Supercharge AG Grid with FDC3, audit and no-code config

Real-time model prices for corporate and municipal bonds

Rules-based automated execution of RFQ orders from the OMS

Call REST APIs and the open-source AladdinSDK to read and write portfolio, order, trading and compliance data, building custom workflows beyond native Aladdin screens

Automated, randomized broker/algo selection with a performance feedback loop

Extracts structured data from private-markets documents at scale

Cloud-native order and portfolio management for hedge funds and asset managers — stage, route and monitor orders with built-in compliance, in the browser.

Search and monitor filings, transcripts, expert calls, and broker research

AI agents automating due-diligence, credit and risk deep work

Order and execution workflow for private bank bond desks

Rebalance and construct portfolios against factor risk models

Cloud multi-asset factor risk analytics via API-first platform

Deep-learning security rankings and signals for asset managers

Allocator CRM for diligence notes, meetings and fund data

Fast SEC filing and transcript retrieval, search, and navigation

Trade FX, equities and rates against Barclays liquidity and algos

Customize Barclays research, dashboards, alerts and analytics

License research-led datasets via self-service catalogue and SFTP

Equity portfolio management with Barra factor risk and alpha signals

Multi-asset factor risk, stress testing and performance attribution

Real-time equities newsfeed, WIIM context, calendars; licensable data APIs

Independent multi-asset TCA measuring FX, fixed income, equity execution quality

Research agents over one billion documents with citation trails

Capture, tag and search investment research; pipeline workflow

Blotter-integrated conditional-order network alerting traders to block matches

European and Asian MTF dark books with conditional-order block crossing

Pull real-time, historical and reference data programmatically into desktop or server apps - BLPAPI free to download against an entitled Terminal; SAPI and B-PIPE licensed for enterprise/cloud delivery

Log in for real-time multi-asset data, news, analytics and compliant chat, and launch order, execution and risk functions - the desk hub the rest of the Bloomberg stack hangs off

Agentic AI workspace purpose-built for alternative investment managers

Read BofA Global Research on web and mobile

Execute FX with Instinct algo strategies and liquidity access

Access BofA research, analytics and portfolio tools in one login

Web portal for enriched TRACE and Trax trade data

Agentic monitoring of 150k+ sources generating portfolio-tailored ideas

Build, backtest and publish quant research in a hosted Python/JupyterLab environment with programmatic access to 17,000+ Bloomberg data items; BQuant Enterprise is cloud/browser-delivered

AI agents running primary-research diligence with expert voice interviews

Autonomous research agents produce cited briefs across filings and deal rooms

Dealer-to-dealer cash Treasury and repo electronic trading venue

Dealer-to-client RFQ trading for repo and credit

Benchmark execution quality against 250+ benchmarks and automate best-execution and surveillance reporting; the Data Access extension exposes TCA data to Python in the client's own cloud

AI-driven algo and broker selection — a smart algo wheel that routes each equity order to the best-performing strategy from the desk's own execution data.

Pull independent evaluated prices for 2.7M+ fixed income and OTC derivative instruments daily to mark books, support NAVs and defend valuations with BVAL Score transparency

Emerging-market macro database with China depth; 22M time series

Build models, generate orders, run pre- and post-trade compliance and execute across asset classes in one OEMS blotter wired to a 500+ broker FIX network

Embeddable HTML5 financial charting with FDC3 context sharing

Read Citi research and trade eFX in one HTML5 platform

Analyze custody and fund data through dashboards and Open APIs

Regulated bitcoin and ether reference rates and real-time indices

Self-service portal and API for CME historical data

Front-end to trade CME futures, options and blocks

FOMC rate-move probabilities implied by Fed Funds futures

All-to-all spot FX book linked to FX futures liquidity

Analyze bid-ask spreads, book depth and cost to trade

Direct low-latency multicast feed for Globex market data

Self-service WebSocket stream of live futures and options prices

Real-time CME market data via Google Cloud Pub/Sub

Forward-looking SOFR term rates for loan pricing and valuation

One-screen dashboard of Treasury yields, auctions, Fed expectations

Credit data, dynamic models and AI analysis in Excel

Broker-neutral CSA/RPA platform paying 3,000+ research providers

Card-panel spend KPIs across 12,000+ brands for consumer names

Real-time algorithmic prices for ~40,000 global bonds

Cross-asset implied volatility indexes from CME options markets

Source-linked fundamentals powering one-click model updates in Excel

AI event detection from public data before mainstream news wires

Deep macro and cross-asset history for strategy research

Interdealer CLOB, session and hybrid wholesale fixed income trading

Deal and capital-markets intelligence across ECM, DCM, leveraged finance, loans and M&A — new-issue pipelines, league tables and origination-to-distribution data.

Streaming dealer prices and axes delivered directly via API

WSJ and Newswires real-time news as embeddable desktop modules

CRM, deal flow, research and IR for alternatives

Relationship-based streaming FX liquidity from bank, non-bank makers

Anonymous CLOB for spot FX, NDFs and precious metals

Route, work and monitor equity, futures and options orders to 3,700+ broker destinations from the EMSX blotter, with programmatic order-lifecycle control through the EMSX API

Streaming real-time fair-value bid/ask calculation for ETFs

Native-Excel agent for multi-hour autonomous financial analysis

Manage portfolios, orders, execution and IBOR on one single-database SaaS platform delivered across desktop, web and mobile - no OMS-to-accounting reconciliation gap

Maps 75+ alternative datasets to tickers; dashboards and KPI forecasts

Post-trade TCA reporting across brokers, algos, venues, and benchmarks

Run portfolio construction, order/execution management and accounting front-to-back in a born-in-the-cloud platform delivered entirely through a web browser

Aggregate broker liquidity, run algos and manage execution risk across global equities, futures and options from a multi-broker execution blotter (formerly RealTick)

Manage the full buy-side order lifecycle - modeling, order generation, broker routing, allocations - with FIX connectivity to custodians and counterparties

Geographic revenue exposure estimates by country and region

Production MCP endpoint exposing FactSet APIs to AI agents

Conversational AI assistant across FactSet content and workflows

Revenue-based sector taxonomy classifying company business lines

Customer, supplier, competitor and partner relationship network data

AI-derived ESG signals from unstructured real-time sources

Integrated analytics workstation for research, portfolio and banking workflows

OTC and FMX-exchange market data across rates, credit, FX and commodities

Cited memo drafting and event-triggered research workflows for banks

AI analyst over filings; agents build models and memos in Office

AI-native fundamentals terminal with API and MCP access

Manage order lifecycle, allocations, compliance and real-time portfolio risk for multi-manager funds on an OEMS built over FlexTRADER's execution layer, with a gRPC order-lifecycle API

Route and execute orders across equities, FX, futures, options and fixed income from a broker-neutral blotter, with algo wheel and TCA feedback steering low-touch flow

US interest-rate futures exchange, cash Treasuries and spot FX — the CME challenger

Execution algorithms (Fan, Oasis, Covert, Catch) reached via EMS/FIX

Benchmark equity and multi-asset index data and analytics

Normalize custody, accounting and middle-office data via API or Snowflake

Primary interbank CLOB for spot and forward FX

Multibank FX dealer-to-client execution across 200+ liquidity providers

Low-code build of container-native, FDC3-ready markets apps

Anonymized peer database benchmarking executions against comparable institutional flow

Cross-asset research, data, analytics and execution in one client workspace

Query GS tick-level cross-asset data inside your AWS environment

Run GS FX algos and hit streaming swap axes

Vintage-consistent macro time series; the economist's daily standard

Grid-based agent analysis across thousands of documents for screens and memos

High-precision AI co-analyst over filings and transcripts

Consensus and detail analyst estimates history since 1976

Benchmark bond and CDS index data for credit markets

Research, trade and report money market fund investments

Benchmark fixed income index family with real-time levels

Compliant trader messaging with quote parsing and pricing

AI pre-trade analytics ranking bond counterparties and costs

Cross-asset desktop for energy pricing, analytics and trading

Normalized multi-venue real-time market data feed

Continuous evaluated prices for 2.5 million fixed income instruments

Real-time in-trade dashboard tracking list cost, liquidity, and tactics

Equity execution algorithms — Nighthawk, Cobra, VWAP — reached via EMS/FIX

On-demand pricing and risk analytics for OTC derivatives

Share live, governed data between apps, chats and desktops

Run automated best-execution and outlier reports, drill into executions against depth-of-market context, and benchmark SOR/algo performance across venues for regulatory obligations

Execute FX with JPM algos from desktop, mobile or API

Research, data and trade analytics across every JPM franchise

Discover and pull 50M+ JPM time series via REST or Excel

Daily point-in-time macro quantamental indicators for systematic strategies

Turns messy web data into monitored, structured investment signals

Autonomous AI quant researching, testing and validating trading signals

Natural-language, deterministic retrieval of S&P data for LLM workflows

Charting, screening, and watchlist dashboards for daily market monitoring

Model portfolios, raise and route orders, and run automated pre/post-trade compliance in real time on ION's buy-side OMS line (Capstone/Minerva/Sentinel heritage)

Arrange multi-asset monitors, charts, news and alerts into a multi-panel desktop workspace - the surface third-party Terminal Connect integrations pin into rather than a standalone product seam

Run portfolio construction, order raising and compliance in a browser-based cloud IMS with full UI/API parity - anything a user can do on screen is available via API

Multi-agent monitoring and screening across 57,000+ global companies

Institutional cash-equity dark pool for block crossing; SmartDark liquidity-seeking algo

Corporate-bond dark pool; anonymous peer-to-peer plus dealer block credit liquidity

Streaming and order book trading in US Treasuries

Low-latency consolidated real-time market data feed, cloud-delivered

Flagship data, news and analytics desktop for cross-asset workflows

FPGA ultra-low-latency DMA, raw market data, hosting for quant firms

Analyst-curated KPI data and research on 1,400+ companies between prints

300M+ normalized global time series for macro charting and models

Basket execution for credit portfolios with CP+ pricing

Trade matching and MiFIR/EMIR regulatory reporting

Pull GS datasets and risk analytics into your own stack

Visual dashboards blending GS and partner data with commentary

Chart and backtest GS trading-floor time series without code

Run exposure, scenario and stress analysis, XVA and collateral workflows across cash and OTC derivative books, with the MARS API delivering risk output programmatically on SAPI/B-PIPE rails

Anonymous mid-point matching sessions for credit dealers

AI workflows producing client-ready Word, Excel, PowerPoint outputs

Trade FX spot, forwards, options and algos with MS liquidity

Integrate MS pricing and post-trade data into client systems

GenAI risk copilot summarizing portfolio risk and performance drivers

Single cloud entry point to MSCI analytics, dashboards and apps

Negotiate, share IOIs and axes, and capture compliant counterparty conversations in Instant Bloomberg chat - the communication layer wired through the rest of the Terminal workflow

Multi-asset real-time newswire licensed into desktops and AI assistants

Real-time pre-trade bond axes and inventory from 34 dealers to the buy-side

Broker-neutral multi-asset EMS unifying single-stock, pairs, portfolio trading

Specialized research agents over filings, transcripts, private markets

Decompose P&L and exposures into factors; AI teammates run analyses

API library exposing Virtu TCA, cost models, and market data

All-to-all anonymous credit liquidity marketplace

Open data workspace uniting analysts, quants and AI agents

Managed video for earnings calls, NDRs and investor events

Track open interest migration through quarterly futures rolls

Independent OTC pricing, indices and TCA across 1M+ rates, FX and commodity instruments

Wholesale electronic spot-FX venue with HFT-neutralizing randomized matching

Foot-traffic analytics for retail, restaurant and REIT nowcasting

End-to-end commission management: budgets, CSA/RPA payments, broker voting

Evaluate positions, performance attribution and multi-dimensional risk/scenario analysis, pulling PORT Enterprise output programmatically into Excel, Power BI or Python via a documented REST API

Test portfolio constructs against risk, cost, tax constraints; generate trade lists

Screens thousands of companies into cited theses and thesis monitors

Stage, route and manage algorithmic and basket orders across equities, derivatives, FI and FX from a broker-neutral blotter with 400+ destinations; FDC3 interop via 2025 interop.io collaboration

Anonymous block-crossing network surfacing matches from trader blotters, 38 countries

Broker-neutral execution algos for equities, FX, fixed income

Watch Virtu algos and routers work, order by order, in real time

Converts PDFs and charts into firm-standard Excel data

Live earnings audio, transcripts, and slides with instant AI summaries

Web options analytics: pricing, vol, open interest, strategy testing

Manage multi-asset order flow, smart order routing and algo execution across 100+ venues; a live read-only MCP layer (QuodIQ Observe) lets an LLM query execution and order data

Algorithmic execution for US Treasuries and rate futures

Official S&P ratings research and credit analytics module

D2C credit trading and data platform unifying Neptune data with Liquidnet FI liquidity

Broker-neutral EMS embedded natively in LSEG Workspace

Knowledge-graph co-pilot for market, scenario, and portfolio questions

Real-time Reuters headlines and machine-readable news for desks

Bilateral multi-dealer RFQ for ETFs and derivatives

VaR, stress and scenario risk analysis across portfolios

Monitor real-time exposure, sensitivities, VaR, stress and margin across 10+ asset classes for banks and prime brokers, extracting risk data via REST API and Snowflake sharing

Finance-tuned agents turning one prompt into decks, models, and memos

Rebar's multi-asset order and execution management platform — stage, route and work orders across asset classes natively inside the workspace.

Fundamentals, estimates and research desktop with ChatIQ AI

Energy and commodities benchmarks, news and analytics platform

Expert AI agents for financial research and multi-step reasoning

Narrative intelligence knowledge graph over 100K podcast transcripts

Builds DCF, LBO, and comps models in Excel from prompts

Run portfolio management, order raising, compliance and investment accounting on one front-to-back IBOR platform; SimCorp One wraps Dimension with cloud delivery and Web/Streaming APIs

Web and app traffic KPIs for nowcasting digital-business revenue

Trade equities, futures and options from a lightweight cloud EMS with web, desktop and mobile clients and FIX/API connectivity into any OMS - FlexNOW rebranded to Spark in April 2023

Quant alpha models and analyst-ranking scores for stock selection

Distilled real-time company news summaries for market professionals

Holdings-based style skyline profiling of funds versus peers

Build governed AI agents on chat with MCP tools

Embed Symphony chat inside any web app or platform

Compliant real-time chat and rooms for markets workflows

Centralize research notes, documents and contacts with compliance

Natural-language querying of credit market data and flows

Multi-agent market-intelligence platform — natural-language querying, daily idea alerts and thematic scans, with a tracked record of previously flagged ideas.

Expert-call transcripts and interviews for channel checks and diligence

Petabyte-scale historical tick data back to 1996

Cloud multi-asset OEMS for institutional trading desks

Hybrid electronic venue across FX, rates, equities, fixed income and structured products

Tradition's multi-asset OTC-derivatives electronic venue; interest-rate swaps flagship

Bond-level liquidity scores and RFQ response prediction

Unified API network for FX trade analysis and LP collaboration

Route and automate orders across equities, fixed income, derivatives and crypto with AutoRoute/AlgoWheel automation and a 250+ broker network on a cloud-native platform

Pre-trade cost forecasting, trade scheduling, and portfolio-construction analytics

MiFID II post-trade publication and assisted reporting service

Licensed fixed income pricing, axes and volume data feeds

End-of-day benchmark prices for gilts, Treasuries, European governments

Multi-dealer RFQ venue for rates, credit, ETFs and derivatives

Benchmark execution quality against Tradeweb composite prices

Fast global indicator, calendar and forecast reference with API

Embed TradingView charts in your app with your data

Independent OTC derivatives and commodities market data from Tradition's brokerage

European fixed income activity data from Trax processing

Consolidated, cleansed global bond trading activity feed

Multi-asset EMS for equities, FI, FX, futures across 700+ brokers

Company environmental and carbon metrics for portfolio analysis

Execute and manage fixed income orders across 40+ electronic venues with real-time inventory, pricing and STP; Bloomberg's go-forward FI EMS (TEMS) comes via the 2023 Broadway Technology acquisition

Trade futures and options on the MD Trader ladder in browser, desktop or mobile, design automated strategies in Algo Design Lab, and route across TT's global exchange network

Forecast costs pre-trade, monitor executions live and run peer-benchmarked post-trade TCA and surveillance across equities, FI, FX, options and futures inside the TT platform

Agentic AI workforce for banks and asset managers

Returns-based factor analysis for allocator portfolios and managers

Insider transactions, buybacks and filings analytics for stock pickers

Research notes, idea pipeline and collaboration system of record

Measure execution costs pre-, in-, and post-trade across asset classes

Line-item consensus from full sell-side models for estimate variance work

Forward-looking corporate event calendar: earnings dates and revisions

Agentic due-diligence and company research reports in minutes

KYC screening against sanctions, PEP and adverse-media risk data

Next-generation front end for credit trading and analytics

Automated bulk delivery pipeline for S&P datasets

Pull venue-normalized tick data and dashboards to benchmark execution quality, monitor lit/dark liquidity and build best-execution and broker-selection reports across 120+ venues

Fund screening, portfolio comparison, and client-ready charts and proposals

Ticker-level consumer KPI signals from transaction and receipt panels, pre-earnings