Futures Transaction Cost Analysis (TCA)
Analyze and improve trading strategies while measuring trading counterparty efficacy to achieve best execution with TT Futures TCA.
BENEFITS
Drag-and-Drop Functionality
Easily customize your data segments and views.
High Performance
Quickly access the data you wish to review.
Custom Report-Building Capabilities
Automatically generate a multitude of reports for internal and external consumption.
Composite Benchmarks for Any Subset of Trades
Thoroughly compare your absolute costs to those of your peers.
Trader, Portfolio Manager and Broker Views With Appropriate Blocking Methodology
Customize the metrics and workflow to your specific use case.
Outlier Reports
Quickly identify your high-cost trades.
Highlights
- Largest global peer universe with microsecond-precision historical market data
- Both pre-configured and custom-reporting functionality
- The most accurate insights into your trade performance
- Includes composite benchmarks data for any subset of trades
- Key metrics, including volumes, interval volume-weighted average price (VWAP), time-weighted average price (TWAP) and various strike prices in a single interface
- Pre-configured views in formats to fit a range of roles and needs
- Data secured with industry-proven authentication methods
- Access to subject matter experts to properly interpret analytics
Identify and Assess
Easily compare your trading results against your peers to optimize your strategies with actionable insights into your total trading costs.
Identify Opportunities
Track market liquidity, review algo participation during market variances, and compare trading to identify alpha opportunities across different markets and venues.
Assess Costs
Quantify the implementation and execution costs of futures hedging strategies while determining the efficacy and true costs of your algorithmic strategies.
Comprehensive Data
The full coverage tool includes access to the largest and most precise collection of trade data.
Multi-Asset Coverage
Trillions in USD trade data for futures, equities, fixed income and foreign exchange (FX) contracts with quality benchmark data included at no additional costs.
Microsecond Precision
Combines the most comprehensive collection of anonymized, microsecond-level futures trade data with a vast array of key metrics and measures.
Trusted Expertise
Leverage the same tools deployed by more than 500 firms and built from decades of TCA experience.
Proven Technologies
Built on the same battle-tested framework that drives the industry-leading equities and fixed income TCA tools from Abel Noser Solutions, a Trading Technologies company.
Experts in the Field
Our award-winning TCA tool was developed by subject matter experts with a practitioner’s knowledge. We deliver market-leading, multi-asset solutions for data and analytics alongside our best-of-breed platform for multi-asset algorithmic trading, trade surveillance, execution and clearing.