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FIRDS - Instructions on access and download of full and delta reference data files

Financial Instruments Reference Data

System (FIRDS)

Instructions on access and download of full and delta reference data files

06 October 2017 | ESMA65-8-5014

Date: 06 October 2017

ESMA65-8-5014

Document control:

Version
< br>Date

Author

Comments

1

06/10/2017
ESMA

For publication

Reference documents:

Ref

Title

Version Author

Date

1

European

Commission /

ESMA

31/03/2017

RTS23

COMMISSION DELEGATED

REGULATION (EU) 2017/585 of 14 July

2016 supplementing Regulation (EU) No

600/2014 of the European Parliament and

of the Council with regard to regulatory

technical standards for the data

standards and formats for financial

instrument reference data and technical

measures in relation to arrangements to be

made by the European Securities and

Markets Authority and competent

authorities

Reporting

Instructions< br>
FIRDS Reference Data System –

Reporting Instructions

1 . 1

ESMA

12/06/2017

ESMA • CS 60747 – 103 rue de Grenelle • 75345 Paris Cedex 07 • France • Tel . +33 (0) 1 58 36 43 21 • www . esma . europa . eu

2

Table of Contents

1

Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1 . 1

1 . 2

1 . 3

Purpose and intended audience of this document . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

Scope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

Abreviations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2 Description of the reference data files generated by the FIRDS system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

3

Instructions to download full and delta reference data files from ESMA website . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3 . 1

3 . 2

3 . 3

3 . 4

3 . 5

Timing of generation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

XML Format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

File naming conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

Access to the files published (human interface) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

Access to the files published (machine-to-machine interface) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

3

1

Introduction

1 . 1 Purpose and intended audience of this document

1 . The purpose of this document is to provide details on the reference data files that ESMA will

be publishing and how to access them .

2 . The intended audience are the EU market participants that need to make use of the

instrument reference data for the purpose of MiFIR .

1 . 2 Scope

3 . The scope of this document is the instruments reference data files .

1 . 3 Abreviations

A cronym

Definition

RM

MTF

OTF

SI

Regulated Market

Multilateral Trading Facility

Organised Trading Facility

Systematic Internaliser

4

2 Description of the reference data files generated by the FIRDS

system

4 . The system makes reference data available in the form of machine-readable files:

a . Full file: the full file contains the full reference data received by ESMA before the

applicable cut-off time, for all instruments that are still active and that have been

admitted to trading on RM, including where a request for admission to trading has

been made, or that are traded on a MTF, OTF, or SI .

b . Delta file: the delta file contains all records for which a change has occurred (addition,

modification, deletion) since the generation of the last set of files, e . g . in the following

situations

i . An instrument starts being traded on a trading venue: new (ISIN, MIC) -

ii . An instrument ceases being traded on a trading venue: the (ISIN, MIC) is

terminated -

iii . A modification has been made in the reference data fields or in the relevant

competent authority for the instrument -

iv . Note that in exceptional cases, some of these records may relate to

instruments that were already terminated, e . g . it may be that an ISIN-MIC is

reported for the first time very late, after it was terminated, or may undergo a

correction in its reference data, after it was terminated . In these cases the

corresponding record will only be available in the Delta file and will not appear

in the Full file .

5 . The list of reference data fields published by the system are:

a . Fields described in Tables 1, 2 and 3 of the Annex of the Regulatory Technical

Standard 23;

b . The country of the Relevant Competent Authority for the instrument;

6 . Given the high volume of data, the files are split in several, in particular when they exceed

500,000 records, or based on the first letter of the CFI code in the case of the full file .

5

3

Instructions to download full and delta reference data files from

ESMA website

3 . 1 Timing of generation

7 . The files published by ESMA on its website are generated:

a . on a weekly basis for the Full File – on Sunday morning by 09:00 CET;

b . on a daily basis for the Delta File – every morning by 09:00 CET .

3 . 2 XML Format

8 . The reference data files produced by FIRDS are structured as follows:

a . Encapsulation of a Business Application Header (BAH), and a Payload as per XML

Schema head . 003 . 001 . 01 . xsd;

b . The Business Application Header is generated as per XML Schema

head . 001 . 001 . 01_ESMAUG_1 . 0 . 0 . xsd;

c . The payload is generated as per XML Schema

DRAFT13auth . 017 . 001 . 01_ESMAUG_FULINS_1 . 0 . 0 . xsd for Full Files and

DRAFT6auth . 036 . 001 . 01_ESMAUG_DLTINS_1 . 0 . 0 . xsd for Delta Files .

9 . Link to XML Schema: https://www . esma . europa . eu/sites/default/files/library/2016-

_annex_6_firds_reference_data_xml_schema . zip .

3 . 3 File naming conventions

10 . The full file will follow the following naming convention:

FULINS___of . zip;

Where:

=YYYYMMDD;

= The number of the file in the range produced for that day and that CFI 1st letter;

= The total number of files produced for that day and that CFI 1st letter .

Examples:

FULINS_C_20170625_01of01 . zip

FULINS_D_20170625_01of02 . zip

FULINS_D_20170625_02of02 . zip

FULINS_E_20170625_01of02 . zip

FULINS_E_20170625_02of02 . zip

FULINS_F_20170625_01of01 . zip

FULINS_H_20170625_01of01 . zip

FULINS_J_20170625_01of01 . zip

11 . The delta file will follow the following naming convention:

DLTINS__of . zip;

Where:

=YYYYMMDD;

= The number of the file within the range produced for that day;

6

= The total number of files produced for that day .

Examples:

DLTINS_20170624_01of01 . zip .

3 . 4 Access to the files published (human interface)

12 . Go to https://registers . esma . europa . eu/publication/ select the register “Financial Instrument

Reference Data System” then click on “Financial Instruments Reference Files”; or go directly

to

https://registers . esma . europa . eu/publi cation/searchRegister?core=esma_registers_firds_files

13 . Use the Publication Date filter on the left hand side and click on “Filter list” to list all files

published within the specified period:

14 . Click on the Download Link for any of the files returned, in order to download the

corresponding file .

7

3 . 5 Access to the files published (machine-to- machine interface)

15 . To support automated download of the files, it is possible to list the files published on a

specific date by sending an HTTP request .

16 . The following HTTP request will return the list of the files published by ESMA on 25 August

2017 .

https://registers . esma . europa . eu/solr/esma_registers_firds_files/select?q=*&fq;=publication_date:%5B 2017-08-25T00:00:00Z+TO+2017-08-25T23:59:59Z%5D&wt;=xml&indent;=true&s tart;=0&rows;=100

17 . The below table explains each aspect of the above query so that it can be modified as

required to meet necessary usage requirements

Query component

Description

q=*

fq=publication_date:%5B2017-08- 25T00:00:00Z+TO+2017-08- 25T23:59:59Z%5D

wt=xml

indent=t rue

start=0

This is the general query part of the request and tells

the response to return all columns for a given result if

one exists

fq means the filtered query and supports restricting

the data that is being search for . For the filtered

query here, we are restricting by date – note both the

latest date and earliest date are present and follow

the ISO date format . Change the date to look for files

from a different day or range of days

Response type e . g . xml, json

Not necessary but assists to make the output more

readable

The result to start outputting from . 0 works best but

any number can be here and corresponds to which

set of records to start outputting from

rows=100

The number of results to return . Default is 10

18 . The combination of start and row is used to assist cycling over the results when multiple

results are returned e . g . more than 100 . To read a secondary list (100+) change start to 100

and leave rows as 100 . The number of records that the query returns is given by attributes of

the resultsFound list .

19 . The response is an XML document . The URL to the files are located under the following

XPath:

/response/result/ doc/str[@name='download_link']

20 . Note that the number of returned files returned will usually be greater than 1 for a given date .

8

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