Xetra Flow Insights Equity

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.

-The data product Xetra Flow Insights provides increased transparency by breaking down order flow for all Xetra securities whilst offering unique insights into Xetra market dynamics and sentiment.
-The flow analysis delivers exceptional trading information and will be available via the Deutsche Börse Data Shop
-The product provides ISIN level granularity and aggregates daily trading volumes and flows by ‘customer’ and ‘non-customer’ groups with history available back to July 2017
-Xetra Flow Insights is updated daily for all Xetra securities

Designed for market participants such as:

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

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
-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

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 flow 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

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.