Instinet launches liquidity aggregation algorithm

Electronic broker Instinet has launched a 'stealth liquidity aggregation algorithm' called Nighthawk that simultaneously accesses ECN and major dark pools of liquidity, including Liquidnet H20, NYFIX Millennium and Pipeline.

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Instinet launches liquidity aggregation algorithm

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Instinet says the Nighthawk algorithm, which is available through its Newport and Trading Portal front-ends, allows traders to choose among three visibility levels - grey, dark grey and black - depending on their desired execution timeframe and visibility preferences.

The algorithm helps traders avoid paying the spread through passive pricing tactics and manages the allocation of the order to the various market venues.

Michael Plunkett, president, North America, Instinet, says: "While fragmentation has always been a concern, traders now have technologies like Nighthawk to help them access these not only these hidden liquidity pools, but also ECNs, thereby improving their chances to achieve best execution while retaining anonymity."

In January Instinet launched a 'stealth order management' algorithm called Cobra that is designed to offload large stock orders while leaving the spread unchanged.

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