EU Equity pre- and post-trade transparency regulation: from ISD to MiFID II
Einde inhoudsopgave
EU Equity pre- and post-trade transparency regulation (LBF vol. 21) 2021/6.III:6.III Types of post-trade data
EU Equity pre- and post-trade transparency regulation (LBF vol. 21) 2021/6.III
6.III Types of post-trade data
Documentgegevens:
mr. J.E.C. Gulyás, datum 01-02-2021
- Datum
01-02-2021
- Auteur
mr. J.E.C. Gulyás
- JCDI
JCDI:ADS266501:1
- Vakgebied(en)
Financieel recht / Bank- en effectenrecht
Financieel recht / Europees financieel recht
Financiële dienstverlening / Financieel toezicht
Deze functie is alleen te gebruiken als je bent ingelogd.
Post-trade data can appear in many forms, including in terms of (1) coverage, (2) speed, and (3) volume (sometimes referred to as depth or size) (4) time of the trade (latency).1 Besides these four variables, the identity of the parties to completed trades (and/or the investment firm executing the client order) can also be an aspect of post-trade data.2
6.III.1 Coverage6.III.2 Speed6.III.3 Volume and time of the trade6.III.4 Identity disclosure versus anonymity