CBOT Vice President, Market Data Products and Information, Steve Dickey said, "The Liquidity Analyzer organizes the large amount of trading information available from the CBOT's Liquidity Data Bank. The software provides an opportunity for our market users to customize the way their data is displayed, allowing them to quickly and easily analyze the information in a manner that suits their individual trading needs. The LDB offers unparalleled market transparency and a level of futures and options trading information not provided by other exchanges."
The Liquidity Analyzer was developed specifically for use with Liquidity Data Bank's summary of CBOT buying and selling activity. The exchange's futures and options trade data are offered in 30-minute intraday updates and an end-of-day summary file.
The Liquidity Analyzer allows a user of the CBOT's Liquidity Data Bank to:
- Download LDB data to a computer
- Organize data into "Data Views"
- Display net volume and total volume for each type of trader
- View and analyze buy, sell, net, non-spread and spread volume
- Work on-screen with multiple contract months simultaneously
- Align results to a price chart to analyze trends
- Analyze combined open auction and electronic volume
- Use option calculator capabilities
For more information on the CBOT Liquidity Analyzer and LDB, please visit the exchange's Website at www.cbot.com/marketdata.
