DTCC Equity Kinetics Provides Insights into US Equity Markets

Blog entry

DTCC has introduced Equity Kinetics, a data services product providing institutional investors with a comprehensive market view of activity across all US equity trading venues. The data is ideal for quantitative market participants seeking insights to enhance their understanding of the US equities markets.

DTCC Equity Kinetics facilitates analysis of US 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 including sale, short sale and short sale exempt data. The service 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 optimise 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.”