Industrialize the Big Data produced from cleared transactions into a consistent, defined stream of usable Structured Data.
Independently compute and publish the Fair Price of each traded asset covered. Fair Price of an instrument as the price at which the asset trades the most number of times during the trading session.
Metrixx Fair Price valuations are available in the following sectors:
- Exchange Traded Derivatives
- Foreign Exchange
- US Fixed Income
Compile and publish analytics derived from Metrixx data:
- Metrixx Calculated Price™, also known as the Fair Price.
- Volume Weighted Average Price (VWAP)
- Kurtosis, Skew
- Reported trade volume
- Average True Range (ATR)
Why Use Metrixx
Meet global regulatory reporting mandates requiring portfolio evaluations are based on independent, 3rd Party provided, Fair Price data.
Measure Transaction Cost Analysis (TCA) and Best Execution (BestEX) reporting requirements, required to meet demands in compliance, research, and forensic accounting initiatives.
Provides a single source of proprietary transactions, market data, and Fair price to meet execution archival requirements
Delivers high-demand market analytics to drive decision support, market research needs.