Equity Kinetics

DTCC Equity Kinetics enables users to view, track and analyze aggregated U.S. equities trade volumes over time and in the context of broader market activity.


about

DTCC Equity Kinetics facilitates analysis of U.S. equity market activity, by providing a daily, multi-perspective data feed of aggregated trade activity that has been cleared through DTCC’s National Securities Clearing Corporation (NSCC) subsidiary.

Before the start of each business day the service delivers four files showing prior-day aggregate trading volumes by security along with aggregate volumes for all activity cleared through NSCC, for most-active brokers and for anonymous peer groups, to use for context and comparison.

benefits

Features

Benefits

Depth of Market Intelligence
Understand where trading is concentrated for individual securities and determine the depth of market participation for those securities.
Timely Intelligence
Track aggregate activity of U.S. equity markets through a daily data feed.
Comprehensive Views
View trade volumes by transaction types: buy, sell, short sell, and short sell exempt.
Market Analysis
Analyze and compare anonymous, aggregated broker activity including historic trade volume data from December 1, 2011 forward.

Offering

DTCC Equity Kinetics can enhance users’ understanding of the U.S. equities markets along several dimensions.

  • U.S Equities Market – All NSCC Activity: DTCC Equity Kinetics delivers aggregate trading metrics based on activity cleared through NSCC. The service presents market trading volumes by security and transaction type: buy activity and three categories of sell activity-sale, short sale and short sale exempt.
  • Most-Active Brokers – Tier 1: DTCC Equity Kinetics shows the prior day’s trading volume, by equity security, for the 10 most-active brokers, on an anonymous basis.
  • Peer Group – Global Brokers: DTCC Equity Kinetics creates a fixed anonymous peer group of nine global broker dealers and provides a view into this group’s daily activity by security and transaction type.

Coverage

Coverage based on activity for all NSCC-eligible equities.

How It Works

  • Daily data is derived from key fields in NSCC’s Universal Trade Capture (UTC) system including volume, VWAP, concentration and top three anonymous market shares.
  • DTCC creates aggregated content from U.S. equities transactions cleared through NSCC.
  • To protect anonymity aggregated content is made available only when there are 10 unique brokers per trade date, security and trade side.

Delivery

  • Before the start of the next business day DTCC distributes DTCC Equity Kinetics files to subscribers. Historical data (from December 1, 2011) is available via a one-time delivery.
  • DTCC Equity Kinetics is delivered in comma-separated (CSV) files, standard output format, Over the Internet via SFTP.
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