Financial Machineries GTR Analytics is the first Best Execution OTC datafeed of all derivatives transactions captured and published since the start of Dodd Frank and EMIR regulations.
Access to the data and the analytics is available via IDC’s Consolidated Feed, a desktop web application, a datafeed API or via customised reports direct to user email accounts.
GTR Analytics collects the raw data from every Trade Repository (TR) globally, and runs a series of algorithms and quality checks which have been especially designed by our team of expert quants. The data is then cleansed, aggregated, normalised and made available within two minutes of the trade being reported to the TR.
The enhanced and normalised data is then overlaid with a series of sophisticated analytics, allowing GTRA users to interrogate the database in depth and create reports for risk modelling, pricing & valuations.
GTRA provides cleansed, normalised, unskewed, usable data in near-time bringing transparency on actual traded prices in the OTC market.