‘(36b)

“core market data” means: all of the following data on a given share or ETF at any given timestamp: for continuous order books, the European best bid and offer with the corresponding volume; for auction trading systems, the price at which the trading algorithm would be best satisfied and the volume potentially executed at that price by participants in that system; the transaction price and volume executed at that price; for transactions, the type of trading system and the applicable waivers and deferrals; except for the information referred to in points (i) and (ii), the market identifier code uniquely identifying the trading venue and, for other execution venues, the identifier code identifying the type of execution venue; the standardised instrument identifier that applies across execution venues; the timestamp information on the following, as applicable: the execution of the transaction and any amendment thereto, the entry of the best bids and offers into the order book, the indication, in an auction trading system, of the prices or volumes, the publication by the trading venues of the elements listed in the first, second and third indents, the dissemination of core market data; all of the following data on a given bond or OTC derivative at any given timestamp: the transaction price and quantity or size executed at that price; the market identifier code uniquely identifying the trading venue and, for other execution venues, the identifier code identifying the type of execution venue; for bonds, the standardised instrument identifier that applies across execution venues; for OTC derivatives, the identifying reference data as referred to in Article 27(1), second subparagraph; the timestamp information on the following: the execution of the transaction and any amendment thereto, the publication of the transaction by the trading venues, the dissemination of core market data; the type of trading system and the applicable waivers and deferrals;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-13 · Text as adopted (Official Journal); later amendments are not incorporated in this text.