Thomson Reuters Order Book Analyzer

Bring liquidity together

Thomson Reuters Order Book Analyzer aggregates, consolidates and analyzes liquidity in real-time from across fragmented sources. It complements Thomson Reuters Data Feed Direct, fuelling automated trading environments with low-latency connectivity to over 30 global venues.

With Thomson Reuters Order Book Analyzer, you can:

• Support Thomson Reuters Data Feed Direct low latency feeds across North American, European and Asian venues
• Publish virtual order books of consolidated liquidity from across multiple venues to your Thomson Reuters Enterprise Platform for Real-time
• Store order book data for historical reconstruction and back-testing
• Query over one terabyte of intraday data in seconds
• Support multiple asset classes including equities, fixed income and futures

Why choose Thomson Reuters Order Book Analyzer?

• Aggregates order book data across multiple venues and publish a virtual order book to provide a consolidated view of market liquidity
• Ultra-low latency – analyze order books in real-time. Thomson Reuters Order Book Analyzer is fully integrated with Thomson Reuters Data Feed Direct, a direct connection into the exchange with sub-millisecond latency
• Liquidity views to power your trading application – Thomson Reuters Order Book Analyzer powers your execution management system, order management system or any other application that needs to consume real-time order book data
• Easy and powerful storage – store liquidity data tick by tick and see a snapshot of liquidity at any point in time
• Discover liquidity in Reuters 3000 Xtra – collect Level 2 data across multiple exchanges (from the Thomson Reuters consolidated datafeed) and publish a consolidated view of liquidity that matches your execution policy

Learn more about this product

Visit the Thomson Reuters Financial website