Banks establish an internal ECN to create a pool of liquidity from diverse sources that can be accessed by human traders, order management systems, price engines and hedging engines.
DealHub’s DHATI interfaces connect key FX trading venues to DealHub’s Aggregation Module to create an internal pool of liquidity where best price and market depth are available to traders through a Liquidity Aggregation GUI for manual trading, and as a price and liquidity source for algorithmic trading.
The Liquidity Aggregation GUI runs within the DealHub DHVIEW desktop application and allows traders to customize individual layouts with pricing, blotter, position and order management windows.
DealHub Liquidity Aggregation GUI
The DealHub/Liquidity Aggregation GUI is designed for manual trading via a single or double-click User Interface or an EBS-style key pad.
The DealHub/Liquidity Aggregation Trading GUI displays aggregated pricing from the Bank’s liquidity sources in DHView thus eliminating the need for multiple FX trading screens.
Users enjoy a wide range of functionality including:
- Market Depth windows showing individual Bid/Offer prices from connected venues, consolidated market depth, worst price accumulation market depth, VWAP/ECN depth, and other fixed amount market depth screens built to the Bank’s specification
- A Bid/Offer Monitor screen displaying latest best Bid/Offer prices
- A Whole Deal Monitor screen showing whole transaction data of all connected venues, with filtering by currency pair, venue and time period, blotters for resting orders entered and latest transactions completed
- An Overview Monitor screen where all transactions by a particular group of traders can be seen
- Flexible layouts replicating functionality on many existing individual trading platforms
- Order Manager supporting Limit orders, IOCs, Work the Balance orders, WVAP, time slicing, ‘good for’ and ‘good until’ orders etc
- A Real-time position aggregation view on ALL spot trades, where un-booked positions can also be viewed by filtering for trades executed in the last 5 minutes, 1 hour etc.
For more information on DealHub Liquidity Aggregation Solutions, click here








