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