Key product characteristics
- Unique insights into Xetra market dynamics and sentiment
- Xetra Flow Insights Equity and Xetra Flow Insights ETP provide increased transparency by breaking down the daily order flow for all securities listed on Xetra by type of market participant
- The product can be used as momentum and market sentiment factor in systematic strategies
- Flow is defined as the net traded volume (buy minus sell volume)
- Xetra Flow Insights groups trading volumes and flows by customer and non-customer with history available back to July 2017
- The customer group consists of trading flow executed on behalf of end customers, including DMA/Order Routing volumes
- Non-customer flow represents all other volumes, in particular market making activities and all other trading on own account
- The product covers all 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 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
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®.