Track market activity by firm, trading venue, instrument, or any combination
Evaluate performance of existing and potential market makers
Pinpoint trade advantages and use those to receive more liquidity
Determine each marketplace’s relative contribution to pre and post trade activities
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.
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.
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