Update to the liquidity data schema

3 September 2024

Change Description

The data set message structure will change for the liquidity data schema for the Liquidity Management Publication RSS flow:

• the thematic tags “LiquidityConditionsEuroArea” and “historyDuringMaintenancePeriod” will be merged into a new thematic tag “liquidityHistory” with different fields and the field avgCurAccHoldings is removed
• the content of the thematic tag “tenderOperations” will change as 5 new fields are added and one field (tenderType) is renamed (into operationCat)

Go-Live Date

The provisional go-live date is Thursday, 7 November 2024 (any deviation from this date will be communicated closer to the time).

Detailed Change Components Description

The “liquidityHistory” message contains the fields “calendarDate”, “curAccHoldings>amount”, “curAccHoldings>revised”, “netLiqEffect>amount”, “netLiqEffect>revised”, “excessLiquidity>amount”, “excessLiquidity>revised”, “avgReserveRequirements>amount”, “avgReserveRequirements>revised”, “dailyUseOfMargLendingFacility>amount”, “dailyUseOfMargLendingFacility>revised”, “openMarketOperationsExclMonPolPortfolios>amount”, “openMarketOperationsExclMonPolPortfolios>revised”.

The “tenderOperations” message contains the fields “referenceDate”, “tenderID”, “operationCat”, “operationSubCat”, “settlementDate”, “maturityDate”, “allottedAmount”, “amount”, “operationCurrency”

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 7 November 2024) and the new schema (from 7 November 2024 onwards)
• the old schema file (before 7 November 2024)
• the new schema file, including the new data set message structure with the “liquidityHistory” tag
• eight sample files using the new schema

The sample files were created using test data.

Each of the eight 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.