Easily ingest level 1 metrics into your existing workflows to enhancing your insight and integrate with existing market risk & P&L systems.
Sample use cases:
— Use the intraday prices to give more granularity when understanding historical prices over a long period of time
— Use prices to get a detailed picture on the true best price in the market
— Enhance your risk calculations for FRTB by ingesting market state metrics as well as standardised pricing across front & back office
— Use granular pricing across liquidity venues to get an accurate intraday picture of the true risk position taken by a trader or desk
Typical metrics: OHLC bars, Trade prices, Spread metrics, Millisecond EBBO.
The data sets are available both as data feeds via API/SFTP or via dashboards, below some visual outputs on trading volumes & auction percentages from our Data API.