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 institutional order flow 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 Intraday 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.
Tracking institutional order flow is a key use of LLS data, but the benefits don’t stop there. LLS fuels three long/short index strategies, that can be found here.
Use Cases
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