November 2024

LSEG announces an enhancement to the Intraday Market Share Reporter

LSEG announces an enhancement to the Intraday Market Share Reporter (IMSR), which monitors volume changes in real time across selected venues including Exchanges, Authorised Publication Authorities, Multi-lateral Trading Facilities, Alternative Trading Systems, Dark Pools and Over-the-Counter Trade Publishers.

This enhancement improves user workflows by having more consistent and intuitive selection of parameters such as trade classification, venue selection, interval, averages and date range. Furthermore, it improves performance of calculation time and provides real-time market data updates.

This product benefits the customer communities of:

  • Sales & Trading (Equity Traders, Sales Traders, Compliance Officers)
  • Buy-side (Portfolio Managers, Research Analysts, Quantitative Analysts, Compliance Officers)
  • Middle and Back Offices
  • Others (Regulators, Trading Venues and Journalists)

The release of IMSR complements our equity analytics tools in LSEG Workspace, building on the best-in-class composite APIs and features such as Intraday Volume Analytics App (IVA), Benchmark (BMK), and Block Trade Monitor (BTM).

Alex Hardouin, LSEG’s Group Head of Equities Trading workflows said: “IMSR and the complementary workflows collectively provide our clients the ability to defragment the equity marketplace, analyse liquidity, track volume, benchmark execution, and ultimately make more efficient trading decisions and manage strategies.” 

View of the enhancement to the Intraday Market Share Reporter on LSEG Workspace

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