LiquidMetrix ReportGenerator User Manual
Contents
1. Disk Cost WARNING This computer program is protected by copyright law and International treaties Unauthorized duplication or distribution of this program or any portion of it may result in severe civil or criminal penalties and will be prosecuted to the maximum extent possible under the law Install LMReportGenerator for yourself or for anyone who uses this computer D Everyone Just me Cancel Cancel lt Back Step3 Confirm installation Step 4 Installation complete w D s s as dI LMReportGenerator enni j dI LMReportGenerator e Confirm Installation Installation Complete The installer is ready to install LMReportGenerator on your computer LMReportGenerator has been successfully installed Click Next to start the installation Click Close to exit Please use Windows Update to check for any critical updates to the NET Framework Cancel J lt Back Cancel sac Close After the installation has been successfully completed you will see a shortcut on your desktop that points to the LMReportGenerator application Please double click on the icon to start the ReportGenerator and a small tray EE icon will appear on your bottom toolbar Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 3 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified Note that2. F Week y Monthly A scheduled report can be disabled by double clicking on the Enabled field and selecting No C Checking the status of the jobs The status of all the scheduled jobs can be seen on the Job Status tab As per the example used above the status of the reports are displayed as follows Scheduled Reports Report Name Freq Period Status Last Run Next Run BIC Test Report Weekly Week Scheduled 13 Aug 09 00 20 Aug 09 00 ABCReport Scheduled 01 Sep 13 00 ABCReport Scheduled 17 Aug 09 00 18 Aug 09 00 1 The Weekly Test Report was last run on August 13 and will next run a week later on August 20 2 The Monthly ABCReport has never been run No LastRun date and will run for the first time on 1st September 3 The Daily ABCReport was last run on August 17 at 9am and will next run a day later on August 20 at 9am Please Note A blank value under BIC signifies the default BIC that was selected in the Configuration tab The lower section of the page also displays any Ad Hoc reports that were set to run from the Reports tab and are currently running Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 15 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified D Viewing reports history Any job that has been run scheduled or ad hoc is displayed on the Job History tab The per
3. S SISISISIISISIIEIEIEIEIEIEIEIEIEIEIEIEIEISIEIEIEIEI PSS m G m A a Y o G o A oG oa G oan A o A g oan G oa A oa Goa A o A m G o G FEE E g LL EL LL LL G oa G oan A oa G o A m G m 2S RFS F FSS FS OOOOOOsOOO008000 SRI S S S 5 5 5 SF OOOSOOOOOOOOO00000 CP gt gt gt gt PDOO0OOOO0POOOcOOSO0O VPP PFS 5 5 5 OOOO OOOOOOO0000000 Primary MIFs x e 7 a View or change the venues used to benchmark your trades on a per COUNTRY basis 2 X Quick Set to Page 12 LiquidMetrix ReportGenerator User Manual Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified Trade Filters Venues XPOS IXCRS ISINS GBOOB165GWD56 Countries ISE FI PMIDs 123AB TraderlDs 456DF Trading Networks NET1 User Defined Counterparties CPI Currencies GBX EUR The above Trade Filters provide extra granularity for including or excluding trades A value by itself means inclusion and a value prefixed with means exclusion Multiple venues should be separated by commas So in the above example all trades which pass the following criteria will be included All trades for Vodafone ISIN GB00B16GWD56 not executed on venues POSIT XPOS and Cross XCRS not executed on venues Sweden SE and Finland Fl has Portfolio Manager ID 123AB has Trader ID 456DF has Trading Network NET1 traded against Co
4. Time using Effective Price CCY GBA LJ Performance Column 3 Success ka Man Sections To Incl ude Show Percentage Based on Trade Count Performance Summary Show BPS and Values LJ Show Spread Capture 3 3 Worst Performing Trades 20 _ J Order by Basis Points BPS Shortfall Glossary E Use Trade Time benchmark for performance HiLo Band for outliers Run Ad Hoc To run the above report as a one off instance please use the options below This report will then be queued to run with priority Period Last Month a BIC TCAPOOLBIC ka Run Ad Hoc The above screen is very similar to the Execution Quality Report screen in the LiquidMetrix WorkStation It is here that the template for the reports is set up It will be covered in detail in the next section Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 5 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified fe LiquidMetrix Report Generator Reports Schedule Job Status Job History i Configuration h Scheduled Reports List Refresh New Item Report Name SmartPool Test Le Frequency Daily Period Day Add Report Name Frequency Period Enabled BIC ABCReport Daily Da Default y Yes x e ABCReport Weekly Week es IDetautt Clicking on the Schedule tab will bring up the above screen where all the scheduled rep
5. the LiquidMetrix ReportGenerator will run continuously in the background on your machine and does not need to be started or stopped The little tray icon indicates that the ReportGenerator is running in the background If the tray icon is not shown then please double click the LMReportGenerator icon on your desktop to start it again B Accessing the LiquidMetrix ReportGenerator screens for the First Time To open the configuration screens of the ReportGenerator right click on the tray icon and select Show Hide LM ReportGenerator Show Hide LM Report Generator Exit LM Report Generator The LiquidMetrix ReportGenerator main configuration screen will open E LiquidMetrix Report Generator x Location Settings Reports Template Configuration Output Folder LCA sera Public E Reports Output Folder CA Users Public se WorkStation Benchmark Files Folder BIC Default LEMsersSsbine Document IPS ATAS Workstation BenchmarkedT rades TOAPCOLBIC lu save Lhanges The first time the ReportGenerator configuration screen is opened you will need to configure the default directories that all subsequent reports will use There are 3 directories that need to be supplied Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 4 LiquidMetrix ReportGenerator Manual Lj Q u d M etrix Best Execution Quantified The directory where the report te
6. Band for outliers The above option allows different benchmarks to be used for performance figures and outliers Trade Time benchmark for performance ensures that performance figures aren t inflated where as the Hi Lo band benchmark for Outliers ensures that any discrepancy in timestamps are taken into account Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 10 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified Data Filters General Data Filters n Apply Trading Day Cutoff Start 08 02 00 End 16 20 gt 00 Use matched event time override if Remove same exchange outliers Aggressive v Remove same exchange outliers Passive These are the general filters which are available on the WorkStation preference screen Trading Day CutOff allows for auction periods to be excluded In the above example trades that happen in the first two minutes of the day and the last ten minutes will be excluded The three options below are there to ensure that no outliers on the same venue are generated Benchmark Venue Filters If you wish to specify the execution venues used or not used in the benchmarks please provide a comma separated list in the box below Country Venue Selector Change Venue Benchmarks Filter CHIXTROX The venue filters allow for particular venues to be excluded from the report if desired T
7. FS LMReport eneratorLia videti m Sub Title Demo Report J Notes Report for Client ABC Here the logo sub title and notes can be specified these will appear on the top of the report The logo size should be 150 x 40 pixels Report Settings Format I APS PDF JI CSV Benchmark Trade Time e using Effective Price cCCY GBX_ m The report can be generated in any of three formats XPS PDF or CSV The second row specifies the benchmark type and whether to use Effective Touch or Mid price for benchmarking the trades The currency dictates the currency that all the trades will be converted to for display So for the above example all trade values will be displayed in GBX equivalent Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 9 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified Main Sections To Include Trading Summary Number of Trades Performance Summary Show BPS and Values Show Spread Capture 3 3 Worst Performing Trades 20 J Order by Basis Points BPS Shortfall Glossary These are the main sections that appear just below the header Trading Summary and Performance Summary will be displayed by default Different formats for these summaries can be selected using the dropdowns on the right It is possible to include Worst Performing Trades by checking the bo
8. LiquidMetrix Best Execution Quantified LiquidMetrix ReportGenerator User Manual Version 1 0 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified lt gt LiquidMetrix ReportGenerator User Manual Table of Contents LiquidMetrix ReportGenerator User Manual i 1 TPED Oi yt u u u au as u ene ae ee er ere eee 1 NNW ea 2 Section 1 QuickStart Guide Setting up and Accessing the ReportGenerator For the First Time 3 A Installing the LiquidMetrix ReportGenerator sise 3 B Accessing the LiquidMetrix ReportGenerator screens for the First Time 4 Section 2 How to configure and schedule reports a 9 A Coniipurina a reporttemplate se da AA ATA nai 9 Loco spanne 9 bia 9 gt RUN A AOC Re DOS a a a A 13 B Scheduling pre configured reportS r 14 C Checking te status of BIOS uuu u uu u en on de 15 yI Winay por ST r de a a a a a a ce Ro 16 SU Oi EEE T 16 Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator Manual Version 1 0 Page 1 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified Overview This manual covers the LiquidMetrix ReportGenerator For the LiquidMetrix WorkStation Pre Trade Statistics and the Post Trade Best Execution TCA Service please refer to the separate LiquidMetrix W
9. OLBIC 08 Aug 08 Aug 08 Aug 08 Aug SBOSGB2XSEC 08 Aug 08 Aug SBOSGB2XSEC This page shows you all the jobs that were scheduled and have run the most recent 500 jobs are listed Scheduled jobs are listed with Type 5 ad hoc generated files are shown under A Click on the icon in front of the Report Name to open the file The Job History window shows the history of all the reports generated scheduled and ad hoc Further details in section 2D Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 8 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified Section 2 How to configure and schedule reports A Configuring a report template The Reports screen consists of three sections 1 Setting up a template Here you can create delete and rename a template The dropdown on the left allows you to choose a pre defined template In the below example a template ABCReport has been created Choose report template ABCReport ha 2 Data Setup The middle section allows you to design the template with the information you want to appear on the report There are two tabs in this section Design and Data Filters The Design tab controls the tables that appear on the report and the contents The Data Filter tab gives you additional control to exclude data from the report Design Top Section Settings Logo LCAProgram Files G 86
10. he Country Venue selector brings up the following screen where venues and countries can be enabled or disabled In the following example all Primaries and MTFs have been selected The Venue Benchmarks Filter allows for an entire venue to be removed from benchmarks So in the above example no benchmarks against CHI X or Turquoise will be displayed Please Note denotes exclude Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 11 LiquidMetrix Best Execution Quantified LiquidMetrix ReportGenerator Manual iff fff fff SSI PIPE PPPS PPP PPP PP lt DDD SIP PPP PPP PPP PPP PP bb bb bb PP PPP PEPPE fff fff eff tr Ee Be Ee bb bb bb bb bb 06 DDDDDDD ASS iff ff S gt li gt li gt lJ gt l gt l gt l gt lI gt li gt li gt li gt li gt lIi gt li gt li gt li gt ii gt il gt i gt i gt i gt i gt i gt i gt gt I lt Ain fff a aa a fff SAS SSS FS 9O000000000000000080 a gt gt Pe gt gt gt gt FIEILPILILILIsS D L S gt gt gt PF OOOOOOFOOOOOROOO 2 gt 5 5 5 5 5 gt OOOOOOOOOOOOsi00000 JS m G o A o Y o G oa G oa G o G oan A o G oa G oan G oa G oa G oan G oa A oa G o s SIFFS FFF OOOODOOOOOOss000000 tr gt gt Pe OOOO OOOO LPC eh m G m A a Y o G oa A oA o A G o G o G oan G o A oa G oa A o A o G e G gt JSJI gt I gt lI gt Iisi gt ii gt IEIEIsIKIEIEILIECIEIEIPCILCIECIECIEPILILILI
11. iod for which the report history needs to be viewed can be selected from the following dropdown Period 17 Jul 11 17 Aug 11 k In the above example the last month is selected This displays the following results Report Name Ran At Status Period Covered Type BIC 17 Aug 09 00 3 secs 16 Aug 16 Aug 5 SBOSGB2XSEC ABCReport 16 Aug 09 00 2 secs Success 15 Aug 15 Aug 5 Aug 09 00 6 secs Succes 12 Aug 12 Aug S _ SEOSGB2XSEC Aug 09 00 6 secs Succes 08 Aug 12 Aug S SBOSGB2XSEC__ A Aug 11 Aug S SBOSGB2XSEC de ABCReport 10 Aug 16 28 7 secs 27 Jul 27 lul A sBOSGB2XSEC 1 m ID L i Li 10 Aug 11 26 2 secs Ss TCAPOOLBIC ABCReport 10 Aug 11 26 1 secs Succes Jul 08 Aug ug 11 22 3 secs _ Succes 08 Aug 08 Aug 10 Aug 11 22 4 secs 08 Aug 08 Aug Aug 11 21 5 se 08 Aug 08 Aug SBOSGB2XSEC The Type S denotes a scheduled job and A an ad hoc job Hovering over the notes icon on the left shows the path where the report has been saved Clicking on that icon also launches the report A8CReport 17 Aug 09 00 3 secs 16 Aug 16 Aug S SBOSGB2XSEC C temp ATAS SBOSGB2XSEC ABCReportDailyDay 20110817 090000328 pat FS o ae sar CESSER 1 Tenma 1j 12 Aug S SBOSGB2XSEC Please Note If the Status field shows an Error please contact the Support team e mail below Please attach the relevant logs to the e mail These can be found in you
12. mplate configuration file should be stored This is an internal file used to save all your configuration options The directory where all the reports generated by the LiquidMetrix ReportGenerator will be saved The directory where the LiquidMetrix WorkStation benchmark files are stored Unless this has been changed via the WorkStation Preference screen the default location is lt My Documents gt IFS ATASWorkStation BenchmarkedTrades Once the above directory is selected the BIC Default dropdown will display the BIC s for the user Please Note The above directories should be accessible by the user i e the user should have permission to read and write to these directories Please contact your IT administrator for advice LiquidMetrix Report Generator E Configuration Choose report template ABCReport k Delete Change Name Save Changes Design Data Filters Top Section Settings Summary Breakdown Tables To Include Rows aga LEA LO JPG 19 Venue L 15 XxL Sub Title Execution Quality Repor El Country 25 Notes Instrurnent 15 El Counterparty 115 This is a daily performance outlier report using Trade Time as a E Trade ize iis benchmark E PM ID 15 J E Month 5 Trading Day 15 J Hour Of Day 15 E Broker 15 Report Settings Mi Format XPS PDF gt CSV Trading Network 15 E User Defined 15 E Settlement 15 Benchmark Trade
13. orkStation Manuals This document is divided into 3 main sections e Section 1 contains a QuickStart guide showing you how to setup and access the ReportGenerator Configuration screens for the first time e Section 2 gives you information about all the configuration screens and how to configure the report scheduler and view reports Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 2 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified Section 1 QuickStart Guide Setting up and Accessing the ReportGenerator For the First Time A Installing the LiquidMetrix ReportGenerator Double click on the LMReportGeneratorSetup exe file which should be part of the ReportGenerator setup package Follow the setup instructions to install the LiquidMetrix ReportGenerator onto your PC or Server Step 1 Start Screen click on Next Step 2 Select the install folder JS LMReportGenerator gt 1 X ig LMReportGenerator eet Select Installation Folder Welcome to the LMReportGenerator Setup Wizard iP The installer will guide you through the steps required to install LMReportGenerator on your The installer will install LMReportGenerator to the following folder computer To install in this folder click Next To install to a different folder enter it below or click Browse Folder fc Program Files x86 IFS LMReportGenerator
14. orts are displayed The functionality will be described in Section 2B Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 6 LiquidMetrix ReportGenerator Manual LI Q u id M etrix Best Execution Quantified k LiquidMetrix Report Generator y Configuration Scheduled Reports Report Name Vo Period Status Last Run Next Run ABCReport 13 Aug 09 00 Daly oey sereas 11 Aug 09 00 Ad Hoc Reports Report Name Period Status BIC ABCReport 08 Jul to 08 Aug Runnin TCAPOOLBIC The Job Status window above displays the status of scheduled reports and any ad hoc reports which are still running To be explained in detail in Section 2C Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 7 LiquidMetrix ReportGenerator Manual A LiquidMetrix Report Generator Period Last Month Report Name ABCReport Ran At 16 Aug 09 00 2 secs 15 Aug 09 00 6 secs 13 Aug 09 00 6 secs 12 Aug 09 00 3 secs 10 Aug 16 28 7 secs 10 Aug 11 26 2 secs 10 Aug 11 26 1 secs 10 Aug 11 22 3 secs 10 Aug 11 22 4 secs 10 Aug 11 21 5 secs wa atl Eu 3 ui LiquidMetrix Best Execution Quantified Refresh Period Covered Type BIC 15 Aug 15 Aug S SBOSGB2XSEC 12 Aug 12 Aug 08 Aug 12 Aug Li Aug 11 Aug 27 Jul 27 Jul SBOSGB2XSEC 08 Jul 08 Aug A TCAPOOLBIC 08 Aug A TCAPO
15. r user Documents folder under IFS LMReporter App_Log Support This manual covers all the areas and functionalities of the ReportGenerator But if there are any questions regarding this product please send an e mail to the following address LMWSSupport if5 com Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 16
16. report New Item Report Name ABCReport ha Frequency Daily r Period Day lan Add A new scheduled report can be set up by selecting options from the above drop downs and clicking on the Add button The scheduled reports will appear in the scheduled reports list Report Name Frequency Period Enabled BIC ABCReport Daily Day Yes Default x Test Report ABCReport The first report uses the ABCReport template runs daily covering the data for the day before The second report uses the Test Report template runs once at the end of the week covering the data for that week The third report again uses the ABCReport template runs on the first of every month covering the data for the last quarter Different combinations of frequency and period can be selected from the dropdown lists 2 Editing a scheduled report A scheduled report can be deleted using the the button next to the delete button button on the right A scheduled report can be re run using Any field in the report can be edited by double clicking on the field which will display a dropdown of available options Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 14 LiquidMetrix ReportGenerator Manual LI Q u i d M etrix Best Execution Quantified Report Name Frequency Period Enabled BIC D ERI Day Yes Default r 9 K ri x Test Report ABCReport
17. unterparty CP1 with Currencies GBX or EUR Please Note After all the above changes have been made it is necessary to click the Save Changes button on the top right to save this template save LNanges 3 Running Ad Hoc reports Once a template has been created an ad hoc report can be run at any time from the bottom section of the Reports tab using the selected template Run Ad Hoc Te run the above report as a one off instance please use the options below This report will then be queued to run with priority Period Last Month T ac TCAPOOLBIC Y Run Ad Hoc In the above example all data for Last Month based on the most recent date of the data provided for the user TCAPOOLBIC will be reported when the Run Ad Hoc button is clicked Intelligent Financial Systems Limited All rights reserved LiquidMetrix ReportGenerator User Manual Page 13 LiquidMetrix ReportGenerator Manual LI Q u d M etrix Best Execution Quantified B Scheduling pre configured reports Once a template has been created it can be scheduled to run Daily Weekly or Monthly for a pre defined period The reports will be generated in the format specified on the Reports tab These will be stored in the location specified on the Configuration tab Reports Output Folder The file name will include the name ofthe template schedule period for which it was run and the date on which it was run E g ABCReportDailyDay_20110812 1 Setting up a new scheduled
18. x and specifying the desired number of trades in the text box These trades can be ordered by various parameters which can be selected from the Order by dropdown There is also an option to print the Glossary which will appear at the end of the report Summary Breakdown Tables To Include Rows Z Venue 15 E Country 150 E Instrument 15 Z Counterparty 20__ J E Trade Size 15 E PM ID 15 E Month 15 J v Trading Day 30 E Hour Of Day 15 J E Broker 15 J E Trader 15 CD Trading Network ags C User Defined 15 Settlement 15 Performance Column Success Show Percentage Based on Trade Count Show Improvement in BPS and Values The above section lists the tables that are available to be displayed on the report Checking and un checking the box enables the particular tables in the report In the above example three tables Venue Counterparty and Trading Day will be printed with maximum 15 20 and 30 rows respectively The Performance Column shows the performance per parameter venue country counterpart etc and can be displayed as Success Worse or At Better The above performance percentage can be shown based on total trade count or the total trade value The Improvement column can be shown in BPS only or BPS and values Use Trade Time benchmark for performance Hilo
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