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Edge Routed Liquidity Report
Identify Missed Trading Opportunities on EDGA and EDGX
The Edge Routed Liquidity Report is a new, innovative data product that provides unique insight into trading opportunities on our exchanges.
The Edge Routed Liquidity Report provides an order-by-order view into shares — displayed and hidden — that are routed away from EDGA and EDGX. Subscribers can use this data to optimize their trading strategies by identifying missed opportunities on EDGA and EDGX.
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Product Details
The Edge Routed Liquidity Report is a “comma-delimited” file available via the Direct Edge SFTP site. The file is updated daily at 8 a.m. (Eastern Time) on a T+1 basis.
Data included in the Edge Routed Liquidity Report is for internal use only and cannot be distributed to non-controlled affiliates.
Download the Edge Routed Liquidity Report Order Form.
Subscription Options
There are two subscription options for the Edge Routed Liquidity Report — Standard and Premium.
- Standard – Provides subscribers with a view of all marketable orders that are routed from each exchange.
- Premium – In addition to fields from Standard report, the Premium report will include the identification of routing destinations as either CLC (dark) or Street (lit). If CLC-routed, the report will specify the CLC routing table (Regular, Fast, Superfast or Midpoint).
The reports will contain the following information for each marketable, routable order on EDGA and EDGX.
Pricing
As per the exchanges’ filing with the SEC, the fees for access to the Edge Routed Liquidity Report are as follows:
Download the Edge Routed Liquidity Report Order Form.
Try it for Free!
Direct Edge will provide access to a sample Edge Routed Liquidity Report file that contains one week of data for EDGA and EDGX. Potential subscribers can request access to either the Standard or Premium files in order to assess the content of the report.
More Information
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