EQUITY MARKET DATA ANALYTICS
Real time data analytics derived from order book and trade data of Borsa İstanbul Equity Market will be distributed starting from June 1st, 2016. These analytics will present vital information about market conditions and trends and they can be used by investors, market makers, algorithmic traders, high-frequency traders and risk managers.
Equity Market Data Analytics will be calculated at 1-second periods and will comprise
- order arrival analytics,
- order cancellation analytics,
- order flow analytics,
- volume weighted average price analytics and
- buyer-seller analytics.
List of the analytics that will be provided by Borsa İstanbul is available here.
Equity Market Data Analytics initially will be calculated and distributed for the stocks listed in BIST 100 Index. It is planned to extend the content of this package and/or define new data packages by using different analytics or different instruments.
Dissemination of Equity Market Data Analytics will be in TIP message format, which is similar to the format of the standard market data disseminated via Genium Market Information (GMI) system of Borsa İstanbul. Technical specification document containing detailed information about the messages is provided in http://www.borsaistanbul.com/en/bistechsupport/technical-documents.
With regard to your questions about Equity Market Data Analytics, please contact firstname.lastname@example.org