Introducing
LiquidMetrix
WorkStation

Your one stop-shop for:
  • Pre-trade Analytics
  • Best Execution analysis
  • Transaction Cost Analysis
  • Consolidated Order Book Replay


Please click the image to see an enlarged version
Pre-Trade Brochure e
Post-Trade Brochure e


General Features
  • Easy to use graphic interface
  • Seamless integration of pre-trade & post-trade analytics in a single product
  • Advanced best execution and Transaction Cost Analysis functions
  • Match and benchmark your performance versus exact market conditions
  • All statistics and instrument searches link to a large, centrally hosted and managed European trade and order book (level 2/level 3) database
  • Historical order book replay function provides a graphical display of the full millisecond by millisecond state of lit order books in Europe, single venue or consolidated

Replay order book with trades and orders...
Post-trade Analysis Features
  • Upload and view your trades / orders for analysis and benchmark their prices against other trading venues
  • Take latencies to trading venues into account
  • Generate Best Execution outlier reports to identify any of your trades that missed best price
  • Drill-down to analyse exact market conditions, as far as replaying consolidated, multi-venue order books around the time of your trade
  • Analyse aggregate performance by ‘slicing & dicing’ your data across standard and custom criteria (broker, trading desk, fund manager, algo etc)
  • Access to dedicated LiquidMetrix trade and order book database covering over 20 European venues with no market data fees to pay
  • Carry out transaction cost analysis against industry standard benchmarks
  • Replay order books to investigate back office / compliance queries
  • Generate daily, weekly, monthly execution quality PDF reports
View the brochure

Your post trade analysis...
LiquidMetrix – Pre-trade Analytics Features
  • On-demand access to IFS’ dedicated LiquidMetrix statistics and benchmarks
  • 30+ different measures of European fragmentation and liquidity statistics, calculated on a daily basis
  • Compare different trading venues and drill down to events such as news or market suspensions to analyse liquidity
  • Calculate metrics for different ranges (1 contract, 10k EUR, 25k EUE, 50k EUR).
  • Download daily, half-hourly and 30 second average metrics
  • View daily, high frequency and intraday charts for instruments or indices
  • Generate and print PDF reports at instrument or index level
  • Export statistics and benchmarks using QSQL custom queries
View the brochure


LiquidMetrix PDF report...

Disclaimer

The information contained within this website is provided for information purposes only. IFS will use reasonable care to ensure the accuracy of the information within this site. However, IFS will not be held liable for any errors in the information provided within this website or for accuracy or completeness of the information, or for delays, interruptions or omissions therein, any difficulties in receiving or accessing the website and/or for any loss direct or indirect (including without limitation, loss of profits or consequential loss and indirect, special or consequential damages) howsoever arising and whether or not caused by the negligence of IFS, its employees or agents. The information contained within this site may be changed by IFS at any time.

The information available within this website may include ‘Evaluations’ which are not reflections of the transaction prices at which any securities can be purchased or sold in the market but are mathematically derived approximations of estimated values. Nevertheless, reference may sometimes be made to Evaluations as pricing information, solely for convenience or reference. Evaluations are based upon certain market assumptions and evaluation methodologies reflected in proprietary algorithms and may not conform to trading prices or information available from third parties. No liability or responsibility is accepted (and all such liability is hereby excluded) for any information or ‘Evaluations’.

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