction identification code",null,"(RTS 24) 48 - Trading venue transaction identification code"]
["Field_17","comments on the results",null,null,null,"\"\"",null,"\"\""]
["Field_18","actions taken to improve the data quality",null,null,null,"\"\"",null,"\"\""]
["Field_19","results of the actions taken",null,null,null,"\"\"",null,"\"\""]
["ORDER BY Field_2, Field_6 DESC"]

{"sheet":"TREM_AS016","index":17,"n_rows":38,"n_cols":15,"rows_kept":38,"cut":false,"hidden":false,"merged":[[24,1,24,4],[25,1,25,4],[26,1,26,4],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[2,13,3,13],[2,14,3,14],[22,1,22,4],[23,1,23,4],[23,5,23,6],[2,8,2,12],[7,6,7,8],[8,6,8,7],[9,6,9,8],[10,6,10,8],[27,1,27,4],[28,1,28,4],[28,5,28,6],[30,7,30,8],[35,1,35,4],[33,5,33,6],[29,1,29,4],[29,5,29,6],[30,5,30,6],[36,1,36,4],[30,1,30,4],[31,1,31,4],[32,1,32,4],[33,1,33,4],[34,1,34,4]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"IV. Tests regarding accuracy based on transaction data received "},{"$f":"Shtname()","v":"TREM_AS016"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Price of equity and exchange derivative (out of range)*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Monitoring the out of range values of the month. This test will be applied only to domestic venues. The said trading range is determined as follows: \t\n\nMinimum price*(1-0,01)<) < dealing price < Maximum price*(1+0,01) \n\nThe minimum and maximum prices being defined as the extreme daily prices for this financial instrument according to data published by the relevant market in the period."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions on domestic trading venues, integrated in the national Transaction Reporting System (TRS) during the period and relating to equity securities (CFI = E, C) and exchange derivatives (CFI = O, S, F, J, H, RW and RF),whose principal trading market is in the CA's country (including those which were executed on the principal market) and whose price (as reported by the market) is above 1€ (or GBP).  "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 - Price, 34 - Price currency, 6 - Submitting entity identification code, 36 - Venue, 41- Instrument identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Identify transactions on a given financial instrument ( relating to equity securities and exchange derivatives) whose dealing price is outside the trading range on the principal market for the same financial instrument during the given period. The said trading range is determined as follows:  \n\nMinimum  price*(1-0,01)< dealing price < Maximum price*(1+0,01) \n\nThe minimum and maximum prices being defined as the extreme daily prices for this financial instrument according to data published by the relevant market. Results are divided by format of answer (monetary, yield, percentage).\n\nThis test will be applied only to trnsactions executed on domestic TVs and integrated in the national Transaction Reporting System (TRS) during the period.\n\nThese results should be populated in aggregated results table and should populate the detailed table of the test with the flagged reports by IF."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share (in percentage) the reports with an out of range price represent out of the total number of national reports  of the IF integrated in the national system in relation to equity securities and exchange derivatives whose principal trading market is in the CA's country and whose price (as reported by the market) is above 1€ (or GBP). \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the share (in percentage) the flagged reports  by IF represent in the total number of flagged reports (all IFs) integrated  in the national system during the period. \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage) the flagged reports by IF represent in the total number of reports integrated  in the national system (all IFs) during the period in relation to equity securities and exchange derivatives whose principal trading market is in the CA's country, whose price (as reported by the market) is above 1€ (or GBP) at the moment of the calculation. \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. This applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":"\n"}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS016_Step_1"},null,null,null,null,null,{"$f":"Shtname()&\"_Step_2\"","v":"TREM_AS016_Step_2"}]
["SELECT *",null,null,null,null,null,"SELECT Step_1.* , Stats. MinP, Stats.MaxP"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"},null,null,null,null,null,"FROM Step_1"]
["WHERE",null,null,null,null,null,"LEFT JOIN  Stats ON "]
["43 - Instrument classification IN ('E_____','O_____', 'S_____','F_____','J_____','H_____', 'RW____','RF____','C_____')",null,null,null,null,null,"Stats.ISIN = Step_1. 41 - ISIN AND "]
["AND 36 - Venue IN (list of the MIC code for the local venues)",null,null,null,null,null,"Stats.TradeDate = Step_1. 28 - TradeDate AND "]
[null,null,null,null,null,null,"Stats.Venue = Step_1. 36 - Venue"]
["Select the relevant trades for the test",null,null,null,null,null,"WHERE ((33-Price(Amt) > (MaxP * 1,01) OR 33-Price(Amt)  < (MinP * 0,99)) AND 33-Price(Amt) IS NOT NULL) OR",null,null,null,null,"Condition disregarded if fixed income instrument."]
[null,null,null,null,null,null,"((33-Price(Pctg) > (MaxP * 1,01) OR 33-Price(Pctg)  < (MinP * 0,99)) AND 33-Price(Pctg) IS NOT NULL) OR",null,null,null,null,"Condition disregarded if fixed income instrument."]
[null,null,null,null,null,null,"((33-Price(Yld) > (MaxP * 1,01) OR 33-Price(Yld)  < (MinP * 0,99)) AND 33-Price(Yld) IS NOT NULL) OR"]
[null,null,null,null,null,null,"((33-Price(BsisPts) > (MaxP * 1,01) OR 33-Price(BsisPts)  < (MinP * 0,99)) AND 33-Price(BsisPts) IS NOT NULL)",null,null,null,null,"Condition disregarded if fixed income instrument."]
[]
[null,null,null,null,null,null,"Join these data with a table (Stat) which contains the max prices (MaxP) and the min prices (MinP) of each instrument by trade date."]
[null,null,null,null,null,null,"E.g. for FR : AMF has a table provided by Euronext which contain all these data for all its markets (XPAR, XBRU, XAMS, XMON, XMAT, ALXP)"]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS016_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value Step_2"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_7","28 Trading date time (date component) ",null,null,null,"(yy:mm:dd 28 - Date and Time)"]
["Field_8","33 Price",null,null,null,"33-Price(Amt) & 33-Price(Pctg) & 33-Price(Yld) & 33-Price(BsisPts)   "]
["Field_9","34 Price Currency ",null,null,null,"34 - Price Currency "]
["Field_10","enter the currency/eur conversion multiplier for the calculation, if needed",null,null,null,"Params.EUR/CUR"]
["Field_11","36 Venue ",null,null,null,"36 - Venue "]
["Field_12","41 Instrument identification code ",null,null,null,"41 - Instrument identification code "]
["Field_13","comments on the results",null,null,null,"\"\""]
["Field_14","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_15","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_2, Field_6 DESC"]

{"sheet":"TREM_AS018","index":18,"n_rows":32,"n_cols":15,"rows_kept":32,"cut":false,"hidden":false,"merged":[[27,5,27,6],[2,4,2,7],[2,8,2,12],[23,1,23,4],[30,1,30,4],[17,1,17,4],[18,1,18,4],[19,1,19,4],[20,1,20,4],[21,1,21,4],[24,1,24,4],[25,1,25,4],[27,1,27,4],[26,1,26,4],[28,1,28,4],[29,1,29,4],[22,1,22,4],[2,13,3,13],[2,14,3,14],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"IV. Tests regarding accuracy based on transaction data received "},{"$f":"Shtname()","v":"TREM_AS018"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Price of fixed income instruments (out of range)*"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Identifying the transactions in the period whose dealing price is not consistent with the price notation. Calculations should be divided by format of answer (yield, percentage, monetary value). \n\na) where price notation is reported as P (%): 20 < dealing price <200\nb) where price notation is reported as D: 400 < dealing price < 150,000\nc) where the price notation is reported as Y: 0<dealing price <50"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions on domestic trading venues integrated in the national Transaction Reporting System (TRS) during the period and relating to fixed income instruments. For the test, fixed income should be understood as instruments having a CFI starting with D (excluding structured instruments having a CFI starting with DS and DE)."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 - Price, 34 - Price currency, 6 - Submitting entity identification code,  36 - Venue, 41- Instrument identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Identify transactions on a fixed income instruments whose dealing price is outside the trading range on the principal market for the same financial instrument during the given period. The said trading range is determined as follows:\n\na) where price notation is reported as P (%): 20 < dealing price <200\nb) where price notation is reported as D: 400 < dealing price < 150,000\nc) where the price notation is reported as Y: 0<dealing price <50\n\nThis test will be applied only to domestic TVs integrated in the national Transaction Reporting System (TRS) during the period.\n\nThese results with an out of range price by IF should be populated in aggregated results table and should populate the detailed table of the test with the flagged reports by IF.\n\nResults are divided by format of answer (monetary, yield, percentage)."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the share (in percentage) the reports with an out of range price represent in the total number of national reports of the IF integrated in the national system during the period in relation to fixed income instruments.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"NO"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the share (in percentage) the flagged reports   by IF represent in the total number of reports integrated in the national system (all IFs) during the period in relation to fixed income instruments. \n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS018_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
["WHERE (33 - Price(Pctg) IS NOT EMPTY AND (20 > 33 - Price(Pctg) OR 33 - Price(Pctg) > 200) OR"]
["               33 - Price(Amt) IS NOT EMPTY AND (400 > F33 - Price(Amt) OR 33 - Price(Amt) > 150000) OR"]
["               33 - Price(Yld) IS NOT EMPTY AND (0 > 33 - Price(Yld) OR 33 - Price(Yld) > 50)) AND"]
["               43 - Instrument classification LIKE ('D%') AND 43 - Instrument classification NOT LIKE ('DS%', 'DE%')"]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS018_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Results Step_1"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","date of reception of the report",null,null,null,"Reporting day and time"]
["Field_3","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_4","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_5","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_6","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_7","28 Trading date time (date component) ",null,null,null,"yy:mm:dd 28 - Trading date time "]
["Field_8","33 Price",null,null,null,"CONCAT(33 - Price(Pctg), 33 - Price(Amt), 33 - Price(Yld))"]
["Field_9","34 Price Currency ",null,null,null,"34 - Price currency(Amt@Ccy)"]
["Field_10","36 Venue ",null,null,null,"36 - Venue "]
["Field_11","41 Instrument identification code ",null,null,null,"CONCAT(41 - Instrument identification code(Id), 41 - Instrument identification code(FinInstrmGnlAttrbts/Id))"]
["Field_12","comments on the results",null,null,null,"\"\""]
["Field_13","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_14","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_4 DESC"]

{"sheet":"TREM_AS019","index":19,"n_rows":23,"n_cols":15,"rows_kept":23,"cut":false,"hidden":false,"merged":[[17,1,17,4],[2,8,2,12],[19,1,19,4],[20,1,20,4],[21,1,21,4],[13,1,13,4],[14,1,14,4],[15,1,15,4],[16,1,16,4],[18,1,18,4],[2,13,3,13],[2,14,3,14],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"IV. Tests regarding accuracy based on transaction data received "},{"$f":"Shtname()","v":"TREM_AS019"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Non-applicable price"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Identifying the extent of non-applicable price (NOAP)"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number, 33 -  Price, 6 - Submitting entity identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":" Count the number of reported NOAP by IF.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the percentage of NOAP by IF  in comparison to the total number of  reports of the IF integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the percentage of NOAP by IF in comparison to the total number of flagged reports integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the percentage of NOAP by IF in comparison to the total number of reports integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS019_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
["WHERE 33 - Price(Pdg) = \"NOAP\""]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS019_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Results Step_1"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_3","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_4","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_5","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_6","date of reception of the report ",null,null,null,"Reporting day and time"]
["Field_7","comments  on the results",null,null,null,"\"\""]
["Field_8","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_9","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_7 DESC"]

{"sheet":"TREM_AS020","index":20,"n_rows":26,"n_cols":15,"rows_kept":26,"cut":false,"hidden":false,"merged":[[24,1,24,4],[25,1,25,4],[21,1,21,4],[22,1,22,4],[23,1,23,4],[2,13,3,13],[2,14,3,14],[20,1,20,4],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[16,1,16,4],[17,1,17,4],[18,1,18,4],[19,1,19,4],[2,8,2,12]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"IV. Tests regarding accuracy based on transaction data received "},{"$f":"Shtname()","v":"TREM_AS020"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Undetermined Option exercise style "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Identifying the extent of undetermined option exercise style registered \"OTHR\". "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all OTC national transactions integrated in the national Transaction Reporting System (TRS) during the period which are transactions on options.\n\nThe sample scope is options, warrants and mini-future certificates (CFI codes starting with O*****, H*****, RW****, RF****) "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number,  53 - Option exercise style, 6 - Submitting entity identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":"Count the number of  reported options with \"OTHR\" option exercise style, by IF. \nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the percentage of undetermined option exercise style by IF in comparison to the total number of  reports of the IF on options integrated in the national system  during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the percentage of undetermined option exercise style of the IFs in comparison to the total number of flagged reports (of all IFs) integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":" Calculate the percentage of undetermined option exercise style of the IFs in comparison tothe total number of reports on options (of all IFs) integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS020_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
["WHERE 53 - Option exercise style = \"OTHR\" AND"]
["              43 - Instrument classification IN ('O_____', 'H_____',RW____',RF____') AND"]
["              36 - Venue IN ('XXXX', 'XOFF')"]
[]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS020_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value DQMA Step_1"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_3","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_4","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_5","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_6","date of reception of the report ",null,null,null,"Reporting day and time"]
["Field_7","53 - Option excersise style= OTHR\n1= yes, 0= no",null,null,null,"53 - Option exercise style"]
["Field_8","comments  on the results",null,null,null,"\"\""]
["Field_9","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_10","results of the actions taken",null,null,null,"\"\""]

{"sheet":"TREM_AS021","index":21,"n_rows":23,"n_cols":15,"rows_kept":23,"cut":false,"hidden":false,"merged":[[21,1,21,4],[18,1,18,4],[19,1,19,4],[20,1,20,4],[2,13,3,13],[2,14,3,14],[17,1,17,4],[2,0,3,0],[2,1,3,1],[2,2,3,2],[2,3,3,3],[2,4,2,7],[13,1,13,4],[14,1,14,4],[15,1,15,4],[16,1,16,4],[2,8,2,12]]}
[]
["Assignment"]
["TEST GROUP","(No Test)","TEST TREM","purpose of the test","To which data the Test is referring to? \n\n",null,null,null,"Tests Methodology",null,null,null,null,"Scope of the results","Comments "]
[null,null,null,null,"Period analysed","Sample scope","Record type","Field(s) used","period of calculation"," 1.calculation","calculation 2 (IF level)","calculation 3 (national level)","calculation 4 (national level)"]
[{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(P2))","v":"IV. Tests regarding accuracy based on transaction data received "},{"$f":"Shtname()","v":"TREM_AS021"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(C2))","v":"Undetermined short selling indicator"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(D2))","v":"Identifying the extent of short sales registered as \"UNDI\".\n"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(E2))","v":"1 month of data needed, if it is equivalent to more than 500000 transactions. If it is equivalent to less than 500 000 transactions, then 3 months of data is needed, even if three months of data consist of less than 500000 transactions. The trading date is the reference of the scope of the month."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(F2))","v":"The sample consists of all the national transactions integrated in the national Transaction Reporting System (TRS) during the period."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(G2))","v":"Last valid record for each TRN and Executing entity combination"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(H2))","v":"28 - Trading date time, 4 - Executing entity identification code, 5 - Investment firm covered by Directive 214/65/EU, 2 - Transaction reference number,62 - Short selling indicator,  6- Submitting entity identification code"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(I2))","v":"every 6 months"},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(J2))","v":" Count the number of  reported \"UNDI\" by IF.\n\nThese results should be reported in the aggregated results spreadsheet and the reports concerned should be detailed in the spreadsheet dedicated to the test."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(K2))","v":"Calculate the percentage of undetermined short selling by IF  in comparison to the total number of  reports of the IF integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(L2))","v":"Calculate the percentage of undetermined short selling  by IF in comparison to the total number of flagged reports integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(M2))","v":"Calculate the percentage of undetermined short selling  in comparison tothe total number of reports integrated in the national system during the period.\n\nThese results should be populated in the aggregated results only."},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(N2))","v":"Out of the total number of IFs which were identified as not complying with their reporting obligations, the NCA should as a minimum indicate the results for the five IFs whose number of flagged reports is the most significant. \nThis applies for all calculations. "},{"$f":"INDEX('2. TREM_AS_Description'!$A:$AK,MATCH($B$5,'2. TREM_AS_Description'!$B:$B,0),COLUMN(O2))","v":0}]
[]
[{"$f":"Shtname()&\"_Step_1\"","v":"TREM_AS021_Step_1"}]
["SELECT *"]
[{"$f":"HYPERLINK(\"#\"&\"'TREM_prep'!A\"&MATCH(\"TREM_prep_Step_1\",'3. TREM_prep'!$B:$B,0),\n                                                   \"FROM TREM_prep_Step_1\")","v":"FROM TREM_prep_Step_1"}]
["WHERE 62 - Short selling indicator = \"UNDI\""]
[]
[{"$f":"Shtname()&\"_Calculation_result_fields\"","v":"TREM_AS021_Calculation_result_fields"}]
["Field name","Field description",null,null,null,"Value DQMA Step_1"]
["Field_1","NCA",null,null,null,"\"NCA\""]
["Field_2","4 Executing entity identification code ",null,null,null,"4 - Executing entity identification code"]
["Field_3","5 Investment Firm covered by Directive 2014/65/EU",null,null,null,"5 - Investment firm covered by Directive 214/65/EU"]
["Field_4","6 Submitting entity identification code ",null,null,null,"6 - Submitting entity identification code"]
["Field_5","2 Transaction reference number",null,null,null,"2 - Transaction reference number"]
["Field_6","date of reception of the report ",null,null,null,"Reporting day and time"]
["Field_7","comments  on the results",null,null,null,"\"\""]
["Field_8","actions taken to improve the data quality",null,null,null,"\"\""]
["Field_9","results of the actions taken",null,null,null,"\"\""]
["ORDER BY Field_7 DESC"]