Article 2 Content of the data requests and information to be reported

For the purpose of carrying out calculations that occur at pre-set dates or in pre-defined frequencies, trading venues, APAs and CTPs shall provide the FCA with all the data required to perform the calculations set out in the following Regulations:

1. (a)

   Delegated Regulation (EU) 2017/587;

2. (b)

   [deleted]1

3. (c)

   Delegated Regulation (EU) 2017/567; and1

4. (d)

   Delegated Regulation (EU) 2017/565.

The FCA may request, where necessary, additional information for the purpose of monitoring and adjusting the thresholds and parameters referred to in points (a) to (f) and (h) of Article 1 from trading venues, APAs and CTPs.

The FCA may request all the data it is required to take into consideration in accordance with Delegated Regulation (EU) 2016/2020 for non-equity financial instruments, including data on the following:

1. (a)

   the average frequency of trades;

2. (b)

   the average size and distribution of trades;

3. (c)

   the number and type of market participants;

4. (d)

   the average size of spreads.