-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
Originator-Key-Asymmetric:
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 TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
 HZ6tUX+f7UL3zk4Bf9k8Eo1YXdL0g1+kOWx7n0GYJALe/ZouuL4vrEybdvKO+Xdd
 CdU5cuUBMa2zKYpMwlZfKw==

<SEC-DOCUMENT>0001019557-03-000001.txt : 20030624
<SEC-HEADER>0001019557-03-000001.hdr.sgml : 20030624
<ACCEPTANCE-DATETIME>20030624125748
ACCESSION NUMBER:		0001019557-03-000001
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20030620
FILED AS OF DATE:		20030624

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			KING ROBERT L
		CENTRAL INDEX KEY:			0001019557

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	333-78309
		FILM NUMBER:		03754713

	BUSINESS ADDRESS:	
		STREET 1:		C/O CORP EXPRESS INC
		STREET 2:		325 INTERLOCKEN PKWY
		CITY:			BROOMFIELD
		STATE:			CO
		ZIP:			80021

	MAIL ADDRESS:	
		STREET 1:		C/O CORP EXPRESS INC
		STREET 2:		325 INTERLOCKEN PKWY
		CITY:			BROOMFIELD
		STATE:			CO
		ZIP:			80021

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			INVESTMENT TECHNOLOGY GROUP INC
		CENTRAL INDEX KEY:			0000920424
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
		IRS NUMBER:				133757717
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		380 MADISON AVE
		STREET 2:		2ND FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10017
		BUSINESS PHONE:		2125884000

	MAIL ADDRESS:	
		STREET 1:		11100 SANTA MONICA BLVD
		STREET 2:		12TH FLOOR
		CITY:			LOS ANGELES
		STATE:			CA
		ZIP:			90025
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>primary_doc.xml
<DESCRIPTION>PRIMARY DOCUMENT
<TEXT>
<XML>
<?xml version="1.0"?>

<ownershipDocument>

    <documentType>4</documentType>

    <periodOfReport>2003-06-20</periodOfReport>


    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000920424</issuerCik>
        <issuerName>INVESTMENT TECHNOLOGY GROUP INC</issuerName>
        <issuerTradingSymbol>ITG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001019557</rptOwnerCik>
            <rptOwnerName>KING ROBERT L</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>  </rptOwnerStreet1>
            <rptOwnerStreet2>  </rptOwnerStreet2>
            <rptOwnerCity>  </rptOwnerCity>
            <rptOwnerState>  </rptOwnerState>
            <rptOwnerZipCode>  </rptOwnerZipCode>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeSecurity>
        <securityTitle>
            <value>Option (right to buy)</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>18.51</value>
        </conversionOrExercisePrice>
        <transactionDate>
            <value>2003-06-20</value>
        </transactionDate>
        <transactionCoding>
            <transactionFormType>4</transactionFormType>
            <transactionCode>A</transactionCode>
            <equitySwapInvolved>0</equitySwapInvolved>
        </transactionCoding>
        <transactionTimeliness>
            <value></value>
        </transactionTimeliness>
        <transactionAmounts>
            <transactionShares>
                <value>6141</value>
            </transactionShares>
            <transactionValue>
                <value>0</value>
                <footnoteId id="F2"/>
            </transactionValue>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <exerciseDate>
            <value>2004-06-20</value>
            <footnoteId id="F1"/>
        </exerciseDate>
        <expirationDate>
            <value>2008-06-20</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>6141</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>6141</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeSecurity>

    <footnotes>
        <footnote id="F1">Options vest in three equal installments, with the first installment vesting on 6/20/04</footnote>
        <footnote id="F2">Grant of option</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Sophia Lee, by Power of Attorney filed with Form 5 dated Dec 31, 2002</signatureName>
        <signatureDate>2003-06-24</signatureDate>
    </ownerSignature>

</ownershipDocument>

</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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