DTCC’s ETF Dealer Benchmarks Data service facilitates performance analysis of U.S. ETF trading by providing a daily, multi-perspective data feed of ETF volumes cleared through DTCC’s National Securities Clearing Corporation (NSCC) subsidiary.
The ETF Dealer Benchmarks Data service enables firms to view, track and analyze their performance in the U.S. ETF market over time and in the context of broader trading volumes in this rapidly growing market.
Before the start of each business day the service delivers a file showing a firm’s prior-day NSCC trading volume by ETF. In addition, the service includes an anonymous peer group for each subscriber, based on size, geographic reach and other relevant characteristics for that subscriber. For any given ETF cleared through NSCC, the daily feed shows a firm’s daily trading volume alongside that of its peers.
The service’s daily data feed also shows the prior day’s trading volume, by ETF, for the 10 most active (Tier 1) brokers, which are anonymized, as well as a data set on the entire market’s prior-day trading volume to allow firms to ascertain their market share by individual ETF. The ETF Dealer Benchmarks Data service presents market-wide trading volumes by direction (buy or sell) and at the unique security level.
The ETF Dealer Benchmarks Data service is available for the secondary market and by direction (buy or sell).
Features & Benefits
- Multi-Dimensional View See your firm’s ranking in trade volume by ETF within your peer group, against the most active brokers and in the entire market.
- Trend Analysis Identify historical trends and compare your firm’s current performance to its past performance.
- Competitive Edge Shape your trading strategies with the unique data sets available exclusively from DTCC.
How It Works
DTCC Data Services enriches and aggregates data representing all NSCC trading volumes for ETF equity trades in the U.S.
Firm-specific trade volume data content is distributed before 8:00AM ET on the next business day.
- Networks: SMART (DTCC Dedicated Network), AT&T Network-Based IP VPN (ANIRA), or Over the Internet i
- Protocols: SFTP, FTPS, Connect:Direct (NDM)
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