Millennium is an SEC-registered alternative trading system (ATS) that provides subscribers with anonymous access to a pool of liquidity comprising orders submitted to Convergex by its clients and broker-dealer subscribers. It is one of the industry’s most comprehensive continuous ATSs in the U.S. equity market, aggregating liquidity in more than 6,500 symbols daily.


Key Benefits

Larger execution size & price improvement

  • Mid-Point Execution Only: “Trade-At” ready
  • Mitigate Latency Arbitrage: No intra-datacenter cross-connects
  • Conditional Orders

Learn more about Millennium Execution Protocols
See the Millennium FIX Specifications
See the Millennium Form ATS



  • High speed, high throughput and low latency
    • Round trip: Carlstadt/NY4: 320 microseconds
    • Round trip: in and out of system: 30 microseconds
  • Direct market data feeds
  • Developed and hosted by Thesys Technologies




Monthly Report: March 2017

Click To Enlarge

*Millennium data includes Midpoint Book and Directed Match flow



Weekly Top 50 Symbols by Volume

Listed Alphabetically

  Week Ending April 21, 2017


Americas:  800.342.6637
Europe:  +44.20.7070.0130