MiFID II Eligibility and Reference Data

Many challenges will face organisations meeting their reporting obligations under MIFID II, none more so than the initial identification and verification of trades required to report. 

The provision of reliable data to determine whether a trade must be reported often proves onerous and difficult. 

UnaVista, as part of our MIFID II Transaction Reporting suite of products, is offering an eligibility data file which can be used by firms not only to determine trade eligibility under MIFID II but also enrich their reference data.

This will include near real time data on:

  • EEA Venue-listed instruments, collected direct from the exchanges.
  • OTC Instruments with underlying on a EEA venue
  • Non-EEA Exchange Traded Derivatives with underlying on an EEA market, from over 70 exchanges around the world.
  • Non-EEA Exchange Traded Derivatives, where the underlying is an index and where at least one of the consititutents is traded on an EEA market
  • Non-EEA instruments which are soley traded outside of the EEA, but where the underlying is traded within the EEA.

More comprehensive - UnaVista's file includes data that can not be found in FIRDS, such as index constituents, underlying security to depository receipts and ISINs for third country derivatives.

More up to date - UnaVista's reference data will be near real-time as the data is from the source rather than FIRDS, ensuring you receive it before T+1.

More accurate - UnaVista file does not rely on trading venues sending data to FIRDs, instead it takes data from the multiple sources, such as ANNA DSB, so you can ensure its the most accurate on the market.

This data will be delivered in a consolidated file, constructed from a variety of sources, including taking direct from exchange sources, vendor feeds and internal reference data sources.

MIFID II Eligibility Reference Data File includes:

  • CFI Code
  • Market Identifier 
  • Option future flag
  • Put/Call flag
  • Strike price 
  • Option exercise type European or American 
  • Settlement type Physical, Cash, Future
  • Contract size 
  • Expiry Date
  • Strike price currency
  • Underlying ISIN
  • ISIN
  • & 14 other fields

If you are interestd in finding out more about the MiFID II Eligibility Reference Data file fill your details in below.