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LiquidMetrix TCA from LiquidMetrix (A MayStreet company)
High-performance post-trade TCA for equities, ETFs, and FX, with multi-market benchmarks, detailed metrics, custom analytics, regulatory best execution, and compliance documentation.
More about LiquidMetrix (A MayStreet company)
Product analysis by function
Trade Cost Analysis (TCA) Systems for Trading & Execution
Tools that analyze trading performance and costs, comparing actual execution with benchmarks to evaluate trader performance and identify opportunities for improvement in execution strategies.
More Trade Cost Analysis (TCA) Systems
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Data Integration & Connectivity
(6 Yes /6 Known /8 Possible features)
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Multi-Venue Connectivity Ability to connect to multiple trading venues (exchanges, dark pools, OTC, etc.). |
LiquidMetrix TCA covers equities, ETFs, FX, and provides multi-market analysis indicating multi-venue connectivity. | |
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Real-Time Data Ingestion Supports real-time streaming and ingestion of market, order, and trade data. |
Positioned as high-performance post-trade TCA, real-time dashboard features are shown on their website. | |
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Batch Data Upload Ability to upload historical or batch data for analysis. |
Product supports batch analysis of historical trades, as is standard in TCA. | |
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Third-Party Integration Ease of integration with third-party OMS/EMS, data providers, and portfolio systems. |
MayStreet’s LiquidMetrix integrates with client OMS/EMS and data feeds for data loading and order enrichment. | |
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API Availability Provision of APIs for programmatic data access and system integration. |
API documentation and availability for integration is listed in technical resources. | |
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Supported Data Formats Number of industry-standard data formats supported (FIX, CSV, XML, JSON, etc.). |
No information available | |
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Automated Data Validation System automatically validates, cleans, and enriches incoming data. |
Data validation, cleaning, and enrichment explicitly mentioned in LiquidMetrix product literature. | |
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Latency for Real-Time Feeds Round-trip latency for real-time market and order data ingestion. |
No information available |
Analytics & Metrics
(10 Yes /10 Known /10 Possible features)
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Comprehensive TCA Metrics Calculates a full suite of pre-, intra-, and post-trade cost benchmarks (VWAP, TWAP, Implementation Shortfall, arrival price, etc.). |
Comprehensive TCA metrics including VWAP, TWAP, implementation shortfall, arrival price, etc. are part of the product core. | |
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Custom Benchmarking Supports user-defined benchmarks in addition to standard metrics. |
Custom analytics and user-defined benchmarks mentioned in product notes. | |
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Peer Comparison Allows comparison of trading performance with peer groups or industry benchmarks. |
Peer group/benchmark comparison dashboards shown in public product documentation. | |
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Strategy & Algo Analysis Ability to measure and compare performance of different trading strategies and algorithms. |
Strategy and algo performance measurement stated as a product feature. | |
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Market Impact Modeling Calculates short-term and long-term market impact of trades. |
Market impact computations referenced in LiquidMetrix Marketing literature. | |
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Slippage Measurement Measures slippage versus various benchmarks. |
Slippage measurement part of basic TCA calculations, confirmed by documentation. | |
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Liquidity Analysis Provides analytics on market liquidity at different points in time. |
Liquidity analytics across time and venues is outlined as a standard module. | |
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Execution Venue Analysis Breaks down trade cost and quality by execution venue. |
Trade cost and performance breakdown by execution venue offered in reporting suite. | |
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Latency Analysis Measures end-to-end execution latency for trades. |
Latency analytics available in dashboards/reports as per product datasheet. | |
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Volume-Weighted Metrics Calculates trading costs weighted by order/trade volume. |
Volume-weighted metrics such as VWAP and associated analytics prominently supported. |
Reporting & Visualization
(6 Yes /6 Known /9 Possible features)
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Interactive Dashboards Dynamic dashboards for visualizing TCA outputs and KPIs. |
Interactive dashboards for visualization are a standard product feature. | |
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Custom Report Generation Ability to design and schedule tailored reports. |
Customizable and scheduled report generation available for clients. | |
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Automated Distribution Automated emailing or secure publishing of scheduled reports. |
Automated distribution via email and secure portals is described as available from public documentation. | |
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Drill-Down Capabilities Allows users to click through from aggregated to granular data in reports. |
Drill-down reporting (from high-level to granular trade details) provided in the dashboard. | |
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Export Options Supports report/data export to Excel, PDF, CSV, image, etc. |
Exports to CSV, Excel, PDF, and other standard formats are offered. | |
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White-Labeling Ability to customize branding and appearance for clients. |
No information available | |
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Dashboards Customization Number of user-customizable widgets or components in dashboards. |
No information available | |
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Real-Time Updates Dashboards and reports update in real time as data arrives. |
Real-time dashboard updating and streaming metrics are cited in marketing collateral. | |
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Mobile Access Availability of mobile-friendly reports or dashboards. |
No information available |
Regulatory Compliance
(4 Yes /4 Known /6 Possible features)
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Audit Trail Maintains immutable and tamper-evident logs for all data and user actions. |
Regex and immutable audit trail solutions outlined as compliance measures. | |
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Best Execution Analytics Provides evidence and documentation of best execution in line with regulations. |
Provides analytics and documentation to help fulfill regulatory best execution in MiFID regions. | |
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Regulatory Reporting Automation Generates and submits reports required by regulators. |
Automated regulatory reporting and integration with compliance workflows is referenced. | |
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Real-Time Alerts for Rule Breaches Automated alerts for pre-defined compliance breaches or anomalies. |
No information available | |
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Data Retention Configuration Adjustable retention period for audit and trade data. |
No information available | |
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User Access Logging Tracks and logs all user access and permission changes. |
Logs and permission changes and access are tracked for regulatory compliance. |
Performance & Scalability
(1 Yes /1 Known /5 Possible features)
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Maximum Throughput Maximum number of trades handled per second. |
No information available | |
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Analytical Processing Speed Average time to complete a typical TCA analysis workload. |
No information available | |
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Scalable Architecture System automatically scales with increased data or user demand. |
Productized as a scalable SaaS and on-premises platform; scales for volume spikes. | |
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Concurrency Support Number of simultaneous users supported without performance degradation. |
No information available | |
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Batch Processing Capacity Maximum size of historical/batch data that can be processed in a single run. |
No information available |
Data Security & Privacy
(3 Yes /3 Known /6 Possible features)
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Data Encryption Data at rest and in transit is encrypted using best practices. |
Encryption in transit and at rest stated as data security features. | |
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User Authentication Methods Number and types of authentication methods supported (password, SSO, MFA, etc.). |
No information available | |
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Granular User Permissions Supports detailed permissions down to individual screens or data sets. |
Supports granular user permissions for regulatory compliance and user management. | |
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Data Anonymization Ability to mask or anonymize trade details for privacy. |
Trade de-identification and data masking available for privacy reasons, required by some clients. | |
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Regular Security Audits Platform is routinely audited for security vulnerabilities. |
No information available | |
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Compliance Certifications Holds certifications (e.g. ISO 27001, SOC 2) related to information security. |
No information available |
User Experience & Accessibility
(3 Yes /3 Known /6 Possible features)
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Intuitive UI User interface is straightforward and easy to navigate for non-technical users. |
LiquidMetrix UIs are designed for both technical and non-technical users. | |
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Multi-Language Support Supports multiple languages for global teams. |
No information available | |
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Accessibility Features Support for accessibility features (screen readers, high contrast, keyboard navigation, etc.). |
No information available | |
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User Training Materials Availability of detailed documentation, walkthroughs, and training resources. |
Product documentation, training videos, and guided onboarding are available. | |
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Contextual Help In-app help and guided tours to assist users. |
No information available | |
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Personalized User Settings Users can personalize dashboards, alerts, and preferences. |
Users can set custom dashboard layouts, alerts, and preferences. |
Customization & Extensibility
(4 Yes /4 Known /5 Possible features)
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Custom Analytics Modules Ability to design and deploy customized analytics or plug-ins. |
Allows upload and deployment of custom analytics queries and plug-ins. | |
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User-Defined Workflows Users can configure or automate bespoke analytical workflows. |
Custom and automated workflows are supported, as per use cases. | |
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Open API/SDK Availability of open-source SDKs or public APIs for extensibility. |
SDKs and public APIs for integration with client platforms are documented. | |
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Scriptable Analytics System allows execution of user-created scripts in Python/R/etc. for bespoke analysis. |
No information available | |
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Integration with BI Tools Supports connections to third-party business intelligence software (PowerBI, Tableau, etc.). |
Integration with PowerBI/Tableau and similar BI tools is offered. |
Asset Class Coverage
(3 Yes /3 Known /5 Possible features)
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Equity Coverage Supports detailed TCA for equities (listed stocks, ETFs). |
Detailed TCA for equities and ETFs is core to the system. | |
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Fixed Income Coverage TCA for government, corporate, municipal bonds, etc. |
No information available | |
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FX and Derivatives Coverage TCA for foreign exchange, futures, options, and other derivatives. |
FX TCA is explicitly included as a product category; coverage for some derivatives noted. | |
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Multi-Asset Aggregation Single, cross-asset TCA across portfolios. |
No information available | |
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Custom Instrument Support Can add and analyze custom or exotic financial instruments. |
Can configure and add custom financial instruments/benchmarks as noted in product sheets. |
Vendor Support, SLAs & Maintenance
(2 Yes /2 Known /5 Possible features)
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24/7 Technical Support Vendor provides round-the-clock technical support. |
LiquidMetrix provides 24/7 technical support as stated on the support/service page. | |
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Dedicated Account Manager Each client is assigned a specific single point of contact. |
No information available | |
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SLA Uptime Guarantee The guaranteed maximum system downtime per year. |
No information available | |
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Regular Product Updates Frequency of functional and security updates released per year. |
No information available | |
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Knowledge Base & Community Vendor maintains an updated technical knowledge base and community forum. |
Knowledge base and community resources are noted on the vendor’s website. |
Total Cost & Commercials
(2 Yes /2 Known /5 Possible features)
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Transparent Pricing All cost components are clear and comprehensible. |
Transparent pricing indicated through direct contact and clear commercial terms. | |
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Flexible Licensing Choice of licensing (user-based, asset-based, enterprise site, SaaS, etc.). |
Flexible licensing models available: SaaS, on-prem, user-based, asset-based. | |
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Implementation Fees Clear disclosure of one-time implementation or onboarding fee. |
No information available | |
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Pay-Per-Use Option Usage-based billing is available. |
No information available | |
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Total Cost of Ownership (TCO) Dashboard Platform provides tools to estimate and monitor TCO. |
No information available |
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