Stock Market Data Analytics, which will start to be distributed on June 1, 2016, are calculated using real-time (simultaneous) depth order and trading book information. Thanks to data analytics, investors, market makers, algorithmic traders, high frequency traders and risk managers have the chance to better analyze market conditions and trends.

In the content of the Stock Market Data Analytics that will be calculated simultaneously with 1-second periods

order analytics,

order cancellation analytics,

order flow analytics,

quantity weighted average price analytics and

buyer-seller analytics

is located. Click for the list of all data analytics to be distributed by Borsa İstanbul .

It is planned to expand the scope of the data analytics to be calculated and distributed for the shares included in the BIST 100 index at the first stage and / or to create new packages by using different instruments and different market data.

TIP messages will be used, similar to the Genium Market Information (GMI) system used in the distribution of Share Market Data Analytics and the distribution of market data. The technical document containing detailed information about the fields to be given in the messages can be accessed from the " Technical Documents " page.

You can send your questions about Equity Market Data Analytics to vyk-marketing@borsaistanbul.com .