View our latest notification on ToTV/uToTV

The DSB is extending its service to assist with the process of identifying those ISINs that Traded on a Trading Venue (ToTV) and underlying Traded on a Trading Venue (uToTV) by providing ToTV/uToTV indicators as requested by the industry via the Product Committee and broader consultation. This service is available in UAT and will be available in production in the next few months (date to be confirmed).

The DSB is using FIRDS* data for the initial implementation of ToTV. As trades and quotes that occur on a trading venue and are submitted to ESMA, are then made available to public the next day by ESMA. The DSB will collate the FIRDS data and derive the ToTV/uToTV indicators and make the data available via all the existing connectivity methods to the DSB:

  • GUI
  • File Download
  • ReST API
  • FIX API
ToTV/Utotv Diagram

In addition to the ToTV/uToTV indicators, the DSB will provide other ESMA sourced data:

  • complete FIRDS Reference Data record for OTC and non-OTC instruments
  • complete FIRDS Transparency Data record for non-equity instruments, including:
  • Liquidity Flag
  • Pre-Trade Large in Scale (LIS) Threshold
  • Pre-Trade Size Specific to The Instrument (SSTI)
  • Post-Trade Large in Scale (LIS) Threshold
  • Post-Trade Size Specific to The Instrument (SSTI)

* Financial Instruments Reference Data System by ESMA