Aleri Market Liquidity Analysis Whitepaper

A full market perspective is difficult in a fragmented market. This paper explains how the Aleri Market Liquidity Analysis server combines live market data across multiple execution venues to produce a consolidated last trade, best bid/offer (BBO) and consolidated full depth order book. Tailored to the specific needs of each firm, it can produce a low-latency continuous ticker and/or be extended with custom analytics and rules to route orders, identify trading opportunities, or produce market insight.

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