The Depository Trust & Clearing Corporation (DTCC), the premier post-trade market infrastructure for the global financial services industry, today announced the release of its latest Data Services product, DTCC Equity Kinetics, providing institutional investors with a comprehensive depth of market view of activity across all U.S. equity trading venues.
The data is therefore ideal for quantitative market participants seeking insights to enhance their understanding of the U.S. equities markets.
DTCC Equity Kinetics facilitates analysis of U.S. equity market activity by providing a daily feed of trade data based on activity cleared through DTCC’s National Securities Clearing Corporation (NSCC) subsidiary. This data includes aggregated trade volumes for the market, the 10 most-active brokers and an anonymous peer group of nine global brokers, by security and transaction type, covering buy activity and sell activity - sale, short sale and short sale exempt data. This unique offering includes historical data from December 2011 onwards.
Tim Lind, Managing Director of Data Services at DTCC, said, “Post-crisis regulation and the related focus on increased transparency through transaction and trade reporting have led to a surge in demand for data generated from financial market infrastructures (FMIs) like DTCC. We capture and optimize data from our processing engines and data repositories to provide innovative solutions that help our clients address challenges related to risk management, capital adequacy, liquidity and market transparency. DTCC Equity Kinetics allows clients to gain greater insight into movements and trends across select market segments and asset classes, and now joins an expanding portfolio of aggregated data solutions across various assets classes.”