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Daily Classified Trades

Daily Classified Trades provides the clearest view of daily trading volumes across complex, fragmented markets. The Daily Classified Trades dataset aggregates across multiple execution venues and trading mechanisms including on and off exchange, lit and dark liquidity sources (e.g. OTC, SIs, Request-for-Quote and Dark) to provide a comprehensive view of daily trading volumes.

The Daily Classified Trades dataset maps every trade type across all equity exchanges, secondary markets and trade reporting facilities into a consistent daily traded volume dataset segmented by distinct industry relevant trade classifications. For example, differentiate trading volumes by addressable and non addressable liquidity, key shifts in trading volume based on block size (e.g. Large-in-Scale) or between dark order book mechanisms (such as conditional order venue).

Product Overview:

  • A normalised view of all trades across every venue, aggregated daily by venue and trading mechanism.
  • Corrections, amendments and cancellations incorporated.
  • Over 22 trading mechanisms across 100+ global markets.

Use Cases:

  • Buy-side - understand addressable liquidity to better navigate trading conditions.
  • Sell-side - analyse market structure to improve execution performance and optimise smart order routers.
  • Exchanges - track regulatory changes, monitor peers and analyse market share across multiple execution venues and trading mechanisms.

Product Description:

  • Asset Classes: Equities and ETFs
  • Coverage: EMEA, North America and APAC
  • Data available from: 2017
  • Delivery mechanism: API / S3 / SFTP / Snowflake

Documentation and Sample datasets: