DTCC: Investor Kinetics

Track and analyze trading trends of institutional buy-side activity with global equity and fixed income data.

Description

DTCC Investor Kinetics provides aggregated and anonymized global equity and fixed income securities transaction data. Sourced from DTCC’s U.S. and global Institutional Trade Processing (ITP) platforms, the service provides a unique perspective on market trends across the buy side. The data includes volume, volume-weighted average price (VWAP), number of trades, number of unique investment managers and concentration. It is segmented by investor type such as traditional asset managers, hedge funds and retail wealth managers. Investor Kinetics is a powerful source of historical data for enhancing users’ research and analytical capabilities. The service can be used for the back testing of models and to identify price and volume trends by investor type for alpha generation, risk modelling and other purposes.

DELIVERY
Daily delivery occurs at approximately 7 a.m. local time in each region (APAC – 7 a.m. Hong Kong time, EMEA – 7 a.m. London time, AMER – 7 a.m. New York time).

Equity Kinetics views included:

American Region View:
V_IK_AMER_HIST

European Region View:
V_IK_EMEA_HIST

Asia Pacific Region View:
V_IK_APAC_HIST

Global Region View:
V_IK_GLOBAL_HIST

Fields Included:

TRADE_DATE
ISIN
BUY_SELL
TRADE_CURRENCY
INSTRUMENT_TYPE
REGION
VOLUME
VWAP
IMS
TRADES
CONC
TAM_VOLUME
TAM_VWAP
TAM_IMS
TAM_TRADES
TAM_CONC
– Other fields used for comparison against the industry values

With over 45 years of experience, DTCC is the premier post-trade market infrastructure for the global financial services industry. From 21 locations around the world, DTCC, through its subsidiaries, automates, centralizes and standardizes the processing of financial transactions, mitigating risk, increasing transparency and driving efficiency for thousands of broker/dealers, custodian banks and asset managers. Industry owned and governed, the firm simplifies the complexities of clearing, settlement, asset servicing, data management, data reporting and information services across asset classes, bringing increased security and soundness to financial markets.

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