Core ETF Dataset
Utilising this core ETF dataset alongside the highest quality reference data, big xyt offers four core ETF services
Peer Group
Selection
For selected instrument(s), identify the peer group using a multitude of fund data characteristics, such as underlying asset class, geographic focus, sector, sub-sector, replication type, fund domicile, income treatment and tracking benchmark.
Venue
Volumes
For selected instrument(s), reported volume from all regular markets (RMs), multilateral trading facilities (MTFs), incorporating Request for Quote (RFQ) volume along with all trade categories including OTC/SI transactions.
Venue
Spreads
For selected instruments, various spread metrics (in bps) are available, e.g. ‘At Touch’ best bid offer (BBO), Effective spreads at flexible trade sizes such as 25k EUR, 25kUSD or 100k USD, along with Spread Presence (period of sufficient depth in the order book as %).
Pre-trade
Analysis
Load equity basket(s) with holdings (or % weighting and NAV), to generate a pre-trade view on basket with individual instrument nominal, price, notional (in local and fund currency), weighting, % ADV and the average spread (bps).
Access to big xyt’s Liquidity Cockpit for ETFs solution is available via a number of established engagement mechanisms:
Web-based Dashboards
Our dynamic dashboards provide simple, flexible views for dynamic interactive use, data download, custom design and white-label solutions.
Reports
Pre-defined / bespoke reports managed directly via our dashboard or configured as scheduled reports, distributed via email and/or SFTP.
Data Streaming and APIs
Data extract via scheduled file delivery. Transfer batch files using SFTP, or utilise our API connectivity.
Subscriptions
LITE
- GUI access to individual European domiciled ETFs
- T+1 venue volume and spread data in a single view
- Insights into ETF liquidity
- Prior 30 day view
PROFESSIONAL
- Return multiple ETFs
- Peer group compare
- Date range history (to 2 years)
- Daily volume + trade category
- Daily spread depth
- Insights into ETF liquidity
ENTERPRISE
- As per ‘PROFESSIONAL’ plus
- Customised/scheduled reports
- Data/report extraction
- Data access via API or SFTP
- Visualisation technology such as Tableau/Power BI
- Pre-trade basket analysis