IHS Markit datasets available via the Data Lake
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Customer LoginsRED Regulatory Data
The RED Regulatory contains the fields required for MIFID II RTS 23 reference data reporting, including the ANNA DSB ISIN and data attributes. This data also contains the liquidity information required for RTS 2, such as LIS and SSTI thresholds. The Regulatory files provides Regulatory data in respect of MiFID II (Markets in Financial Instruments Directives and accompanying regulation (MiFIR)) and their mappings with RED data. Regulatory Data has exception data also which contains Regulatory Data related to Single Name & Indices with exception values. Due to those exception values, one-to-one mapping of the Regulatory data can not be established with RED data.
Industry Domain:

Financial Markets
Publisher:

IHS Markit
Content Type:

Structured
Access/Delivery Methods:

REST, Python, S3 Proxy, SQL
Keywords
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Data Set
Dataset Name | Dataset Description | Data Format | Publishing Frequency |
---|---|---|---|
RED Index CDS Regulatory Data | The Regulatory file provide for Regulatory data in respect of MiFID II (Markets in Financial Instruments Directives and accompanying regulation (MiFIR)) and their mappings with RED data. The Index CDS Regulatory Data XML file contains RED Indices and the corresponding Regulatory data for SWAP trades. | Parquet | Weekday |
RED Index Option Regulatory Data Exception | The Index CDS Option Regulatory Data Exception file contains Regulatory Data related to Indices OPTION trades with exception values. Due to those exception values, an one-to-one mapping of the Regulatory data can not be established with RED data. | Parquet | Weekday |
RED Index CDS Regulatory Data Exception | The Index CDS Regulatory Data Exception file contains Regulatory Data related to Indices SWAP trades with exception values. Due to those exception values, an one-to-one mapping of the Regulatory data can not be established with RED data. | Parquet | Weekday |
RED CDS Option Regulatory Data | The Regulatory files provide for Regulatory data in respect of MiFID II (Markets in Financial Instruments Directives and accompanying regulation (MiFIR)) and their mappings with RED data. The single namen CDS Option Regulatory Data file contains RED Single Names and the corresponding Regulatory data for OPTION trades. | Parquet | Weekday |
RED Index Option Regulatory Data | The Regulatory files provide for Regulatory data in respect of MiFID II (Markets in Financial Instruments Directives and accompanying regulation (MiFIR)) and their mappings with RED data. The Index CDS Option Regulatory Data file contains RED Index and the corresponding Regulatory data for OPTION trades. | Parquet | Weekday |
RED CDS Option Regulatory Data Exception | The SN CDS Option Regulatory Data Exception XML file contains Regulatory Data related to Single Name OPTION trades with exception values. Due to those exception values, an one-to-one mapping of the Regulatory data can not be established with RED data. | Parquet | Weekday |
RED CDS Regulatory Data | The Regulatory files provide for Regulatory data in respect of MiFID II (Markets in Financial Instruments Directives and accompanying regulation (MiFIR)) and their mappings with RED data. The SN CDS Regulatory Data XML file contains RED Single Names and the corresponding Regulatory data for SWAP trades. | Parquet | Weekday |
RED CDS Regulatory Data Exception | The SN CDS Regulatory Data Exception file contains Regulatory Data related to Single Names SWAP trades with exception values. Due to those exception values, an one-to-one mapping of the Regulatory data can not be established with RED data. | Parquet | Weekday |

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