Equity Kinetics
收藏Snowflake2021-09-09 更新2024-05-01 收录
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https://app.snowflake.com/marketplace/listing/GZSOZ4714I
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资源简介:
Equity Kinetics facilitates analysis of U.S. equity market activity by providing a comprehensive, multi-perspective data feed for trades that clear through DTCC’s National Securities Clearing Corporation (NSCC) subsidiary. With DTCC Equity Kinetics, before the start of each trading day, including an optional intraday snapshot, users can view, track, and analyze aggregate U.S. equities trading volumes by security, for the most active brokers, in addition to anonymous peer groups for better insights into market dynamics.
DELIVERY<br/>Before the start of trading each day, by approximately 7 AM ET, users will receive the prior day and prior 5 day rolling aggregations.<br/>Each afternoon, users will have the option to receive a mid-day snapshot before 3 PM ET of the activity from T+0.
With over 45 years of experience, DTCC is the premier post-trade market infrastructure for the global financial services industry. From 21 locations around the world, DTCC, through its subsidiaries, automates, centralizes and standardizes the processing of financial transactions, mitigating risk, increasing transparency and driving efficiency for thousands of broker/dealers, custodian banks and asset managers. Industry owned and governed, the firm simplifies the complexities of clearing, settlement, asset servicing, data management, data reporting and information services across asset classes, bringing increased security and soundness to financial markets.
Drive your market analysis with DTCC Data Service Kinetics suite.
Equity Kinetics views included:
End of Day:<br/>V_EK_EOD_V2
Intraday:<br/>V_EK_IDAY_HIST
5-Day Rolling Aggregate:<br/>V_EK_5DAY_V2
Fields Included:
- TRADE DATE
- TRADE TYPE
- TRADE TYPE DESCRIPTION
- ISIN
- CUSIP
- TICKER
- INDUSTRY VOLUME
- INDUSTRY VWAP
- INDUSTRY BROKER COUNT
- INDUSTRY CONCENTRATION
- INDUSTRY BROKER RANK1
- INDUSTRY BROKER RANK2
- INDUSTRY BROKER RANK3
- Other fields used for comparison against the industry values
提供机构:
DTCC
创建时间:
2021-09-08



