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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  
Trade smarter, find the right real-time and historical data for your business, whenever and wherever you want. Optimize efficiencies and reduce your TCO by accessing the depth and breadth of our data, specific to your business needs. We have developed a suite of content sets to power your business and respond to your specific needs. By accessing our Real-Time Data, Time Series Data, Symbology and Eikon Core Variant solutions you can power your OMS and EMS applications, back test and forecast, identify, reference and easily find the information you need for multiple use cases (up until 25,000 RICS) for your front and middle office functions.

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Refinitiv Labs is helping you solve for today and tomorrow
We collaborate with our customers, partners and colleagues to identify and pursue new business opportunities.At Refinitiv Labs, cross-functional sprint teams rapidly prototype and validate AI-enabled solutions using emerging technologies, data science, lean techniques and trusted Refinitiv data. Our data science teams have deep understanding of the issues affecting financial markets and problem-solve from the world’s financial and technology hubs – in New York, Singapore, and London.

Interested in the rest of our virtual Refinitiv Learn-It-All Labs series?