Quality of execution of transactions

Commission Delegated Regulation (EU) 2017/575 establishes requirements for trading venues to provide reports on order execution quality.

The reports are published quarterly, with a three-month delay following the end of the reporting quarter. This means that reports for Q1 are published on 30 June, reports for Q2 on 30 September, and so forth.

The reports are available via the following link:
https://qoeot.ngm.se/

Commission Delegated Regulation (EU) 2017/575 specifies the information to be disclosed in accordance with the prescribed tables. All tables, except Table 5, are reported on a daily basis, with all tables and all instruments included in a single file per trading day. Table 5 is reported on a quarterly basis.

Report Format

All tables except Table 5

NGM provides the reports in CSV format.

The columns are presented in the following order:
trading_date,market_id,instrument_id,table_id, <table data>, ... 

Column Format
trading_date YYYY-MM-DD
market_id MIC
instrument_id Elasticia instrument identifier
table_id TABLE1, TABLE2, etc. as per table referenced in the delegated regulation.
<table data>

Depends on the table in question. Formatted in accordance with the templates set out in the Annex of the delegated regulation
with descriptive column and row headers.

Tabel 5

NGM provides the reports in CSV format.

The columns are presented in the following order: period,market,table_id,<table data>, ...

Column Format
period YYYY-QQ (example: 2018-Q1)
market Always NGM (all instruments on the NGM exchange are included).
table_id Always TABLE5 (refers to the table in the deletaged regulation)
<table_data> Formatted in accordance with the templates set out in the Annex of the delegated regulation with descriptive column and row headers.