Flow Profile Premium
收藏资源简介:
**LMAX Group** is uniquely positioned in the market with institutional grade liquidity across all 4 matching venues globally with the **LMAX Global** broker division providing liquidity to retail brokers. <br/>The Flow Premium product enhances the executed Trade data with added metrics on client segments. The data set is aggregated every 8 hours, and uses the Central Limit Order Book of LMAX Groups New York, London and Tokyo trading venues. - **Professional Flow** Clients using a collateral or credit arrangement with the entity LMAX Global broker to access the market, example, broker clients and prime-of-prime LPs - **Institutional Flow** Everyone else, example executing banks, liquidity providers and HFTs with their own PB relationship and prime of prime relationships other than LMAX Global broker. <p><br/></p> Gain valuable insights into where the Flow is coming from, with insights on the Passive and Aggressive side, segmented by Institutional Flow Vs Professional Flow. Trade informed with Flow Profile Premium. <p><br/></p> **Gain the edge you need:** - Near real-time insight into market positioning. - Smart client segmentation from actual CLOB flows. - Global coverage across three major hubs.
Flow Profile Premium 数据集概述
数据集基本信息
- 数据集名称: Flow Profile Premium
- 提供商: LMAX Group
- 试用期: 30天免费试用
- 数据更新频率: 每小时
- 地理覆盖范围: 全球(按城市)
数据内容描述
Flow Profile Premium产品通过添加客户细分指标来增强执行的交易数据。数据集每8小时聚合一次,使用LMAX集团纽约、伦敦和东京交易场所的中央限价订单簿。
客户细分类型
- 专业流量: 使用与LMAX Global经纪商实体进行抵押或信用安排以进入市场的客户,例如经纪商客户和主要流动性提供商
- 机构流量: 其他所有客户,例如执行银行、流动性提供商和拥有自己主经纪商关系的高频交易公司
数据表结构
表名: FLOW_DATA_PREMIUM_AGGREGATE
数据列说明
- PERIOD_START (Varchar)
- NET_SIDE (Varchar)
- VENUE (Varchar)
- SYMBOL (Float)
- VWAP_PRICE (Float)
- INSTITUTIONAL_AGGRESSIVE_USD (Float)
- PROFESSIONAL_AGGRESSIVE_USD (Float)
- INSTITUTIONAL_PASSIVE_USD (Float)
- PROFESSIONAL_PASSIVE_USD (Float)
- PROFESSIONAL_DIRECTIONAL_USD (Float)
- INSTITUTIONAL_DIRECTIONAL_USD (Float)
主要优势
- 近乎实时的市场定位洞察
- 基于实际CLOB流量的智能客户细分
- 覆盖三个主要枢纽的全球覆盖范围
云区域可用性
AWS
- 亚太地区(新加坡)
- 欧盟(伦敦)
- 美国东部(北弗吉尼亚)
GCP
- 欧洲西部2(伦敦)
联系方式
- 销售: marketdatasales@lmax.com
- 支持: dataops@lmax.com
分类标签
- 分析工具
- 金融
- 定量分析




