
Sophisticated fundamental and systematic equity investors scour the world for unique sources of data, conduct deep forensic market and fundamental research and use that information as a lever to gain an investment advantage. Those investors act decisively on this information advantage to acquire positions in companies that they feel are undervalued. TrueFlow is a revolutionary product driven by proprietary analytics used to identify the high-conviction movements of large investors. Certain additional alternative data provides enhanced institutional movement granularity beyond what is possible in the AlphaFlow product. By removing the footprints of the non-institutional players in the market, we can identify high-conviction, informed investments in real-time using market microstructure data. These movements by large, informed investors are frequently prescient long-term investments. TrueFlow provides the buying and selling volumes by institutional investors on a per-symbol basis. Unlike the information on SEC Form 13D/F–which can be delayed by 45 to 135 days, TrueFlow is provided with both real-time and daily delivery exclusively via CloudQuant Liberator™.
- Delivery: 3 am central time or real-time
- Security Coverage: US equities
- Date Range: 2018-08-01 - Present
- Delivery Method Options - Liberator API, Excel Plug-In
- Delivery Frequency: Daily, Delayed or Real time
- Data Frequency: Daily and 10-minute
- Data Size: Daily resolution 1GB, 10-minute resolution 1TB
- Symbol Coverage: 5,000+
Column | Type | Description |
---|---|---|
date | string | Date the trades occurred on |
method1_inst_buy | double | method1_inst_buy |
method1_inst_sell | double | method1_inst_sell |
method2_inst_buy | double | method2_inst_buy |
method2_inst_sell | double | method2_inst_sell |
method3_inst_buy | double | method3_inst_buy |
method3_inst_sell | double | method3_inst_sell |
method4_inst_buy | double | method4_inst_buy |
method4_inst_sell | double | method4_inst_sell |
method5_inst_buy | double | method5_inst_buy |
method5_inst_sell | double | method5_inst_sell |
_seq | uint | Internal sequence number used to keep data rows in order |
timestamp | string | Timestamp of the Data |
muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. (underlying field is nc_publish_date_actual) |
symbol | string | Trading Symbol |