Search MIFID Data
=================

These functions are used to search a list of documents belonging either to the ESMA register or the FCA (For the latter, the functionality is available only for the FIRDS dataset). The list of files that can be searched belongs to three datasets:

**FIRDS** (Financial Instruments Reference Data System): 
This dataset encompasses reference data for all financial instruments available on regulated markets across Europe. It includes essential details such as the ISIN (International Securities Identification Number), the instrument classification, issuer information, and trading market details.

**FITRS** (Financial Instruments Transparency System): 
This dataset provides aggregated data on trading volumes and transactions for various financial instruments. It covers transparency information like daily and monthly trading volumes, average trade sizes, and transaction numbers.

**DVCAP** (Double Volume Cap Mechanism): 
This dataset is part of the regulatory measures to limit the impact of dark trading on price discovery and market integrity. It includes detailed records of trading volumes executed under waivers from pre-trade transparency requirements. DVCAP data shows the percentage of total trading volume executed in dark pools versus regulated markets. It specifically tracks the percentage of trading in a specific instrument that occurs in dark pools and compares it to a set cap, ensuring that dark trading does not exceed regulatory limits.


Search ESMA Data
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.. autofunction:: esma_data_py.EsmaDataLoader.load_mifid_file_list

Search FCA Data
---------------

.. autofunction:: esma_data_py.EsmaDataLoader.load_fca_firds_file_list