Thomson Reuters | Thomson Reuters Order Book Analyzer

Financial

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.