ITP Data Analytics: Data Grid Analysis - Time Period Report

Click the icons to expand, collapse, and print the content on this page.

This section covers topics specific to reports generated from CTM.

  1. Header: User's total number of counterparties in the analysis; not applicable in the free version
  2. Columns: Metric names available in the Time Period Report.

    Visit ITP Data Analytics: CTM® Metrics for the definition of each metric.

  3. Rows: Counterparty names. Clients who utilize the free version can only view the metrics as a combination of All their counterparties.

By default, the report sorts the data by the highest volume client in descending order for the selected date range.

If you sort the data by a different metric, the data grid displays an arrow next to the metric name. ALL always remains on top. Sorting is not available in the free version of ITP Data Analytics.

To Sort by a Different Metric

  1. Click the column header of a metric once to sort the column in ascending order, signified by the up arrow.
  2. Click again to sort the column in descending order, signified by the down arrow.
  3. Click again to return to the default sorting method.

Put your cursor in a column header and click to access the following functionality:

  • Pin Column: Pin a column to one side when scrolling through the data grid. You can Pin Left or Pin Right. No Pin unpins the column.
  • Size Columns: Adjust the size of a column in data grid. You can Autosize This Column, Autosize All Columns, or Reset Columns.

  • Metric Filter: Filter which metrics appear in the data grid. The default view shows all metrics available in the report.

Additional metrics are available for each displayed counterparty.

To View Additional Metrics

  1. Click a cell in the data grid to expand additional data related to that counterparty.

  2. Use the date toggle to view metrics for a smaller report period than the one in the main data grid. Not all report periods are available for every report and metric.

    ex: If the report uses the monthly report period, you can click W but not Q.

    1. D: Daily
    2. W: Weekly
    3. M: Monthly

    4. Q: Quarterly

  3. Place your cursor over a data point to view the metric for that period.
  4. Click View breakdown to open the Metric Breakdown window.

  5. Select a field in the Breakdown by drop-down list to further sort the data by the chosen field.
    • Trade Volume Type (Blocks and Allocations)
    • Execution Market
    • Country
    • Currency
    • Time Zone
    • Region
    • Financial Instrument Type
    • PSET
  6. Click a Time Period to view the data.
    • Single: All data in the report period for the selected metric and breakdown.
    • Multiple: All data in the report period for the selected metric and breakdown, further broken down by the next smallest report period.
    • View Bands: All data in the report period for the selected metric and breakdown, shown in a stacked bar chart and data grid. The chart and grid show the data for all counterparties beginning with the highest volume client in descending order. Not all metrics support this option.

This section covers topics specific to reports generated from TradeSuite ID.

  1. Industry Benchmark: For applicable metrics, the average of all TradeSuite ID data for DTC eligible confirms within the same date range and asset class you selected when initiating the report. Your total is highlighted green or red based on whether you fall above or below the benchmark.
  2. Columns: Metric names available in the Time Period Report.

    Visit ITP Data Analytics: TradeSuite ID® Metrics for the definition of each metric.

  3. Rows: Broker or agent names and identifiers.

By default, the report sorts the data by Institution ID (for clearing brokers) or Agent Internal Account # (for clearing agents) in ascending order.

If you sort the data by a different metric, the data grid displays an arrow next to the metric name. Total always remains on top.

To Sort by a Different Metric

  1. Click the column header of a metric once to sort the column in ascending order, signified by the up arrow.
  2. Click again to sort the column in descending order, signified by the down arrow.
  3. Click again to return to the default sorting method.

Put your cursor in a column header and click to access the following functionality:

  • Pin Column: Pin a column to one side when scrolling through the data grid. You can Pin Left or Pin Right. No Pin unpins the column.
  • Size Columns: Adjust the size of a column in data grid. You can Autosize This Column, Autosize All Columns, or Reset Columns.

  • Metric Filter: Filter which metrics appear in the data grid. The default view shows all metrics available in the report.

  • Quantity Filter: Filter which party details to view based on numeric operators. The default view shows all party details available in the report. Using a filter updates your total and may change whether you fall above or below the industry benchmark within the data grid.

Additional metrics are available for each displayed counterparty.

ITP Data Analytics breaks down the metrics by institution or BIA (broker internal account number) if you are a clearing broker, or internal account number if you are a clearing agent.

To View Additional Metrics

  1. Select one or more IDs to view additional breakdown data.
  2. Use the View Report By drop-down list to choose between Institution and Broker Internal Account #. (Clearing brokers only)