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Xetra Flow Insights Unique insights into Xetra market dynamics

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

Data Details

  • 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®.


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