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BlockData

BlockData is the authoritative source for measuring broker market share in global equity markets. Since 1996, BlockData has ranked brokers based on their trading activity in selected securities, markets and industries, as well as user-defined custom portfolios. Additionally, BlockData provides detailed trading activity reports for individual brokers.

BlockData aggregates trade advertisement messages sent over AutEx by hundreds of broker-dealers, ECNs and ATSs worldwide. The system contains over a decade of historical trading activity, and applies a rigorous Data Integrity process to ensure that our trade data and rankings are the most accurate available.

Traders, investment bankers, and equity researchers can access BlockData via BlockData.com, through Thomson ONE, or via a custom datafeed. Additionally, BlockData reports can be downloaded to Excel or automatically delivered to your email inbox.

Reports Offered

  • Security Report—ranks the most active brokers for any security for any time period
  • Broker Summary Report—provides a specified broker’s trading volume or value traded, market share, and rank for any security (domestic or international) for any time period
  • Industry Sector/Trader Profile—ranks a selected firm’s trading activity as well as their rank amongst competitors within a custom defined sector, country, indices, or portfolio
  • Market/Country Ranking—displays the top active brokers with an overall look at certain markets or countries
  • Top Stocks Report—Displays the Top 25 to 100 securities traded by a selected firm by any combination of market, sector, country, or portfolio.

Database Coverage

The BlockData database covers more than 40,000 equity securities, including convertibles, featuring approximately 4,000 Listed (NYSE, AMEX), 8,500 NASDAQ/ OTC, 15,000 International Ordinaries, 1,300 American Depositary Receipts (ADRs), 300 Coupon Convertible Bonds, 50 Zero Coupon Convertible Bonds, 200 Convertible Preferred Stocks, 100 Mandatory Convertibles, and 500 Warrants.

BlockDatais the only service of its kind that provides statistics for trading activity over most equity exchanges. Other services only provide their own exchange trading volume statistics. This comprehensive full-market approach makes BlockData the most valuable resource available for broker statistical information.

BlockDATA Top 5 Brokers by Market (1 Apr 2008 to 30 Jun 2008)
LISTED
1. MORGAN STANLEY11.76%
2. UBS11.76%
3. MERRILL LYNCH, PIERCE FENNER11.03%
4. KNIGHT7.75%
5. CREDIT SUISSE7.35%
NASDAQ(GM,CM and GSM securities)
ORDINARY
1. DEUTSCHE BANK SECURITIES, IN16.55%
2. CITIGROUP12.73%
3. LEHMAN BROTHERS, INC.12.10%
4. MERRILL LYNCH, PIERCE FENNER9.36%
5. UBS8.83%
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