News
2025.05.01
BlockCross Reaches Record Conditional Order Volume, Enhancing Market Efficiency
In Q1 2025, BlockCross saw a 58% YoY increase in conditional order executions across Hong Kong and emerging markets, with professional traders relying more heavily on efficient execution and hidden liquidity.
2025.03.11
Next-Gen AI Strategy Model Launches, Optimizing Institutional Trade Timing
The latest AI model significantly improved entry and exit precision for mid-to-large block trades, reducing slippage and market impact.
2024.12.20
BlockMatch Usage in Asia Rises 40% YoY, Becomes Safe Haven in Volatile Markets
Institutional trading in Hong Kong, Japan, and Singapore increasingly gravitated toward BlockMatch for reduced risk exposure.
2024.10.05
Singapore Trading Node Upgraded, API Latency Reduced to 8ms
Enhanced data center infrastructure improved regional coverage and stabilized programmatic trading.
2024.08.19
Defensive Trading in HK Stocks Surges, Conditional Orders Rise Rapidly
A shift to high-dividend and consumer stocks in Hong Kong reflects a broader move toward low-volatility assets.
2024.06.06
Phase III Retail Education Program Launches with Strong Participation
INST's educational initiatives attracted hundreds of new retail investors through live strategy simulations.
2024.03.15
Structural Shift in Capital Flows: BlockCross Share Tops 12%
Institutions prefer anonymous execution. Conditional orders are increasingly popular among HNWIs and family offices.
2023.12.02
AI Strategy Tests Show Best Returns in HK and SG Markets
Algorithmic models showed the most stable performance in Hong Kong and Singapore across multi-market tests.
2023.09.10
Helix Smart Routing V5 Launched, Enhances Cross-Market Execution
New version supports conditional and split-order strategies, improving large trade execution reliability.
2023.07.01
Dark Pool Strategies Reshape Institutional Portfolios
BlockMatch saw greater adoption in block trades, enhancing slippage control and execution stealth.
2023.04.23
Real-Time Quote Module Upgraded with Risk Control and Latency Monitoring
Enhanced real-time anomaly detection boosts algorithmic strategy feedback precision.
2023.01.18
BlockCross Deployed Globally, Goes Live in Asia
The conditional order management platform launched in Hong Kong, Singapore, and Tokyo.
2022.11.10
INST acquires FIS Execution Services, Enhances Strategy Signals
Fox River alpha models integrated into algorithmic systems to boost prediction and execution accuracy.
2022.07.20
BlockMatch Asia Dark Pool Launched, Supports Hidden Block Execution
Tailored for large orders in Asia-Pacific, this dark pool meets growing demand for discreet trading.
2021.12.15
Conditional Order Education Module Rolls Out, Promotes Trading Concept Shift
Professional training programs spread knowledge of conditional orders and risk control.
2021.10.01
FIX Protocol Upgrade Boosts Data Sync Efficiency by 30%
Added message-recovery logic and quote integrity checks to enhance trade stability.
2021.07.12
Helix Routing System Enters Asia, Launches in HK and SG
Supports real-time condition monitoring and automated cross-market trade strategies.
2021.04.22
OMS Upgrade Enables Real-Time Cross-Account Monitoring
Supports multi-role operations and regulatory integration for enterprise compliance.
2020.12.03
INST Forms Global Research Alliance with Wolfe Research
Clients gain access to research insights integrated with strategic trading models.
2019.06.20
50th Anniversary of Fintech Innovation
Instinet releases a special edition highlighting milestones since 1969 and its role in driving electronic trading transformation.
2017.09.14
Acquires BlockCross ATS, Expands Conditional and Block Trading Functions
Strategic acquisition enhances block execution and extends use cases for high-frequency trading.
2015.03.01
INST Europe Becomes FCA-Authorized Payment Broker
In response to MiFID II, INST Europe becomes the first broker to gain this certification.
2014.11.18
Automated Trading Dominates: Over 75% of U.S. Equity Volume via Systems
Stats reveal the majority of U.S. stock trades now executed through algorithms and automation.
2012.08.10
Global Regulations Tighten, INST Joins Nomura's Global Execution Unit
INST is fully integrated into Nomura's execution framework to meet new transparency and risk standards.
2009.06.30
BlockMatch MTF Launches in Europe, Ushering Hidden Block Trading Era
INST introduces its dark pool to reduce market impact on large trades.
2006.04.12
Chi-X Europe Launches, Becomes Largest Pan-European Platform in 5 Years
INST’s stealth launch reshapes trading with low-cost, high-efficiency execution.
2005.06.01
Reg NMS Implemented, Fuels Growth in Electronic and Dark Pool Trading
SEC reform boosts quote transparency, paving the way for HFT and alternative venues.
2001.10.03
IBM Research Finds Algorithmic Trading Outperforms Humans
Study confirms systematic strategies provide more consistent returns in various market scenarios.
1999.07.21
INST Launches Helix Smart Router, Enhancing Execution
Helix dynamically routes orders based on market depth and price, improving outcomes.
1997.05.06
SEC Order Handling Reform Triggers U.S. Tech Revolution
New regulations stimulate growth in electronic trading, benefiting pioneers like Instinet.
1993.03.01
INST Releases Early Order Management System (OMS)
OMS offers integrated order, risk, and reporting tools for institutional trading.
1992.09.18
FIX Protocol Introduced, Standardizes Trade Communication
Establishes the global foundation for electronic trading automation.
1987.10.26
SOES System Launched, Automates Small Orders on NYSE
Instinet automates low-volume execution, beginning the shift to electronic trading.
1986.02.20
Time-Based Cross Trading Introduced, Revolutionizes Price Formation
Cross-matching architecture increases liquidity and execution speed.
1984.12.10
SuperDOT Debuts, Direct Orders to NYSE Specialists
First time electronic orders bypass manual steps, entering a semi-automated era.
1977.08.04
First Quotation Montage System Introduced, Real-Time Pricing Begins
INST launches green-screen terminals, integrating multiple price feeds and enhancing decision-making.
