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Exegy Hidden Order Flow Datasets

Exegy "Liquidity Lamp Summary" Top Level Datasets detect hidden order flow including iceberg orders and other institutional algorithmic orders.

Exegy Liquidity Lamp Summary Top Level Datasets

Datasets:

  • exegy_liquidity_lamp_summary
  • exegy_liquidity_lamp_summary_10min
  • exegy_liquidity_lamp_summary_exchange

Detecting hidden order flow including iceberg orders and other institutional algorithmic orders is a trading signal that every serious investor should be paying attention to regardless of investment horizon.

Liquidity Lamp is from the Signum portfolio of real-time signals. It detects and tracks reserve orders on US stock exchanges.

Liquidity Lamp Summary is available in a daily summary or a 10 minute summary of reserve order buying and selling activity on a per-stock, per-market basis.

This provides a focused view of informed investors who use iceberg orders to deftly move large volumes of shares and is far timelier than scouring quarterly Form 4 and Form 13F regulatory filings.

Liquidity Lamp Summary can enhance the performance of a broad range of quantitative strategies including long/short strategies both on the individual symbol level as well as at the index level.