With consolidated tape regimes going live and liquidity signals becoming more visible, the expectation is that execution should become smarter and more precise. Yet many desks continue to struggle with fragmented data feeds, duplicated reporting, unreliable axes and inconsistent liquidity indicators.

In this session, buy-side heads of trading share unfiltered practical solutions on where they are placing their biggest strategic bets: What standards are needed to improve liquidity assessment? How should data be aggregated and prioritised to strengthen Best Execution? And how can the industry move from information overload to actionable execution intelligence?