AbleMarkets Institutional Investor Activity Index

30-min average of institutional participation as a % of volume traded

The first public source of intraday institutional activity in the U.S. and international markets.

It is difficult to get an accurate picture of institutional activity in the markets. The traditional methods for getting a sense of institutional activity, such as surveys or calling people on the phone, are slow and can be inaccurate. AbleMarkets IAI uses publicly available microstructure data to provide a 30-minute average of institutional participation in each of the U.S. traded securities. This index is derived using the latest research on microstructure and Big Data, so you can trust that it is accurate and up-to-date



Benefits

  • The index delivers market transparency.
  • Benchmark your investments, manage risk or hedge your positions according to what other institutions are doing.
  • Predict intraday prices: prices rise in wake of institutional buying.
  • Use data to trade options: volatility decreases following periods of institutional buying.
  • Pinpoint block order flow.
  • Incorporate into your 10-Day VaR to manager risks better.

Process

  1. Determine your universe: the index is distributed per financial instrument.
  2. Sign up for intraday, daily or weekly the index for the financial instruments of your choice.
  3. Receive your data in any or all of the following ways:
    • Visual online dashboard
    • AWS S3
    • FTP
  4. Use AbleMarkets research to integrate profitable AbleMarkets strategies into your methodologies.
  5. Capture the benefits and improve your bottom line.

Sign up now

Latest research

Institutional buyers dominated sellers in BFIN at 1300 on 05/30/2023

Institutional buyers dominated sellers in BFIN at 1300 on 05/30/2023

This chart shows distribution of institutional flows for BFIN: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in BFIN at 1300 on 05/30/2023. As the chart shows, there is more mass on the buyers side of institutional flows than on the sellers side. However, the history of institutional flows and their relative proportion over time also matters.

Institutional sellers dominated buyers in STLD at 1130 on 05/30/2023

Institutional sellers dominated buyers in STLD at 1130 on 05/30/2023

This chart shows distribution of institutional flows for STLD: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in STLD at 1130 on 05/30/2023. As the chart shows, there is more mass on the sellers side of institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters.

Institutional sellers dominated buyers in FBMS on 05/26/2023

Institutional sellers dominated buyers in FBMS on 05/26/2023

This chart shows distribution of Institutional flows for FBMS: % buyers in green and % sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in FBMS on 05/26/2023. As the chart shows, most recently there is more mass on the sellers side of the institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of 8.8%. This implies that the trend has been dominated by institutional buyers.

Institutional buyers dominated sellers in SEAS on 05/26/2023

Institutional buyers dominated sellers in SEAS on 05/26/2023

This chart shows distribution of institutional flows for SEAS: % buyers in green and % sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in SEAS on 05/26/2023. As the chart shows, most recently there is more mass on the buyers side of institutional flows than on the sellers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of -3.8%. This implies that the trend has been neutral.

Institutional sellers dominated buyers in DSEY on 05/26/2023

Institutional sellers dominated buyers in DSEY on 05/26/2023

This chart shows distribution of Institutional flows for DSEY: % buyers in green and % sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in DSEY on 05/26/2023. As the chart shows, most recently there is more mass on the sellers side of the institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of -8.7%. This implies that the trend has been dominated by institutional sellers.

Institutional sellers dominated buyers in COO on 05/26/2023

Institutional sellers dominated buyers in COO on 05/26/2023

This chart shows distribution of Institutional flows for COO: % buyers in green and % sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in COO on 05/26/2023. As the chart shows, most recently there is more mass on the sellers side of the institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of -11.1%. This implies that the trend has been dominated by institutional sellers.

Net (buy-sell) Institutional flows for SPY on 20230526 are neutral

Net (buy-sell) Institutional flows for SPY on 20230526 are neutral

Institutional sellers dominated buyers in SPY on 05/25/2023

Institutional sellers dominated buyers in SPY on 05/25/2023

This chart shows distribution of Institutional flows for SPY: % buyers in green and % sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in SPY on 05/25/2023. As the chart shows, most recently there is more mass on the sellers side of the institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of -5.3%. This implies that the trend has been dominated by institutional sellers.

Net (buy-sell) Institutional flows for SPY on 20230526 are neutral

Net (buy-sell) Institutional flows for SPY on 20230526 are neutral

Institutional buyers dominated sellers in PRI at 1100 on 05/26/2023

Institutional buyers dominated sellers in PRI at 1100 on 05/26/2023

This chart shows distribution of institutional flows for PRI: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in PRI at 1100 on 05/26/2023. As the chart shows, there is more mass on the buyers side of institutional flows than on the sellers side. However, the history of institutional flows and their relative proportion over time also matters.