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dtcc_equity_kinetics_intraday

dtcc_equity_kinetics_intraday by DTCC

Dataset Name: dtcc_equity_kinetics_intraday


Group: altdata
Vendor: DTCC
Data Starts at: 2011-12-01 00:00:00
Data Currently Ends at: 2021-03-19 00:00:00, contact sales for full data set.
Symbol Set: US Equities
Asset Class: Equity
Data Update Frequency: day

DTCC Equity Kinetics Intraday Dataset

DTCC Equity Kinetics enables users to view, track and analyze aggregated U.S. equities trade volumes over time and in the context of broader market activity.

DTCC Equity Kinetics facilitates analysis of U.S. equity market activity, by providing a daily, multi-perspective data feed of aggregated trade activity that has been cleared through DTCC™'s National Securities Clearing Corporation (NSCC) subsidiary.

Before the start of each business day the service delivers four files showing prior-day aggregate trading volumes by security along with aggregate volumes for all activity cleared through NSCC, for most-active brokers and for anonymous peer groups, to use for context and comparison.



Data Contained in this Dataset

Column Type Description
_seq uint Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data - America/New York Time.
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
symbol string Trading Symbol or Ticker
Trade Date string Trade Date
Trade Side string Trade Side
CUSIP string Committee on Uniform Security Identification Procedures identifier owned by American Bankers Association operated by Standard and Poor's, requires CUSIP license.
Ticker string Ticker
Industry Volume uint64 Industry Volume
Industry VWAP double Industry VWAP
Industry Broker Count uint64 Industry Broker Count
Industry Concentration double Industry Concentration
Industry Broker Rank1 double Industry Broker Rank1
Industry Broker Rank2 double Industry Broker Rank2
Industry Broker Rank3 double Industry Broker Rank3
Tier1 Volume uint64 Tier1 Volume
Tier1 VWAP double Tier1 VWAP
Tier1 Unique Brokers uint64 Tier1 Unique Brokers
Tier1 Concentration double Tier1 Concentration
Tier1 Broker Rank1 double Tier1 Broker Rank1
Tier1 Broker Rank2 double Tier1 Broker Rank2
Tier1 Broker Rank3 double Tier1 Broker Rank3
GBDA Volume uint64 GBDA Volume
GBDA VWAP double GBDA VWAP
GBDA Broker Count uint64 GBDA Broker Count
GBDA Concentration double GBDA Concentration
GBDA Rank1 double GBDA Rank1
GBDA Rank2 double GBDA Rank2
GBDA Rank3 double GBDA Rank3
Ref Code double Ref Code


Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.