ITG Unveils TCA Platform for Fixed Income

Fixed income expansion aimed at addressing new best execution requirements under European rules

frank-dimarco-itg
Frank DiMarco, head of fixed-income analytics at ITG.

The ITG fixed income transaction-cost analysis (TCA) product is an expansion of the vendor’s existing equities TCA model and is built on a market data set of more than 10 million daily quotes and trades, covering electronic communication network (ECN) executions, interdealer quotes, and the Financial Industry Regulatory Authority’s TRACE trade information.

The vendor aims to address a number of key issues around the demonstration of best execution in bond trading under the review of the Markets

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