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Xetra Flow Insights ETP

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Databricks2024-05-09 收录
下载链接:
https://marketplace.databricks.com/details/02b34bbf-c812-423e-be9f-dae4f4898920/Deutsche-Boerse-Market-Data-and-Services_Xetra-Flow-Insights-ETP
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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. **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 **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 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 **A free sample of the Xetra Flow Insights ETP data is available [here](/marketplace/provider/listings/ca72ae46-d075-45dd-8b0b-bfe124196731).**
搜集汇总
数据集介绍
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背景与挑战
背景概述
该数据集提供Xetra平台所有工具的每日订单流分析,按客户与非客户分组,旨在揭示市场情绪和投资者活动,帮助市场参与者理解动态并做出决策。数据包括净交易量、分组交易量等细节,以ISIN粒度覆盖全部工具,每日T+1交付,适用于交易员、分析师等用户,可作为系统策略因素并增强市场透明度。
以上内容由遇见数据集搜集并总结生成
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