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Xetra Flow Insights Equity

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Databricks2024-05-09 收录
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https://marketplace.databricks.com/details/d4d9d8ac-3c6a-4308-9c47-607a72721416/Deutsche-Boerse-Market-Data-and-Services_Xetra-Flow-Insights-Equity
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**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 fl ow 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 **A free sample of the Xetra Flow Insights Equity data is available [here](/marketplace/provider/listings/dec8af8a-c8d0-47df-a681-9afe1be527ea).**
搜集汇总
数据集介绍
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背景与挑战
背景概述
Xetra Flow Insights Equity数据集提供Xetra平台上所有证券的每日订单流分析,按客户与非客户分组,涵盖自2017年7月以来的历史数据。该数据以CSV格式在T+1交付,旨在帮助市场参与者洞察市场情绪和交易动态,支持系统化策略和决策制定。
以上内容由遇见数据集搜集并总结生成
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