SIX Concentration Analytics (Memberorg)

SIX Concentration Analytics (Memberorg)

SIX Concentration Analytics (SCA) measures how liquidity is distributed across the order book for each SIX-listed equities, helping users quantify concentration vs. dispersion at and around the top of book. Metrics are intended for market quality monitoring, venue insights, and strategy research (e.g., assessing depth distribution and resiliency), measured by the Herfindahl-Hirschman Index (HHI). SIX Market Signal delivers this product as a historical analytics dataset with daily updates, ready for dashboards and quantitative workflows.

Two Datasets in One Product

Free Historical Trial Data Prospective clients may benefit from a free trial of SIX Concentration Analytics historical data before onboarding the T+1 product. The historical trial dataset is refreshed quarterly on a rolling basis and maintains a minimum three-month delay from the current date. For complimentary access to the historical trial dataset, please contact marketsignal@six-group.com.

Product Guide

Ordering the trial data or T+1 Products

Category:
Analytics
Type:
historical
Workspace:
SIX
Dataset Id:
SIX_HHI_MEMBERORG
Region:
Switzerland
Records:
550,080
Newest Record:
10/26/2026
Oldest Record:
01/03/2014
Updated At:
10/27/2026

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Use Cases

  • Firm/organization-level concentration monitoring
  • Market-quality and venue surveillance
  • Best-execution analysis
  • Identifying instruments dominated by a few member organizations
  • Comparing customer vs. non-customer and aggressive vs. passive concentration
  • Quantitative research on Swiss equity microstructure

Highlights

Pairs naturally with SIX_HHI_MEMBER (individual-member view) and SIX_FLOW_ANALYTICS.

Provider

Six Logo
Published BySIX

Methods

Example API Request URL

Time Series Query Parameters

You can use any time series query parameters with this dataset.
View the full documentation →

Response Attributes

KeyType
Description
isin* keystringISO 6166 International Securities Identification Number of the instrument.
date* indexstringTrading date the metrics are computed for (YYYY-MM-DD).
currency* subkeystringTrading currency of the instrument (ISO 4217).
groupstringInstrument/trading group the security belongs to.
trading_segment_idintegerIdentifier of the trading segment the instrument trades in.
hhifloat64Herfindahl-Hirschman Index of trading concentration across members for the instrument/day. Higher values indicate volume concentrated among fewer members; lower values indicate more dispersed participation.
hhi_buyfloat64Member-concentration Herfindahl-Hirschman Index computed over buy-side volume.
hhi_sellfloat64Member-concentration Herfindahl-Hirschman Index computed over sell-side volume.
hhi_aggressivefloat64Member-concentration Herfindahl-Hirschman Index computed over aggressive (liquidity-taking) volume.
hhi_aggressive_buyfloat64Member-concentration Herfindahl-Hirschman Index computed over aggressive (liquidity-taking) buy-side volume.
hhi_aggressive_sellfloat64Member-concentration Herfindahl-Hirschman Index computed over aggressive (liquidity-taking) sell-side volume.
hhi_passivefloat64Member-concentration Herfindahl-Hirschman Index computed over passive (liquidity-providing) volume.
hhi_passive_buyfloat64Member-concentration Herfindahl-Hirschman Index computed over passive (liquidity-providing) buy-side volume.
hhi_passive_sellfloat64Member-concentration Herfindahl-Hirschman Index computed over passive (liquidity-providing) sell-side volume.
hhi_auctionfloat64Member-concentration Herfindahl-Hirschman Index computed over auction-phase volume.
hhi_auction_buyfloat64Member-concentration Herfindahl-Hirschman Index computed over auction-phase buy-side volume.
hhi_auction_sellfloat64Member-concentration Herfindahl-Hirschman Index computed over auction-phase sell-side volume.
hhi_customerfloat64Member-concentration Herfindahl-Hirschman Index computed over customer (client) volume.
hhi_customer_buyfloat64Member-concentration Herfindahl-Hirschman Index computed over customer (client) buy-side volume.
hhi_customer_sellfloat64Member-concentration Herfindahl-Hirschman Index computed over customer (client) sell-side volume.
hhi_noncustomerfloat64Member-concentration Herfindahl-Hirschman Index computed over non-customer (proprietary) volume.
hhi_noncustomer_buyfloat64Member-concentration Herfindahl-Hirschman Index computed over non-customer (proprietary) buy-side volume.
hhi_noncustomer_sellfloat64Member-concentration Herfindahl-Hirschman Index computed over non-customer (proprietary) sell-side volume.
trade_volumeintegerTotal executed trade volume for the instrument on the day.
aggressive_trade_volumeintegerExecuted volume from aggressive (liquidity-taking) trades.
passive_trade_volumeintegerExecuted volume from passive (liquidity-providing) trades.
auction_trade_volumeintegerExecuted volume from auction-phase trades.
customer_trade_volumeintegerExecuted volume from customer (client) trades.
noncustomer_trade_volumeintegerExecuted volume from non-customer (proprietary) trades.

* required

HTTP REQUEST
GET/v1/data/CORE/SIX_HHI_MEMBERORG?last=1
HTTP RESPONSE
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