Summary Data
It is estimated that large institutional orders represent up to one-third the daily volume of the New York Stock Exchange (NYSE). Start identifying hidden liquidity with Signum’s Liquidity Lamp Summary, availably daily or as intraday data. Stay ahead of Form 13F and Form 4 regulatory filings. With Exegy’s Signum’s daily summary data on reserve order activity, your information will always be fresh and actionable.
Download WhitepaperEnd-of-Day and Interday Summary Data
Liquidity Lamp Summary (LLS) is a end-of-day or intraday summary of Exegy Signum’s real-time Liquidity Lamp signal. It provides a summary of natural investors’ buying and selling activities. For each listed security it summarizes trading activity using reserve order types:
Volume – at bid, at ask, net (volume at bid – volume at ask), and total
Notional Value – at bid, at ask, net (volume at bid – volume at ask), and total
Volume Weighted Average Price – at bid, at ask, net (volume at bid – volume at ask), and total
Knowing that a CEO has just sold millions of shares or which particular stocks are favored by leading hedge fund managers can make or break retail investors and professional traders alike.
Alpha cloning is one of many strategies that LLS data is capable of fueling, but its usefulness doesn’t stop there. LLS fuels three long/short index strategies, that can be found here.
Use Cases
Getting Started
Our team tailors a solution to your firm’s needs.

Download Whitepaper

Related Resources

Exegy Acquires Enyx, Expands Global FPGA Leadership
Exegy Inc., a leading provider of front-office trading solutions, announced it has acquired Enyx, a leading developer of FPGA-based trading solutions.

Xero VTE Named Best New Product at Markets Choice Awards
Exegy’s Xero Volatility Trading Engine (VTE) was named Best New Product at the 2022 Market’s Choice Awards.

Exegy Heightens Information Security Focus with CISO Hire
Exegy has hired Alan Meirzon, an experienced security executive in the financial services industry, as Chief Information Security Officer.