Quantia Readies Liquidity Cost Analytics
Seattle, Wa.-based order book analytics vendor Quantia Analytics is preparing to roll out a product that will enable users to view the amount of liquidity available at different price points for a security across a consolidated order book, and is working with two data vendors to provide a stream of this information for their clients.
Stephen Elston, managing director of Quantia, says the new tool—developed using Sybase’s Aleri complex event processing software and US equities and futures data
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