Content of the data requests and information to be reported
Article 2
1
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 their competent authorities with all the data required to perform the calculations set out in the following Regulations:
a
Delegated Regulation (EU) 2017/587;
b
Delegated Regulation (EU) 2017/583;
c
Delegated Regulation (EU) 2017/567;
d
Delegated Regulation (EU) 2017/565.
2
Competent authorities 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.
3
Competent authorities may request all the data ESMA is required to take into consideration in accordance with Delegated Regulation (EU) 2016/2020 for non-equity financial instruments, including data on the following:
a
the average frequency of trades;
b
the average size and distribution of trades;
c
the number and type of market participants;
d
the average size of spreads.