Trade Lens

The Trade Lens reports all trading activity in business defined categories including per session, client, venue or gateway - allowing CorvilNet to serve as a single solution for all business units and asset classes

Examples:

• The order response latency of trading sessions to a particular venue can be reported alongside the fill-rate

• The latency of all sessions traversing a gateway can be correlated with the message rates and message types (e.g order/cancel message ratio)

Session Table View

The Trade Lens also provides a session table view providing interactive queries and summaries of session trading activity and performance.  This includes summaries of latency, fill-rate, total value offered/filled, ratios of orders/cancels and message counts.  Users can define the summary categories of interest including clients, venues, gateways or applications and then pivot, filter and save the session view to provide business level reporting of the trading activity.

Key Features

• Trade Activity Dashboard – Configurable charts for an at-a-glance view of all trading activity including worst performing gateways, worst affected customers, slowest venues, value offered/filled per customer, fill-rates, slippage, trading errors, etc.

• Trading Session Summaries – Multi-dimensional session summaries of latency and business performance for configurable categories; customer, venue, gateway, protocol, etc. 

• Per-Session Reporting - Interactive queries and reports of session performance that correlate latency with fill-rate, total value offered/filled, ratios of orders/cancels, message counts, etc.

• Session Error Reporting – User defined error reporting that highlights session issues such as rejects, unexpected logins or logoffs, or trading outside of defined parameters