New York and London - Thomson Reuters has introduced Intraday Market Share Reporter (iMSR), a solution to help traders to find and analyze liquidity by individual stocks across multiple venues. With an intraday view of market flows, iMSR can improve trading capabilities and analysis by providing fuller transparency of market trends and the ability to assist in predicting the future direction of liquidity.
With iMSR, traders can locate and analyze the liquidity for the individual stock they are trading by providing a summary of intraday volume, turnover and trade count across venues compared with a customizable selection of daily averages.
iMSR covers equities, equity-linked instruments, and ETFs. This tool allows traders to view, benchmark and analyze stocks against different historical averages, with an eye toward assisting a future choice of venue execution.