DTCC Data Services | Market & Benchmark Analytics data services deliver firm-specific transaction data and market aggregates across asset classes to provide fast access to timely industry performance benchmarks. The services can increase transparency and enable actionable insights.
The Equity Data Service facilitates performance analysis of U.S. equity trading, by providing a daily, multi-perspective data feed for activity that clears through DTCC’s National Securities Clearing Corporation (NSCC) subsidiary.
Equity Data Service
| # | Name | Description | Added On |
|---|---|---|---|
| 1 |  Equity Benchmark Kinetics Service File Specification | This document describes of the Equity Benchmark Kinetics Service, including the file generation and delivery process, the field layouts, and ISIN presentation. | Oct 23, 2018 |
To learn about this offering, please visit the Equity Data Service page on dtccdata.com
DTCC’s ETF Dealer Benchmarks Data Service facilitates performance analysis of U.S. ETF trading by providing a daily, multi-perspective data feed of ETF volumes cleared through DTCC’s National Securities Clearing Corporation (NSCC) subsidiary.
ETF Dealer Benchmarks Data Service
| # | Name | Description | Added On |
|---|---|---|---|
| 1 |  ETF Dealer Benchmark Sample File | The ETF Dealer Benchmarks sample file contains a snapshot of the report with the field layout. | May 30, 2017 |
| 2 | ETF Dealer Benchmarks File Specification | This document describes of the ETF Dealer Benchmarks Data Service including field layout and Aggregation Types. | Apr 24, 2018 |
The Trade Information Warehouse provides lifecycle event processing services for approximately 98% of all credit derivative transactions in the global marketplace. The Warehouse’s customer base includes all major global derivatives dealers and more than 2500 buy-side firms and other market participants located in over 70 countries. The Warehouse facilitates processing for third party solution providers such as central counterparties, portfolio compression and custodian banks.
Trade Information Warehouse (TIW) Market Reports
DTCC’s TIW Market Reports provide market risk perspectives on credit derivatives traded globally, by utilizing position data sourced from DTCC’s Trade Information Warehouse (TIW).
TIW Market Reports:
- Enable visibility and analysis of firm-specific market views of credit risk
- Increase market transparency
- Can enhance subscribers' own data sets and trading strategies.
There are two reports:
- The Weekly Stock and Volume Report enables subscribers to view and analyze trading activity across multiple perspectives, including positions, transactions and market risk. The service gives users unique insight into notional outstanding, net notional, and trading volume metrics.
- The Index and Index Options Activity Report enables subscribers to view and analyze the liquidity build-up on all index and index options across the different expiry dates and conduct detailed trend analysis.
TIW Markt Reports Documentation
TIW Market Reports
| # | Name | Description | Added On |
|---|---|---|---|
| 1 | TIW Market Report FAQs | This document contains answers to frequently asked questions related to TIW Market reports. | Apr 18, 2018 |
| 2 | TIW Market Reports: Weekly Stock and Volume Reports User's Guide | This detailed guide provides breakdown of the contents of the Weekly Stock and Volume Reports. | Apr 02, 2018 |
| 3 | TIW Market Reports: Index & Index Option Activity Report User's Guide | This detailed guide provides a breakdown of the Index and Index Options Activity Report. | Apr 02, 2018 |
DTCC’s Government Securities Data Service aggregates and enriches transaction data for U.S. government securities trades that are matched, netted and settled through DTCC’s Fixed Income Clearing Corporation’s (FICC) Government Securities Division.
This document provides a breakdown of the data included in Government Securities Data Service file.Government Securities
# Name Description Added On 1 Government Securities Data Service File SpecificationApr 16, 2018
