Update to the liquidity data schema

11 December 2020

Change Description

We are adding a new data set message structure to the liquidity data schema for the Liquidity Management Publication RSS flow with the thematic tag “TwoTierSystem”.

Go-Live Date

This technical change is applicable as of 11 December 2020. The first publication using the thematic tag “TwoTierSystem” is expected to take place in the first half of January 2021.

Detailed Change Components Description

The “TwoTierSystem” message contains the fields “maintenancePeriod”, “startingOn”, “endingOn”, “exemptionAllowance”, “exemptedExcessReserves”, “nonExemptedExcessReserves”, “unusedAllowance”, and “twoTierSystemMultiplier”.

Please refer to the zip folder above entitled “API specifications and template files”, which contains:

• a table showing the differences between the old schema (before 11 December 2020) and the new schema (from 11 December 2020 onwards)
• the old schema file (before 11 December 2020)
• the new schema file, including the new data set message structure with the “TwoTierSystem” tag
• nine sample files using the new schema

The sample files were created using test data.

Each of the nine files will be published separately, although in the RSS they will have the same name (i.e. Liquidity Management Publication). The thematic tag inside the header of each file indicates the name of the file sent.

Supporting Information

For further information regarding release types and structured content, please refer to the MID Catalogue and Integration Guide.

The liquidity data schema update was additionally announced in the MID maintenance RSS 2.0 feed. To receive automatic updates for all future changes linked to the liquidity data, please subscribe to the MID maintenance RSS feed. Chapter 6.3 of the guide contains additional information on how to specifically filter for updates for liquidity data only.

For further assistance, please contact the Market Information Dissemination support team at mid@ecb.europa.eu