Indication of interest & trade adverts

Thomson Reuters Autex

Streamline your workflow and improve executions with Autex Indication of Interest (IOI) and Trade Advertisements, giving you a broad view of broker liquidity.

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Benefits

Thomson Reuters Autex is a network that allows brokers to advertise equities liquidity (either pre-trade or post-trade) to their buy-side clients. Buy-side traders, in turn, use these messages as a core part of their strategy for discovering liquidity they need to complete trades.

The building blocks of the Autex suite of products are Indication of Interest (IOI) and Trade Advertisements messages.

The Autex applications allow buy-side traders to:

  • view brokers' IOIs in real-time – approximately 4.5 million messages per day, including Supers, Generals, and approximately 1,000,000 Naturals
  • view Trade Advertisements by broker, symbol groups and/or sectors
  • access real-time and historic Trade Advertisements and IOIs
  • view intra-day broker rankings by volume traded in a given symbol.

 

The Thomson Reuters Autex Client Portal

The Thomson Reuters Autex Client Portal is available to all Autex clients. It allows users to search for other clients subscribed to the Autex network and download client directory files to support their Autex IOI and Advertised Trade messaging needs.

Viewing Autex data

Autex Monitor

Shows most recent activity in portfolio names, including the most recent IOIs and Trade Advertisements.

IOI Liquidity 

Shows all of the most recent IOIs in a given security.

Trade Ad Liquidity

Shows all of the most recent Trade Advertisements in a given security.

Broker Rank 

Allows users to see a ranked list of brokers by how much total volume they have advertised in a given security over the past 1, 5, 10 or 20 trading days.

Autex BlockDATA

A market-leading source for trade ad messages. Reports are available for single symbols or lists of symbols, as well as by sector, subsector, region, country, and market cap. This cost-effection means for sourcing buy-side liquidity supports a variety of date ranges, with data going back to early 2009.

Thomson Reuters Autex

Autex indication of interest for liquidity

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