DTCC Investor Kinetics facilitates analysis of institutional buy side market activity by providing aggregated, anonymized global equity and fixed income securities transaction data.

Description

DTCC Investor Kinetics provides aggregated and anonymized global equity and fixed income securities transaction data. Sourced from DTCC’s U.S. and global Institutional Trade Processing (ITP) platforms, the service provides a unique perspective on market trends across the buy side.

DTCC Investor Kinetics reports deliver current and historical time series information and include a volume-weighted average price (VWAP) of all trades separated

by investor type along with aggregations of share volume segmented by traditional asset managers, hedge funds and retail wealth managers.

DTCC Investor Kinetics is a powerful source of historical data for enhancing users’ research and analytical capabilities. The service’s reports can be used for the back testing of models and to identify price and volume trends by investor type for alpha generation, risk modelling and other purposes.

Features & Benefits

  • Features
    Benefits
  • Unique Market Intelligence Elevate and refine your analysis of buy side market activity by consuming data broken out by investor category, including traditional asset manager, hedge fund and retail wealth manager, as well as by asset class, region and trade type.
  • Historical Analysis Access to aggregated and anonymized transaction data from January 2007 through March 2019.
  • Expansive Data Sourcing Gain a competitive edge by using data sourced from the leading matching services in terms of market share, depth of account and trade-level information.
  • Optimized Scheduling Receive data on a T+3 basis.

Offering

DTCC Investor Kinetics offers six aggregated, anonymized perspectives across institutional buy side activity, broken out by investor type and volume:

  • All Activity: Activity across the institutional buy side globally.
  • Traditional Asset Management: Activity segmented by traditional asset managers.
  • Hedge Funds & Alternatives: Activity segmented by hedge funds and alternatives.
  • Retail Wealth: Activity segmented by retail wealth managers.
  • Most-active Firms – Tier 1: Trading volume for the 10 most-active firms.
  • Most-active Firms – Tier 2: Trading volume for the 20 most-active firms.

Currently available: One-time download of historical (January 2007 through March 2019) aggregated, anonymized global equity and fixed income securities transaction activity data.

Available early 2020: Daily aggregated, anonymized global equity and fixed income securities transaction activity data.

Coverage

Coverage based on equity and fixed income securities transaction data sourced from DTCC’s U.S. and global Institutional Trade Processing platforms.

How It Works


The service extracts daily buy side transaction data from DTCC’s U.S. and global Institutional Trade Processing platforms.

The service aggregates and anonymizes the data based on single instruments and trade type.

Delivery

Daily delivery occurs at approximately 05:00 local time in each region (APAC – 05:00 Hong Kong time, EMEA – 05:00 London time, AMER – 05:00 New York time).

Historical data delivery is currently available through a one-time download. Beginning early 2020, historical data delivery will be through a one-time feed.

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  • Networks: SMART (DTCC Dedicated Network), AT&T Network-Based IP VPN (ANIRA), or Over the Internet i
  • Protocols: SFTP, FTPS, Connect:Direct (NDM)

Learning Center

Learning Center

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