Xetra HHI Insights - Free Sample

**Overview**

The Herfindahl-Hirschman Index (HHI) is a key market concentration measure, aiding in assessing liquidity quality and concentration risks. It ranges from 0 to 1, considering both participant numbers and volume. HHI Insights provides detailed concentration indicators like buy vs. sell and aggressive vs. passive breakdowns.

- The Herfi ndahl-Hirschman Index (HHI) is commonly accepted measure of market concentration
- It helps market participants to assess the quality of available liquidity and to identify concentration risk
- The measures are expressed through an index value ranging from 0 to 1.
- HHI Insights does not only capture the number of participants, but additionally takes the respective volume into account
- Along with an overall market concentration measure, HHI Insights also provides concentration indicators for several breakdowns, e.g. buy vs. sell and aggressive vs. passive

**Designed for**

Market participants such as
- Buy-side and sell-side traders, researchers and analysts
- Market makers
- Brokerage firms
- Systematic trading firms

**Benefits**
- Using Xetra® and Eurex® proprietary data, HHI Insights provides unique insights into market concentration and the relative demand imbalance
- It gives customers additional guidance when deciding
whether to add a new market to their trading
universe, when setting maximum position limits,
and when adjusting how aggressively they would
like to enter and exit positions

**Data details**
- HHI Insights is calculated by squaring the
market share of each fi rm competing in the market
and summarizing the resulting numbers
- The figures are calculated daily and delivered T+1
- HHI Insights is available for both Eurex and Xetra
instruments
- 24 individual daily HHI fi gures for Eurex® and 18
individual daily HHI fi gures for Xetra®
- Xetra® HHI Insights is calculated on an ISIN level
basis
- Eurex® HHI Insights is calculated on an expiry
basis plus further breakdowns for options
- History is available for Xetra® back to 1 July 2017
and for Eurex® back to 1 January 2017

**If you would like to receive this data regularly, you can purchase a subscription [here](/marketplace/provider/listings/6954e6cf-57a9-47a9-9d6e-e7ea5e7d72f5).**

*Disclaimer: The download and usage of the free sample data provided by Deutsche Börse AG via the Databricks Marketplace is subject to the Terms of Service (which can be viewed on the right side). By downloading the data, you accept to adhere to the Terms of Service.*

搜集汇总

背景与挑战

背景概述

该数据集提供Xetra和Eurex市场的HHI指数免费样本，用于分析市场集中度、流动性质量及风险，涵盖买卖和主动/被动交易细分指标。数据每日计算并T+1交付，历史可追溯至2017年，适用于交易员、做市商等市场参与者进行决策支持。