VIRTUAL ON DEMAND SESSION
Liquidity Measures –
Getting New Insights in Real-time
Join Refinitiv Labs for a look at the data prep and visualization techniques behind a live innovation project for the trading community.
What new insights could traders act on if they could see real-time liquidity analytics in Limit Order Book data?
Refinitiv Labs are working on this exact question. Join the team as they share a live innovation project – creating a suite of advanced ‘real-time’ analytics that measure different aspects of liquidity using Level 2 Limit Order Book data and other unique datasets.
In this virtual lab we’ll cover:
- How we modeled liquidity profiles for thousands of Futures contracts, from the Hong Kong Futures Exchange, ICE Singapore, ICE US, CME, CBOE, and EUREX Futures exchanges
- How we visualize insights on a variety of liquidity dimensions, including Market Depth, Tightness, Resilience, Imbalance, Aggressiveness and more.
- What Refinitiv Labs are thinking next...
Event info
Time: 30 minutes
Location: Link provided after registration
How our real-time and historical data can help you
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