Commission Delegated Regulation (EU) 2017/2194 of 14 August 2017 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council on markets in financial instruments with regard to package orders

Sets the criteria under MiFIR for a package order to have a liquid market as a whole for pre-trade transparency purposes: only packages whose components all come from one derivative asset class (interest rate, equity, credit or commodity) and are available for trading on a venue can qualify, subject to conditions on component liquidity, large-in-scale size and number, and asset-class specific criteria.