Sybase Market Liquidity Analysis Engine: Consolidate And Analyze Market Data - Including Full Market Depth, across A Fragmented Market.
Many securities are traded on more than one exchange or alternative trading venue. Knowing when, where and how to trade can be a challenge, and it's getting harder all the time as the markets evolve. Finding and analyzing market liquidity, when liquidity is spread out across multiple Exchanges, ECNs, Alternative Trading Systems, Multilateral Trading Facilities and the like is no small task. The Sybase Market Liquidity Analysis Engine is a highly customizable computation engine designed to consolidate and analyze market data in real-time, delivering information and insight about the whole market as opposed to a single execution venue.