Xetra Flow Insights ETP
收藏Snowflake2024-08-23 更新2024-08-24 收录
下载链接:
https://app.snowflake.com/marketplace/listing/GZTSZXF0M4
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资源简介:
**Overview**
Offers a daily analysis of order flow for all Xetra instruments, categorized by customer and non-customer groups. This data provides exclusive insights into market sentiment and investor activity, aiding in understanding market dynamics and making informed decisions. Delivered at T+1 in CSV format, this information is easily accessible and valuable for tracking trading trends and behaviors on the Xetra platform.
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**Designed for market participants such as:**
- Buy-side and sell-side traders, researchers and analysts
- Market makers
- Brokerage firms
- Systematic trading firms
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**Benefits**
- Xetra Flow Insights can be used as momentum and market sentiment factors in systematic strategies
- Complements the Eurex® Flow Insights information provided for Eurex options and futures
- Unique tool to increase transparency in the market
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**Data details**
- Net traded volume (shares bought minus shares sold)
- Information product groups trading volume by customer and non-customer
- Customer group consists of trading fl ow executed on behalf of end-customers, including DMA/Order Routing volumes
- Non-customer flow represents all other volumes, in particular market making activity and all other trading on own account
- Provides ISIN level granularity
- Covers all Xetra instruments
- Data aggregated and delivered daily at T+1
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**Disclaimer:** The download and usage of the free sample data provided by Deutsche Börse AG via the Snowflake Marketplace is subject to the Terms of Use (which can be viewed on the right side). By downloading the data, you accept to adhere to the Terms of Use.
创建时间:
2024-08-22
搜集汇总
数据集介绍

背景与挑战
背景概述
该数据集提供Xetra平台上所有工具的日度订单流分析,按客户和非客户分组,以洞察市场情绪和投资者活动。数据在T+1日以CSV格式交付,涵盖净交易量和ISIN级别粒度,适用于交易员、做市商等市场参与者进行策略分析和市场透明度提升。
以上内容由遇见数据集搜集并总结生成



