Bring liquidity together. Reuters Order Book Analyzer aggregates, consolidates and analyzes liquidity in real-time from across fragmented sources. Powered by Vhayu, it complements Reuters Data Feed Direct, fuelling automated trading environments with low-latency connectivity to over 30 global venues.
With Reuters Order Book Analyzer, you can:
- Support 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 Reuters Market Data System
- 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 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. Reuters Order Book Analyzer is fully integrated with Reuters Data Feed Direct, a direct connection into the exchange with sub-millisecond latency.
- Liquidity views to power your trading application – 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 Reuters consolidated datafeed) and publish a consolidated view of liquidity that matches your execution policy.
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