It is difficult to get an accurate picture of institutional activity in the markets. The traditional methods for getting a sense of institutional activity, such as surveys or calling people on the phone, are slow and can be inaccurate. AbleMarkets IAI uses publicly available microstructure data to provide a 30-minute average of institutional participation in each of the U.S. traded securities. This index is derived using the latest research on microstructure and Big Data, so you can trust that it is accurate and up-to-date