One platform replaces the back office for commercials, the spreadsheets for markouts, the broker portals for reconciliation and the separate system for live monitoring. Here is every page, and what it tells you.
The live book view: exposure, positions and working orders, aggregated across every book and venue and refreshed continuously.
A single-screen executive summary combining live balances with period-to-date performance.
Every open position across the selected books and venues in real time, with configurable, clickable tiles.
Per-symbol realised volatility over 5 to 60 minutes, so the desk knows whether a move is normal.
Streaming quotes from every configured pricing source, side by side, so a stale or off-market feed is obvious.
Open positions by symbol, by account or as a full list, live or as at any historical date.
The live monitor for the hedging engine: what it is doing now, what it has done, and what it cost.
Every trade, live or historical, in one filterable table with the markout curve for each fill.
Working orders not yet filled or cancelled, with triggers, SL/TP and partial fills visible.
The desk's operational checklist of recurring jobs, with who did what and when.
Forensic post-trade analytics. Every fill is ingested with its quote context, so execution can be measured, not assumed.
Up to twelve firm-wide saved markout views, each a card summarising a slice of flow.
The ad-hoc workbench: query any account, symbol, side or date and read the decay curve.
Quoted spread statistics per symbol: what clients were actually shown, not what the schedule says.
The stored quote history for a symbol, to verify a price, investigate a dispute or check a feed.
Time to fill, slippage and spread over a window: what execution cost, as distinct from what the book made.
What the book made and where it came from, pivoted by client, symbol, LP and day.
The source of truth for EOD P&L, taking equity directly from LP statements and client accounts.
Reconstruct a client position and the hedge against it, and see what each leg contributed.
Everything about one account or one client: equity, P&L, positions, trades, markouts and charges.
How one instrument performed, who traded it, and which liquidity it was hedged against.
A statistical view of closed client outcomes: profit factor, payoff ratio, expectancy and hold time.
What the hedging engine achieved over a period: coverage, slippage paid and spread in versus out.
Where the platform proposes an action rather than reporting a fact, with every proposal traceable to the flow behind it.
Per-symbol buy, sell or neutral signals from deal imbalance, RSI, MACD, moving averages and news gates, backtested against your own flow.
Detectors classify accounts with a confidence score and the evidence behind every match.
Parametric VaR and expected shortfall for any slice of the book, over any horizon, with contributions that sum to the total.
Replays a hypothetical market move through the live book: triggered orders, client close-outs, LP stop-outs and what is owed.
Rules that skew price in the signal's direction while it is on, run in shadow mode first, with a killswitch.
Configurable triggers raise flags against an account; dealers review the evidence, act and clear it.
Scheduled macro events, filterable by importance and currency, so the desk knows what is coming.
The rules, classifications and master data every other page resolves against, edited inline with a full change history.
The rules engine behind automated hedging: NOP, symbol VaR, portfolio VaR, time-based, speed and blackout.
Where Client Flags triggers are defined, tuned and scheduled, and enabled without being deleted.
User-defined labels for the client base, ranked by priority to set each account's primary class.
Trading groups from every platform in one table, with group-level spread and commission settings.
Defines recurring tasks, either system-verified or ticked by a person, with alerts when unfinished.
The master account table: book, lock, trading group and classes, edited inline or in bulk.
The clients behind the accounts, aggregated across platforms to make client-level analysis possible.
The instrument master: every platform-specific name resolves to one core symbol.
Every liquidity provider: connection details, credentials and the statement source used to reconcile.
FIX 4.4 quote sessions to cTrader, PrimeXM, FT Hub and Centroid, hot-reloaded without a restart.
Translates each LP's instrument naming and sizing into the desk's own, without manual conversion.
The accounts hedges are executed through, with the label the hedge rules refer to.
Statements in, reports out: CSV, Excel and PDF, anchored to the 17:00 New York session so a period matches the accounting day.
Liquidity-provider statements, uploaded as a file or pulled from the provider's API.
Internal swaps charged to clients beside the external rates the desk is charged.
EOD snapshot or date-range financial reporting, split by accounts and LPs.
The reconciliation between opening and closing position on every account.
The desk's positions with each LP checked against the provider's statement, net-signed per symbol.
Revshare, rebate and CPA arrangements defined once as reusable profiles.
Binds terms to clients, IBs, groups and LPs with AND/OR matching.
What the arrangements cost and earn for a period: payable, receivable and settled.
Each introducer's book as their partner portal shows it: payouts, client activity and quarter-to-date pace.
The conventions that make forty pages feel like one product.
Book a 30-minute walkthrough and we'll map Insight to your own venues, books and clients.