Capturing actionable insights for execution quality from CME’s MBO data
Can market microstructure be used to improve execution quality?
In conjunction with Futures & Options World, Deltix recently hosted a technical webinar on order execution. We discussed execution quality and the prerequisites for managing it. We also looked at new insights available from CME’s MBO data, which provides full transparency into order book composition. This new data offering provides opportunities for increased precision in execution strategies.
Come alongside Deltix as we experiment with MBO data and:
- Examine execution performance metrics
- Show the data required for managing performance
- Simulate order execution with different approaches
- Use the MBO data to analyze exactly what happened
- Tweak order execution strategies
The MBO data represents a substantial increase in data volume. We also discussed the technology challenges and how to overcome them.
Register to obtain immediate access to the webinar recording.
Luke Jeffs, Editor of FOW
Ilya Gorelik, CEO of Deltix
Stuart Farr, President of Deltix