B3 launches data provision services for analyses, studies and statistics

B3 is introducing in the Brazilian financial market a data solution package containing market transaction analyses geared to the production of studies and reports. B3’s goal is to help investors make better business decisions.

With the launch of the package, B3 follows a global trend as stock exchanges around the world are increasingly investing in the diversification of their portfolios by marketing their proprietary data. "Our intention is to add value to our clients and allow them to optimize their trade routine and information processing," says Adolpho Bianchi, Information and Technology Products and Services Associate Director at B3. "We will offer complete historical and analytical data that enable decision making based on product information, market transactions and even information on other players," adds Adolpho

The services are also available in English to better serve international markets and investors.

Datawise

Datawise helps users chart corporate strategies based on real data from the markets served by B3. The data are published in comparative data dashboards containing graphs and information that are relevant to the decision-making process.

Datawise services can be used by managers, brokers, banks and also by investors interested in managing their own portfolios. Some dashboards are already available (Liquidity and PQO), while others will be released over the next few months.

Interactive dashboards:

• Liquidity

This dashboard uses metrics for monitoring liquidity and risk, such as liquidity cost and volume price elasticity (dynamic depth of the book), that is built on high frequency data. Dashboards in this category enable a better assessment of end of day cost of a given portfolio by risk professionals.

• PQO (Operational Qualification Program)

The PQO dashboard brings the positioning of the institution towards the main indicators considered for granting Operational Qualification Program seals. A dashboard is provided for each PQO seal, allowing users to view and filter such indicators and track their score change over time.

• Product rankings

The rankings for the user’s institution are organized by trade, settlement and custody and are divided into four dashboards: B3, BM&F, Securities Lending and Tesouro Direto. It is possible to filter the data by type of investor, period, ticker and mode of access, among other available filters.

• Investor rankings

Are dashboards that show an investor’s relative position in the total volume of trades executed on a given security. As well as their ranking, investors are able to view the sample’s average, median, asymmetry and kurtosis, among other descriptive statistics.

• Inventory

The inventory contains the custody balance and open interest of institutions divided into four dashboards: B3, BM&F, Securities Lending and Tesouro Direto. It is possible to filter the data by type of investor, period, ticker and mode of access, among other available filters.

• Flow

Contains trades carried out over a given period and is divided into four dashboards: B3, BM&F, Securities Lending and Tesouro Direto. It is possible to filter the data by type of investor, period, ticker and mode of access, among other available filters.

• Market share

Contains data relating to the market share of the user's institution, also divided into four dashboards: B3, BM&F, Securities Lending and Tesouro Direto. It is possible to filter the data by type of investor, period, ticker and mode of access, among other available filters.

• Audit trail for securities lending

Contains data on the rates and amounts of loans on the market that allow analysis of the prices practiced by the user’s institution and by the market as a whole.

• Trading volatility by investor type

This dashboard gathers information on put/call ratio, moneyness, delta and average strike price weighted by volume traded by type of investor. The different types of investors are individuals, non-financial legal entities, financial institutions, funds and nonresident investors. With these data it is possible to get insights on the feeling of those different investors about the market.

• Registration data

This dashboard brings investors’ registration data, such as date of activation of the account, rotation, permanence, portfolio turnover, portfolio of consumed products, among other relevant data. Information such as ZIP code, gender, age, education, etc. is also available.

UP2DATA

This product, already available, provides end-of-day market data and reference data ready to be used by investors sooner than before and in such a way as to facilitate automation of their processes.

For example, if a given market closes at 3:00 pm in Brazil, data on it becomes available soon after that time and it is no longer necessary to wait for the closing of the entire market to access those data.

UP2DATA provides data on securities registration, open interest, trade information, settlement and reference prices, and economic indicators for Commodities, Interest Rate, Currencies, and Equity, among other data.

Clients can customize the data they receive by choosing content, layout and text formats to facilitate integration into their systems. Work previously done manually is now automated, bringing operational gains.