The turnkey TrueTick service delivers powerful liquidity insight
Quantia’s TrueTick is a fully hosted, real-time source of vital liquidity information. TrueTick users receive a timely feed of real-time liquidity information and configurable market state alerts. The TrueTick feed can be screen displayed as time series graphics or can be consumed in trading algorithms.
TrueTick enriched market analytics include:
- Price of liquidity with time
- Liquidity by exchange and consolidated
- Order book ask-bid asymmetry with time
- Average number of orders contributing to liquidity
- Average lifetime of orders contributing to liquidity
TrueTick real-time trading alerts include:
- Abnormal liquidity
- Extreme order book asymmetry
- Excessive spread
- Rapid changes in the price of liquidity
- Short order lifetime