Trade message data is aggregated from the NYSE, NYSE ARCA, NASDAQ, NASDAQ BX, BATS, BATSY, EDGA, and EDGX, creating a series of interactive charts that reveal innovative views of liquidity, enabling users to compare recent data to historical volume over the previous three months.

“ITG Limit Order Book Analyzer is an insightful tool that allows people trading in global markets to understand equity fragmentation in a whole new way,” said Ian Domowitz, Managing Director and Head of Analytics at ITG. “Users can engage in cost analysis and trading venue analysis as well as view undisclosed limit order volume and undisclosed limit order volume placement to get an accurate snapshot of the order books for eight major trading venues.”

The ITG Analytics Incubator is home to many of ITG’s analytics offerings, including several liquidity cost and volatility index mobile applications such as ITG Market Compass, Smart Cost Estimator for Post-Trade Analysis, ITG Equity Trading Cost Index, ITG FX Trading Cost Index, FX Pre-Trade Prototype, and the Swing Pricing Prototype.

ITG is proud to make these applications available to the institutional trading community, free of charge, via a responsive web site to foster transparency in the worlds of equities and FX trading. Apps available on the ITG Analytics Incubator have attracted more than 2800 users to date in 60 countries.