Equity Kinetics

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

• About

  Are you looking to resolve your data frustration and gain competitive dynamics across the market? DTCC’s Equity Kinetics facilitates U.S. equity market activity analysis by providing users with a consolidation of every equity venue with a multi-perspective data feed of trades clearing through DTCC’s National Securities Clearing Corporation (NSCC) subsidiary.

  Simplify, view, track, and analyze aggregate U.S. equities trading activity by security and trade side including short activity for the entire market, or sub-aggregates, such as the most active brokers, or anonymous peer groups - available in a timely, organized manner.

• Benefits

  Features	Benefits
  Enhanced Analysis	Access up to 6,000 securities' market activity aggregations to analyze market trend.
  Comprehensive views	Analyze given securities' clearing concentrations to determine market participation depth.
  Timely Intelligence	Track aggregate activity oF U.S. equity markets with daily summaries of the prior trading day, five-day rolling aggregates, and a mid-day snapshot.
  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 your 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, sell, and short sell activity.
  • 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

  On average, Equity Kinetics includes over 6,000 listed U.S. equities per day.

• How It Works

  

  • The data is derived from NSCC’s Universal Trade Capture (UTC) system. Key fields, aggregated across market, include volume, VWAP, concentration and top three anonymous market shares.
  • DTCC creates aggregated content from U.S. equities transactions cleared through NSCC. The service presents market trading volumes by security and transaction type: buy, sell, and short sell activity.
  • To protect anonymity, aggregated content is only made available when there are at least 10 unique brokers per trade date, security, and trade side.

• Delivery

  By approximately 2 a.m. ET, users receive the prior trading day and five-day rolling aggregations. Each afternoon, users will have the option to receive a mid-day snapshot, before 3 p.m. ET, summarizing the activity from the current day.

  DTCC Equity Kinetics can be delivered via:

  • SFTP, comma-separated (CSV) files, (standard output format)
  • End of day: Approximately 2:15 AM ET, containing all transactions for the day.
  • Intra-day: Approximately 1:30 PM ET, containing all transactions for the day.
  • 5 Day Aggregate: Approximately 3:00 AM ET, containing all transactions for the last 5 business days.
  • Equity Kinetics is also available on the Snowflake Data Marketplace
    * Available in AWS-US-East-1 (N. Virginia) and AWS-US-West-2 (Oregon) regions

  Historical data (from December 1, 2011) is available via a one-time delivery.