Goldman Sachs has teamed up with QuantHouse to accelerate market data distribution from its SIGMA X European multilateral trading facility (MTF). The data is accessible via the QuantHouse API Ecosystem and can be used to identify auctions and find potentially untapped, addressable liquidity. SIGMA X MTF offers deep and diverse liquidity on the basis of non-discretionary crossing with flow from external participants and the Goldman Sachs franchise. A recent analysis of SIGMA X MTF auction activity by Goldman Sachs found there is often a surplus of unexecuted liquidity in periodic auctions.
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