Finance:FIRDS
The Financial Instruments Reference Database System (FIRDS) is published by the European Securities and Markets Authority (ESMA) and lists meta-information to all financial instruments included in the scope of MiFID II. This reference data is necessary to find metadata on a given financial instrument, uniquely identified by a so-called International Securities Identification Number (ISIN).
Technical details
The Article 4(1)(20) of Directive 2014/65/EU (MiFID II) considers "investment firms dealing on own account when executing client orders over the counter (OTC) on an organised, frequent, systematic and substantial basis" systematic internaliser and requires them to report their trades. From this data, ESMA computes on a best effort basis, the total volume and number of transactions executed within the EU.
According to the technical specification,[1] new entries are published on a daily basis, every morning by 09:00 CET as XML-file. It contains the ISIN and the Market Identifier Code (MIC) as well as e.g. the Classification of Financial Instruments (CFI)-code and other information of the instrument.
An example record in JSON looks like this [2]
{
"RefData" : {
"DebtInstrmAttrbts" : {
"NmnlValPerUnit" : "2000",
"IntrstRate" : {
"Fxd" : "3.1415"
},
"MtrtyDt" : "2020-01-01",
"TtlIssdNmnlAmt" : "200000000",
"DebtSnrty" : "SNDB"
},
"TradgVnRltdAttrbts" : {
"IssrReq" : "false",
"Id" : "BMTF",
"FrstTradDt" : "2019-04-01T12:34:56.789"
},
"TechAttrbts" : {
"PblctnPrd" : {
"FrDt" : "2019-04-04"
},
"RlvntCmptntAuthrty" : "GB"
},
"FinInstrmGnlAttrbts" : {
"ClssfctnTp" : "DBFNXX",
"ShrtNm" : "AVGO 3.625 10/16/24 c24 (URegS)",
"FullNm" : "AVGO 3 5/8 10/15/24 BOND",
"NtnlCcy" : "USD",
"Id" : "USU1109MAXXX",
"CmmdtyDerivInd" : "false"
},
"Issr" : "851WYGNLUQLFZBSYGB56"
}
The ISSR is actually the Legal Entity Identifier (LEI) code code, and we can look it up: 851WYGNLUQLFZBSYGB56 is corresponding to Commerzbank (in this made-up example).
See also
External links
- https://www.esma.europa.eu/data-systematic-internaliser-calculations
- FIRDS format description @ esma.europa.eu
References
- ↑ "Financial Instruments Reference Data System (FIRDS)". European Securities and Markets Authority. https://www.esma.europa.eu/system/files_force/library/esma65-8-5014_firds_-_instructions_for_download_of_full_and_delta_reference_files.pdf?download=1. Retrieved 30 August 2018.
- ↑ "Importing nested JSON documents into Elasticsearch and making them searchable". https://stackoverflow.com/questions/56293134/. Retrieved 14 June 2019.
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