Investor Kinetics

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

• about

  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 delivers current and historical time series information. The data includes volume, volume-weighted average price (VWAP), number of trades, number of unique investment managers and concentration. It is segmented by investor type such as 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 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.

• 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 to present.
  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 & alternatives.
  • Retail Wealth Managers: Activity segmented by retail wealth managers.

  
  

• 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, trade date, trade currency and trade side.

• Delivery

  Daily delivery occurs at approximately 7 a.m. local time in each region (APAC – 7 a.m. Hong Kong time, EMEA – 7 a.m. London time, AMER – 7 a.m. New York time).

  • Investor Kinetics is also available on the Snowflake Data Marketplace*
    * Available in AWS-US-East-1 (N. Virginia) and AWS-US-West-2 (Oregon) regions