FCA Handbook - MAR 9 Annex 11 Consolidated tape for equities

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MAR 9 Annex 11 Consolidated tape for equities – receipt and transmission of data

(1) Table 1 below has the status of a rule. It defines certain notation used in the tables in this annex for formats in which data must be received or transmitted.
(2) A reference in table 1 to ‘ISO’, followed by a reference number and year, is to a standard published by the International Organization for Standardization.

Table 1 – Notation used in this annex

Notation	Data type	Definition
{DATE_TIME_FORMAT}	The date and time format as defined in ISO 8601: 2019 (on representing the date and time).	Date and time in the following format: YYYY-MM-DDThh:mm:ss.ddddddZ. • ‘YYYY’ is the year. • ‘MM’ is the month. • ‘DD’ is the day. • ‘T’ means that the letter ‘T’ shall be used. • ‘hh’ is the hour. • ‘mm’ is the minute. • ‘ss.dddddd’ is the second and its fraction of a second. • Z is coordinated universal time (UTC). Dates and times shall be reported in UTC.
{ISIN}	12 alphanumerical characters.	ISIN code, as defined in ISO 6166: 2019 (on the structure of international securities identification numbers (ISIN)).
{MIC}	4 alphanumerical characters.	Market identifier, as defined in ISO 10383: 2012 (on identification of exchanges and markets).
{DECIMAL-n/m}	Decimal number of up to n digits in total of which up to m digits can be fraction digits.	Numerical field for both positive and negative values. • Decimal separator is ‘.’ (full stop). • negative numbers are prefixed with ‘–’ (minus). Where applicable, values shall be rounded and not truncated.
{CURRENCYCODE_3}	3 alphanumerical characters.	3-letter currency code, as defined by ISO 4217: 2012 (on currency codes).

Pre-trade data to be transmitted to, and published by, the CTP for equities

(1) Table 2 below has the status of a rule (as set out in (2) and (3)). Table 2 is referred to in MAR 9.2B.34AR.
(2) A UK trading venue must send to the CTP for equities the information described in column 3 (Description and details to be published) of table 2:
1. (a) in the relevant format in the corresponding row of column 4 (Format to be populated (where relevant, as defined in table 1)) of table 2; and
2. (b) labelled with the identifier in the corresponding row of column 2 (Field identifier) of table 2.
(3) The relevant format in column 4 is:
1. (a) the format within quotation marks (for example, ‘BUYI’) that correctly describes the trade concerned; or
2. (b) if the format is a notation defined in table 1, the format within brackets (for example, {MIC}).

A reference in table 2 to ‘ISO’, followed by a reference number and year, is to a standard published by the International Organization for Standardization.

Table 2 – Pre-trade data to be transmitted to, and published by, the CTP for equities

#	Field identifier	Description and details to be published	Format to be populated (where relevant, as defined in table 1) Equivalent formats can be used, depending on the syntax used for data transmission
1	Update date and time	For non-aggregated orders or quotes, the date and time when the order or quote was received for execution, cancelled or modified into the trading system. For aggregated orders or quotes, the date and time when the aggregated bid price or volume or the aggregated offer price or volume was calculated following the receipt of an order for execution, cancellation, or modification into the trading system, or following an execution. For periodic auction trading systems, the date and time at which the price would best satisfy the trading algorithm and any modification of the price or quantity thereafter. For auction trading systems, the date and time at which the price would best satisfy the trading algorithm and any modification of the price or quantity thereafter. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR. Price and quantity should be updated at the end of every trading phase.	{DATE_TIME_FORMAT}
2	Instrument identification code	Code used to identify the instrument.	{ISIN}
3	Side	The side of the order or quote. This field is mandatory only for continuous order book trading systems.	‘BUYI’ or ‘SELL’
4	Price	The price of orders and quotes, excluding, where applicable, commission and accrued interest. For auction trading systems, the price at which the auction trading system would best satisfy its trading algorithm. The price shall be provided in the major currency unit. Where price is currently not available but pending or not applicable, this field shall not be populated.	{DECIMAL-18/13} when the price is expressed as monetary value in the case of equity and equity-like financial instruments. {DECIMAL-11/10} when the price is expressed as percentage or yield in the case of certificates and other equity-like financial instruments. {DECIMAL-18/17} when the price is expressed as percentage, yield or basis points in the case of certificates and other equity-like financial instruments.
5	Price currency	Major currency unit in which the price is expressed (applicable if the price is expressed as monetary value).	{CURRENCYCODE 3}
6	Quantity	Number of units of the financial instrument attached to quotes or orders. For auction trading systems, the aggregated quantity attached to the price that would best satisfy the trading algorithm.	{DECIMAL-18/17} in case the quantity is expressed as number of units in the case of equity and equity-like financial instruments. {DECIMAL-18/5} in case the quantity is expressed as monetary or nominal value in the case of certificates and other equity-like instruments.
7	Venue	Identification of the trading venue through the system of which orders and quotes are advertised. Use the segment MIC specified in ISO 10383: 2012 (on the identification of exchanges and markets) or, where the segment MIC does not exist, the operating MIC.	{MIC}
8	Trading system	Type of trading system where the order or quote is advertised. This field shall be populated for central limit order book trading systems and periodic auction trading systems.	‘CLOB’ for a central limit order book trading system. This includes a continuous order book trading system as defined in table 1 in Annex I to MiFID RTS 1 and a trading system combining elements of a continuous order book trading system and of a periodic auction trading system. ‘PATS’ for a periodic auction trading system. In this row, a reference to a type of trading system is to that system type as defined in table 1 in Annex 1 to MiFID RTS 1.
9	Trading system phase	Type of trading system phase where the order or quote is advertised.	‘UDUC’ for an undefined auction. ‘SOAU’ for a scheduled opening auction. ‘SCAU’ for a scheduled closing auction. ‘SIAU’ for a scheduled intraday auction. ‘UAUC’ for an unscheduled auction. ‘ODAU’ for an on-demand auction. ‘CONT’ for continuous trading. ‘MACT’ for at market close trading. ‘OMST’ for out of main session trading. ‘OTSP’ for any other trading phase.
10	Publication date and time	Date and time when the information was published by the trading venue. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}

Information to be provided to the CTP for equities – regulatory data per instrument

(1) Table 3 below has the status of a rule (as set out in (2) and (3)). It is referred to in MAR 9.2B.34AR.
(2) A UK trading venue must send to the CTP for equities the information described in column 3 (Description) of table 3:
1. (a) in the relevant format in the corresponding row of column 4 (Format (where relevant, as defined in table 1)) of table 3; and
2. (b) labelled with the identifier in the corresponding row of column 2 (Field identifier) of table 3.
(3) The relevant format in column 4 is:
1. (a) the format within quotation marks (for example, ‘SUSP’) that correctly describes the trade concerned; or
2. (b) if the format is a notation defined in table 1, the format within brackets (for example, {MIC}).

Table 3 – Regulatory data for shares, ETFs, depositary receipts, certificates or other similar financial instruments per instrument

#	Field identifier	Description	Format (where relevant, as defined in table 1) Equivalent formats can be used, depending on the syntax used for data transmission	Input/output data field
1	Instrument identification code	Code used to identify the financial instrument.	{ISIN}	Both
2	Instrument status start date and time	Date and time from which the instrument status is valid. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}	Both
3	Currency	Major currency in which the instrument trades.	{CURRENCYCODE_3}	Both
4	Dissemination date and time	Date and time on which the regulatory data is disseminated by the CTP for equities. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}	Output
5	Instrument status	Description of the status of the financial instrument. The status of the financial instrument shall be one of the following: (1) suspended from trading, on the trading venue identified in the field ‘Trading venue’; (2) removed from trading, on the trading venue identified in the field ‘Trading venue’; (3) subject to a trading halt, on the trading venue identified in the field ‘Trading venue’; or (4) available for trading after a suspension, removal or halt.	‘SUSP’ – the instrument is suspended. ‘RMOV’ – the instrument is removed. ‘HALT’ – the instrument is subject to a trading halt. ‘ACTV’ – the instrument is available for trading after a suspension, removal or halt.	Both
6	Trading venue	Identification of the trading venue on which the instrument status is valid (segment MIC where available, otherwise operating MIC). The trading venue is a regulated market or an MTF.	{MIC}	Both
7	Trading system	Type of trading system on which the instrument is traded.	‘CLOB’ for a central limit order book trading system. ‘QDTS’ for a quote driven trading system. ‘PATS’ for a periodic auction trading system. ‘RFQT’ for a request for quote trading system. ‘HYBR’ for a hybrid trading system. ‘OTHR’ for any other trading system. In this row, a reference to a type of trading system has the same meaning as in row 8 of table 2.	Both
8	Trading system phase	Type of trading phase of the trading system on which the instrument is traded.	‘UDUC’ for an undefined auction. ‘SOAU’ for a scheduled opening auction. ‘SCAU’ for a scheduled closing auction. ‘SIAU’ for a scheduled intraday auction. ‘UAUC’ for an unscheduled auction. ‘ODAU’ for an on-demand auction (frequent batch auction). ‘CONT’ for continuous trading. ‘MACT’ for at market close trading. ‘OMST’ for out of main session trading. ‘TROE’ for trade reporting (on exchange). ‘TROF’ for trade reporting (off exchange). ‘TRSI’ for trade reporting (systematic internaliser). ‘OTSP’ for any other trading phase.	Both

Information to be provided to the CTP for equities – regulatory data per order matching system

(1) Table 4 below has the status of a rule (as set out in (2), (3) and (4)). It is referred to in MAR 9.2B.34AR.
(2) A UK trading venue must send to the CTP for equities the information described in column 3 (Description) of table 4.
(3) It must send that information in the relevant format in the corresponding row of column 4 (Format (where relevant, as defined in table 1)) of table 4 and labelled with the identifier in the corresponding row of column 2 (Field identifier) of table 4.
(4) The relevant format in column 4 is:
1. (a) the format within quotation marks (for example, ‘CLOB’) that correctly describes the trade concerned; or
2. (b) if the format is a notation defined in table 1, the format within brackets (for example, {MIC}).

If a UK trading venue has an outage that disrupts its connection to the CTP for equities, it may provide the information in table 4 by any reasonable alternative means (such as email).

Table 4 – Regulatory data for shares, ETFs, depositary receipts, certificates or other similar financial instruments, per order matching system

#	Field identifier	Description	Format (where relevant, as defined in table 1) Equivalent formats can be used, depending on the syntax used for data transmission	Input/output data field
1	Trading venue	Identification of the trading venue on which the order matching system status is valid (segment MIC where available, otherwise operating MIC). The trading venue is a regulated market or an MTF.	{MIC}	Both
2	Trading system	Type of trading system on which the system status is provided.	‘CLOB’ for a central limit order book trading system. ‘QDTS’ for a quote driven trading system. ‘PATS’ for a periodic auction trading system. ‘RFQT’ for a request for quote trading system. ‘HYBR’ for a hybrid trading system. ‘OTHR’ for any other trading system. In this row, a reference to a type of trading system has the same meaning as in row 8 of table 2.	Both
3	System status start date and time	Date and time from which the system status is valid. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}	Both
4	System status dissemination date and time	Date and time on which the system status is disseminated by the CTP for equities. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}	Output
5	Trading system status	Status of the trading system.	‘ACTV’ – the system is active. ‘OTAG’ – there is an outage of the trading system. ‘POTG’ – there is a partial outage of the trading system.	Both

Provision of information to the CTP for equities – performance requirements

(1) Table 5 below has the status of a rule (as set out in (2)), except for column 3 (‘Primary OSI layers’), which has the status of guidance as set out in MAR 9 Annex 11.12G. Table 5 is referred to in MAR 9.2B.34CR.
(2) The selected protocol used by a UK trading venue or APA for transmitting data to the CTP for equities (following selection of the protocol by the CTP for equities) must comply with the requirements in column 2 (Minimum requirements) of table 5.

Column 3 of table 5 sets out OSI layers to illustrate the features of the selected protocol the FCA considers likely to be relevant to ensuring compliance with the minimum requirements in column 2 of table 5. These are likely to be features comprised in one or more of the specified OSI layers (or in parts of the protocol similar to such an OSI layer). The relevant features may, however, also derive from other parts of the selected protocol.

Table 5 – Performance requirements

Metrics/ features	Minimum requirements	Primary OSI layers
Latency	Latency shall be maintained below 50 milliseconds for the transmission of data to the CTP for equities.	Layer 3 (Network)
Throughput	Throughput shall be sufficient to meet the latency requirements in row 1 of this table 5, while handling a messages-per-second rate equal to double the peak of equivalent production volumes over the previous 6-month period.	Layer 1 (Physical) Layer 2 (Data link)
Connection setup time	The round trip time (RTT) for establishing or reestablishing a connection, including retry attempts, and being ready to transmit and receive messages, shall be less than 500 milliseconds.	Layer 4 (Transport)
Scalability	The protocol shall support operation in a clustered, load-balanced or any other resilient, high-performance environment.	Layer 2 (Data link) Layer 3 (Network) Layer 4 (Transport) Layer 7 (Application)

Provision of information to the CTP for equities – reliability requirements

(1) Table 6 below has the status of a rule (as set out in (2)), except for column 3 (‘Primary OSI layers’), which has the status of guidance as set out in MAR 9 Annex 11.15G. Table 6 is referred to in MAR 9.2B.34CR.
(2) The selected protocol used by a UK trading venue or APA for transmitting data to the CTP for equities (following selection of the protocol by the CTP for equities) must comply with the requirements in column 2 (Minimum requirements) of table 6.

Column 3 of table 6 sets out OSI layers to illustrate the features of the selected protocol the FCA considers likely to be relevant to ensuring compliance with the minimum requirements in column 2 of table 6. These are likely to be features comprised in one or more of the specified OSI layers (or in parts of the protocol similar to such an OSI layer). The relevant features may, however, also derive from other parts of the selected protocol.

Table 6 – Reliability requirements

Metrics/features	Minimum requirements	Primary OSI layers
Error detection mechanism	The protocol shall include error detection mechanisms to ensure accurate identification of data transmission errors.	Layer 2 (Data link) Layer 4 (Transport) Layer 7 (Application)
Error correction mechanism	The protocol shall incorporate error correction mechanisms to automatically rectify detected errors.	Layer 2 (Data link) Layer 4 (Transport) Layer 7 (Application)
Recovery mechanism	The protocol shall feature recovery mechanisms to swiftly recover from transmission failures or interruptions, ensuring seamless continuity of data transmission operations.	Layer 2 (Data link) Layer 3 (Network) Layer 4 (Transport) Layer 5 (Session) Layer 7 (Application)

Provision of information to the CTP for equities – security requirements

(1) Table 7 below has the status of a rule (as set out in (2)), except for column 3 (‘Primary OSI layers’), which has the status of guidance as set out in MAR 9 Annex 11.18G. Table 7 is referred to in MAR 9.2B.34CR.
(2) The selected protocol used by a UK trading venue or APA for transmitting data to the CTP for equities (following selection of the protocol by the CTP for equities) must comply with the requirements in column 2 (Minimum requirements) of table 7.

Column 3 of table 7 sets out OSI layers to illustrate the features of the selected protocol the FCA considers likely to be relevant to ensuring compliance with the minimum requirements in column 2 of table 7. These are likely to be features comprised in one or more of the specified OSI layers (or in parts of the protocol similar to such an OSI layer). The relevant features may, however, also derive from other parts of the selected protocol.

Table 7 – Security requirements

Metrics/features	Minimum requirements	Primary OSI layers
Secure transport layer	The protocol shall support a secure transport layer to ensure the confidentiality of data during transmission.	Layer 1 (Physical) Layer 2 (Data link) Layer 3 (Network) Layer 4 (Transport) Layer 5 (Session) Layer 7 (Application)
Authentication	The protocol shall implement robust authentication mechanisms such as mutual authentication via digital certificates or strong challenge response mechanisms to verify the identity of communicating parties.	Layer 4 (Transport) Layer 5 (Session) Layer 7 (Application)
Authorisation	The protocol shall implement authorisation mechanisms to control access to specific resources or functionalities based on user roles or permissions.	Layer 7 (Application)
Non-repudiation	The protocol shall incorporate non-repudiation mechanisms to ensure that the originator of a message cannot deny sending it.	Layer 7 (Application)

Provision of information to the CTP for equities – compatibility requirements

(1) Table 8 below has the status of a rule (as set out in (2)), except for column 3 (‘Primary OSI layers’), which has the status of guidance as set out in MAR 9 Annex 11.21G. Table 6 is referred to in MAR 9.2B.34CR.
(2) The selected protocol used by a UK trading venue or APA for transmitting data to the CTP for equities (following selection of the protocol by the CTP for equities) must comply with the requirements in column 2 (Minimum requirements) of table 8.

Column 3 of table 8 sets out OSI layers to illustrate the features of the selected protocol the FCA considers likely to be relevant to ensuring compliance with the minimum requirements in column 2 of table 8. These are likely to be features comprised in one or more of the specified OSI layers (or in parts of the protocol similar to such an OSI layer). The relevant features may, however, also derive from other parts of the selected protocol.

Table 8 – Compatibility requirements

Metrics/features	Minimum requirements	Primary OSI layers
Open solution	The implementation of the protocols shall adhere to non-proprietary standards.	Layer 7 (Application)
Interoperability	The protocol shall support at least one widely recognised internet standard, such as HTTPS (hypertext transfer protocol secure), TCP (transmission control protocol) or TLS (transport layer security)	Layer 7 (Application)
Backward compatibility	The protocol shall be capable of working with at least 2 older versions (N-2) of itself or previous technologies.	Layer 7 (Application)

Information to be disseminated by the CTP for equities – pre-trade data (best bid and offer (BBO))

(1) Table 9 below has the status of a rule (as set out in (2)). It is referred to in MAR 9.2B.34ER.
(2) The CTP for equities must make available to the public the information described in column 3 (Description) of table 9, using the format in the corresponding row of column 4 (Format as defined in table 1) and labelled with the identifier in the corresponding row of column 2 (Field identifier).

Table 9 – Pre-trade market data to be disseminated by the CTP for equities – best bid and offer (BBO)

#	Field identifier	Description	Format as defined in table 1 Equivalent formats can be used, depending on the syntax used for data transmission
1	Entry date and time	The information described in row 1 of table 2 (MAR 9 Annex 11.5R), applied to the best bids and offers entered into the order book, as reported by the trading venue. The CTP for equities shall publish the most recent among the dates and times of the best bids and offers entered into the order book that participate in the BBO as reported by the data contributors.	{DATE_TIME_FORMAT}
2	Instrument identification code	The information described in row 2 of table 2 (MAR 9 Annex 11.5R).	{ISIN}
3	Currency	Major currency unit in which the United Kingdom best bid and offer prices are expressed. This corresponds to the information described row 5 of table 2 (MAR 9 Annex 11.5R).	{CURRENCYCODE_3}
4	Best bid	United Kingdom best bid in continuous order books. This corresponds to the information described in row 4 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/13}
5	Best bid volume by trading venue	The aggregated volume attached to the United Kingdom best bid at each trading venue at which that price is available. This corresponds to row 6 of table 2 (MAR 9 Annex 11.5R). If more than one trading venue publishes the same bid price for an instrument, the number of units of that instrument attached to the bid published by each such trading venue and the identification of each such trading venue using the appropriate MIC.	{DECIMAL-18/17} {MIC}
6	BBO timestamp	Date and time of the calculation of the BBO. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}
7	Best offer	United Kingdom best offer in continuous order books. This corresponds to row 4 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/13}
8	Best offer volume by trading venue	The aggregated volume attached to the United Kingdom best offer at each trading venue at which that price is available. This corresponds to row 6 of table 2 (MAR 9 Annex 11.5R). If more than one trading venue publishes the same offer price for an instrument, the number of units of that instrument attached to the offer published by each such trading venue and the identification of each such trading venue using the appropriate MIC.	{DECIMAL-18/17} {MIC}
9	Dissemination date and time	Date and time when the data related to the order was disseminated by the CTP for equities. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}
10	Publication time and date	This corresponds to row 10 of table 2 (MAR 9 Annex 11.5R).	{DATE_TIME_FORMAT}

Information to be disseminated by the CTP for equities – pre-trade data, indicative auction prices (except when trading phase is set to ‘ODAU’)

(1) Table 10 below has the status of a rule (as set out in (2)). It is referred to in MAR 9.2B.34ER.
(2) The CTP for equities must make available to the public the information described in column 3 (Description) of table 10, using the format in the corresponding row of column 4 (Format as defined in table 1) and labelled with the identifier in the corresponding row of column 2 (Field identifier).

Table 10 – Pre-trade market data to be disseminated by the CTP for equities – indicative auction price (except when trading phase is set to ‘ODAU’)

#	Field identifier	Description	Format as defined in table 1 Equivalent formats can be used, depending on the syntax used for data transmission
1	Indicative date and time	The information described in row 1 of table 2 (MAR 9 Annex 11.5R). The CTP for equities shall publish the most recent among the dates and times of the prices that participate in the CTP's indicative auction price as reported by the data contributors.	{DATE_TIME_FORMAT}
2	Instrument identification code	The information described in row 2 of table 2 (MAR 9 Annex 11.5R).	{ISIN}
3	Lowest auction price	The information described in row 4 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/17}
4	Highest auction price	The information described in row 4 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/17}
5	Volume weighted auction price	This field corresponds to the information described in row 4 of table 2 (MAR 9 Annex 11.25) weighted by the information described in row 6 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/17}
6	Currency	Major currency unit in which the auction price is expressed. This field corresponds to the information described in row 5 of table 2 (MAR 9 Annex 11.5R).	{CURRENCYCODE_3}
7	Auction volume	Total auction volume, where applicable, across venues. This corresponds to the information described in row 6 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/13}
8	Dissemination date and time	Date and time when the data related to the indicative auction price and size was disseminated by the CTP for equities to the subscribers. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}
9	Publication date and time	The information described in row 10 of table 2 (MAR 9 Annex 11.5R).	{DATE_TIME_`}
10	Trading venue	Identification of the trading venue conducting the auction (segment MIC where available, otherwise operating MIC). The trading venue is a regulated market or an MTF.	{MIC}

Information to be disseminated by the CTP for equities – pre-trade data, indicative auction prices in ODAU phase

(1) Table 11 below has the status of a rule (as set out in (2)). It is referred to in MAR 9.2B.34ER.
(2) The CTP for equities must make available to the public the information described in column 3 (Description) of table 11, using the format in the corresponding row of column 4 (Format as defined in table 1) and labelled with the identifier in the corresponding row of column 2 (Field identifier).

Table 11 – Pre-trade market data to be disseminated by the CTP for equities – indicative auction price when trading phase is set to ‘ODAU’

#	Field identifier	Description	Format as defined in Table 1 Equivalent formats can be used, depending on the syntax used for data transmission
1	Indicative date and time	The information described in row 1 of table 2 (MAR 9 Annex 11.5R). The CTP for equities shall publish the most recent among the dates and times of the prices that participate in the CTP's indicative auction price as reported by the data contributors.	{DATE_TIME_FORMAT}
2	Instrument identification code	The information described in row 2 of table 2 (MAR 9 Annex 11.5R).	{ISIN}
3	Lowest auction price	The information described in row 4 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/17}
4	Highest auction price	The information described in row 4 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/17}
5	Volume weighted auction price	This field corresponds to the information described in row 4 of table 2 (MAR 9 Annex 11.5R) weighted by the information described in row 6 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/17}
6	Currency	Major currency unit in which the auction price is expressed. This field corresponds to the information described in row 5 of table 2 (MAR 9 Annex 11.5R).	{CURRENCYCODE_3}
7	Auction volume	Total auction volume, where applicable, across venues. This field corresponds to the information described in row 6 of table 2 (MAR 9 Annex 11.5R).	{DECIMAL-18/13}
8	Dissemination date and time	Date and time when the data related to the indicative auction price and size was disseminated by the CTP for equities to the subscribers. The level of granularity shall be in accordance with the requirements set out in MAR 9.2B.34HR.	{DATE_TIME_FORMAT}
9	Publication date and time	The information described in row 10 of table 2 (MAR 9 Annex 11.5R).	{DATE_TIME_FORMAT}
10	Trading venue	Identification of the trading venue conducting the auction (segment MIC where available, otherwise operating MIC). The trading venue is a regulated market or MTF.	{MIC}