Markets in Financial Instruments Directive (MiFID) data

MiFID data are generated by a certain set of financial market participants which are obliged to report all trades in financial instruments that they conduct to the German Federal Financial Supervisory Authority (BaFin). For the BaFin, this information is critical to supervising securities trading. Amongst other things, the reported dealings are used to detect market manipulation or insider trading.

Main reporting entities who are obliged to report to the BaFin are investment services enterprises and domestic central counterparties.

Transactions which have to be reported include transactions in financial instruments, purchases or sale of securities subscription rights, and transactions in shares and warrants. Among others, the dataset contains information on the involved participants (identification of the reporting agent, customer, broker, counterparty) and the trade itself (transaction time, trading venue, quantity, price, ISIN/WKN).

Data is available from 2008 to 2017.

Available modules

No subdivision of the dataset.

Units worth protecting

All parties involved in a security transaction:

  • Reporting agent (“MP_anon”)
  • Counteparty (“KT_anon”)
  • Client (“KD_anon”)
  • Broker (“MK_anon”)
  • Intermediary 1 (“ZW1_anon”)
  • Intermediary 2 (“ZW2_anon”)