Trade Activity Dashboard

Trade Activity Dashboard, powered by Quant Analytics, offers unique insight to EBS referential data for global FX participants. This dashboard provides a view of both EBS Market and EBS Direct trade activity data for all major markets, plotted on graphs along with EBS Market bids/offers. The EBS True Rate, which is a blend of EBS Direct and EBS Market mid-rates (the blend will adjust for different currency pairs), is also plotted. The True rate is re-calculated at the end of each day in arrears to account for outlier price submissions and to correct for mismatches on intraday data that can occur in fast market conditions.

Key User Information

• Timeframe for data can be changed using the zoom feature and is available from seconds up to 7 days
• Prices and Trades are aggregated into time buckets which adjust according to selected timeframes. Maximum allowed time resolution is one second
• Bid/Ask prices reflect prices at the start of every time bucket
• Trades are aggregated by volume weighted price into corresponding time buckets according to direction and segment (Market or Direct)
• Depending on selected timeframe, bubble sizes will adjust to represent volume of the trade flow per time period relative to other trades in displayed timeframe
• All times are shown in GMT, all data is pre-cached for the week, so that switching between currencies and dates is fast
• Users can quickly choose default time periods
• Allows users to determine if satisfied with fill from any counterparty, referencing EBS as the benchmark
• Provides the high and low traded price, bid and ask and the top and bottom 5m VWAP. The High EBS Trade and Low EBS Trade values are calculated from trade data and may differ to the official high/low calculated by EBS
• Shows the price points traded down the minute and across the whole trading day
• If there is either not enough EBS Direct data feeds or EBS Market activity to create an order book, trades will be plotted by time