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Exegy adds intraday data to iceberg order detection tool

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Exegy, a provider of market data and trading technology for the capital markets, has added intraday signals to Liquidity Lamp, its artificial intelligence-powered iceberg order detection offering.

According to a press release, this addition will allow quantitative traders to have visibility on the volume of iceberg orders throughout the day via summary files delivered every ten minutes. These updates on iceberg trading activity are delivered as a CSV file via a cross-connect at the NY4 data centre or to a specified AWS S3 bucket.

Liquidity Lamp previously offered firms the choice between real-time and end-of-day signals.

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