Download

You can download sample files here for your own prototyping.

  • These sample data files cover 3 month periods  between Oct 1st 2014 – Dec 31st 2014
  • Sample data with stock level information is limited to include only US S&P500 constituents
  • Sample files with FX currency pairs are limited to 5 selected pairs (EUR/USD, AUD/CAD,GBP/USD,USD/MXN,USD/SGD)
  • Sample files for FX Historical Distributions are between Jan 1st 2016 – Mar 31st 2016 
  • The data cards for these sample data files are available under Data section.

There is a discussion topic created for you to share your comments on the data here.

 

ITG Peer Analytics

  • ITG Peer Basic Data - 2013 Q3 & Q4 (47.07K) download
  • ITG Peer Data - 2013 Q3 & Q4 (2.62M) download

ITG Smart Cost Estimator Analytics

  • ITG Smart Market Indicators (SMI) EOD (969K) download
  • ITG Smart Market Indicator (SMI) Distributions  (65.20M) download
  • ITG Smart Market Indicators (49.57M) download

Equity Related Analytics

  • Historical Intra-day Vol, Vola and Spread Dist for Regular Days (30 min) (364.69K) download
  • Intraday Statistics - 5 min(177.77M) download
  • Stock-Specific Historical Intraday Volume Distributions (MOO, MOC) for Regular Days(423.49K) download

FX Related Analytics

  • FX Historical SMI Distributions(15.72M) download
  • FX Pre-Trade Cost Curve(13.20M) download