MiFIR transactions reporting files
File name convention
The file you receive is a ZIP archive containing the .gz files that need to be uploaded to the BaFin portal for the relevant day.
Initially, the ZIP archive usually contains a single notification file.
Due to limitations of BaFin's MVP portal, the reporting files must be split if certain predefined transaction numbers are exceeded. If this is the case for a specific trading day, the downloaded ZIP file contains all report files for a specific day.
The ZIP archive name follows the template:
MiFIR_reporting_files_YYYYMMDD.zip
| Trading Date | Description |
|---|---|
YYYYMMDD | The trading date for which the MiFIR report applies. Example If all trades are to be reported for Monday 20240304, the file name looks like this: MiFIR_reporting_files_20240304.zip However, this file would normally be downloaded on Tuesday 20240305 after 1:00 p.m. |
MiFIR file format
In the ZIP archive, you will find one or more files in a format that you can upload to BaFin.
Each of these files will bear the name of the format:
A26MiFIR_<CLIENT_NAME>_LEI_Report<transaction_date><sequential_n_of_file>.gz
Example
A26MiFIR_391200EXQ8RMJF0SLW44_ReportYYYYMMDDnnn.gz
The consecutive number of the file (nnn) starts with 001.
The BaFin portal currently only accepts files with less than 200 MB and 500,000 reports. If the file for a particular day exceeds this limit, we create additional files with names ending with 002, 003, etc.