Equity derivatives

Coming soon: EQD market data from Tradition. Enhance your view of the market with block-size quotes and broader visibility into equity derivatives activity

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Product summary Features and benefits Contact us

Summary

Built for data-driven firms seeking to reconstruct the multi-leg strategies driving the equity markets, from back-testing volatility models to identifying hidden liquidity patterns.

A significant portion of options liquidity is negotiated off-exchange before execution, creating visibility challenges for firms that rely only on exchange data. Without visibility into how multi-leg strategies are constructed and executed, market participants can miss key drivers of volatility, pricing, and liquidity. Tradition’s equity derivatives data provides detailed insight into broker-facilitated activity, helping firms better understand market structure, identify opportunities, enhance risk management, and improve trading performance.

The benefits to your organisation:

Enhanced strategy

Full visibility into how complex, multi-leg strategies are constructed and priced.

Granular transparency

Broker workflows capture the formation of trades, not just the print – providing visibility into pricing and structure that would otherwise be lost in standard market data.

Robust back-testing

10+ years of consistent data to ensure your models are tested against over a decade of evolving EQD market structures and regulatory shifts.

Learn more about our upcoming product launch: Equity derivatives market data

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