ETF动力学

ETF动力学 enhances the transparency of US primary and secondary market activity by delivering data feeds of aggregated ETF activity cleared through 存’s NSCC subsidiary.

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  ETF动力学 enhances transparency of the ETF market by summarizing trading volumes across US exchanges as well the underlying basket creation and redemption of underlying securities as they are exchanged for creation units in the fund by Authorized Participants. The service will provide users with market insights into the gross number of creations or redemptions behind an ETFs primary market fund flow.

• 好处

  特性	好处
  Enhanced 3月ket Insight	Users can view, track, and analyze aggregate U.S. secondary market ETF trading activity by 安全 for the most active brokers and anonymous peer groups for better insights into market dynamics.
  Unprecedented 3月ket Transparency	Primary market activity enables users to demonstrate ETF demand trends for underlying equity and fixed income constituents, 因素, 策略, and industry sectors to inform positioning within those securities or industries.
  Deep Historical Perspective	Secondary market concentration metrics provide users insight into crowding within individual ETF securities to inform portfolio positioning in crowded names.

• 它是如何工作的

  

  • ETF动力学 is sourced from the National Securities 清算 Corp, the only clearinghouse in the US that clears ETF activity.
  • Aggregated secondary market content is available only when there are ten unique brokers per trade date, 安全, and trade side so that underlying data can be properly aggregated. 除了, the number of authorized participants transacting has been excluded from the primary market content.

• 交付

  Before the start of trading each day, the service will provide a summary of ETF trade activity on exchanges for the previous trading day. Underlying basket creation volumes, 赎罪卷, and fund flow information are available at the end of each trading day on the T+3 basis.

  存 ETF动力学 is delivered in comma-separated (CSV) files, standard output format, over the internet via SFTP which users can load into other applications or systems. 历史数据, back to 2018 for primary and 2015 for secondary, is included with a daily subscription and available via one-time delivery upon request.

  ETF动力学 is also available in the Snowflake 3月ketplace*
  * Available in AWS-US-East-1 (N. Virginia) and AWS-US-West-2 (Oregon) regions.