Key product characteristics
- Unique tool to increase transparency in the market
- The product can be used as momentum and market sentiment factor in systematic strategies
- It covers more than 3000 instruments traded on Xetra with an ever-expanding coverage providing ISIN level granularity
Data Details
- Flow is defined as the net traded volume (buy minus sell volume)
- The product provides flow breakdowns for all trading activity on Xetra® (including retail trading) into aggressive, passive and auction activity for ‘agent’, ‘market maker’ and ‘proprietary trading’ market participants. This is further broken down by the side of the trading activity, i.e. Buy and Sell
- Xetra Flow Insights offers more than 55 enhanced metrics in terms of number of executions, number of executed quantity and executed notional
- It covers more than 3000 Xetra instruments and provides ISIN level granularity
- Data is aggregated and delivered daily at T+1 in CSV format
- Xetra Flow Insights is available via the Deutsche Börse Data Shop and can be ordered separately for the two product classes Equity and ETP
- Please contact us if you are interested in sample files or free trials
Xetra Flow Insights Equity
Calculated for all shares traded on Xetra®, including the German blue chips from the DAX®, MDAX®, SDAX® and TecDAX®.
Xetra Flow Insights ETP
Calculated for all ETFs, ETCs, and ETNs traded at Xetra®.
Share this page