Marketplace Advanced Insights 2017-06-12T18:52:15+00:00

INTRODUCING MARKETPLACE ADVANCED INSIGHTS

Designed to help understand market performance, how peers are behaving, and how to adjust strategies

Participant
Performance

  • Track market activity by firm, trading venue, instrument, or any combination

  • Evaluate performance of existing and potential market makers

Trade
Dynamics

  • Pinpoint trade advantages and use those to receive more liquidity

  • Determine each marketplace’s relative contribution to pre and post trade activities

Market
Metrics

  • Understand risk of trade through, quote locking, or quote crossing

  • Track significant metrics to confirm Order Protection Rule status

QUICK AND EASY ACCESS

The analytics against both top of book and market depth enable market participants to easily measure their performance against their peers using the platform’s web dashboard and data access tools. 

Marketplace Advanced Insights HeatMap
Marketplace Advanced Insights LineGraphs

The analytical platform provides comprehensive access to easy to understand visuals. It is available to users as heatmaps, line graphs and can be downloaded as CSV files. 

KEY METRICS

Alongside consolidated level 2 historical market data, Marketplace Advanced Insights provides 30 statistical correlations that are available by broker, by market, or both.

Here are some of the correlations available:

Average Price at National Best Bid/National Best Offer

Average Price Away from National Best Bid/National Best Offer 

 Average Value at National Best Bid/National Best Offer 

Average Volume at National Best Bid/National Best Offer

Time at National Best Bid/National Best Offer

Time Weighted Average Spread

Total Volume and Value (Buy/Sell)

Crossed Markets (Crosses)

Locked Markets ( Locks)

Apparent Trade Through

Volume Weighted Average Price

Percentage of Market Share by Symbol

Pre-trade Metrics

Post-trade metrics

Ranking Models

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