-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
Originator-Key-Asymmetric:
 MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen
 TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
 UEHJH/6/RuG7jJ0I04etTEeASoSJzNdKDVFwc79DXYkHRRevIEU8EUlfCdbe+qbQ
 7FBIXgv7NHlM0mptWnJ4Rw==

<SEC-DOCUMENT>0001225742-03-000001.txt : 20030703
<SEC-HEADER>0001225742-03-000001.hdr.sgml : 20030703
<ACCEPTANCE-DATETIME>20030703110835
ACCESSION NUMBER:		0001225742-03-000001
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20030702
FILED AS OF DATE:		20030703

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

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			GARONZIK NEAL S
		CENTRAL INDEX KEY:			0001225742

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	333-78309
		FILM NUMBER:		03774076

	BUSINESS ADDRESS:	
		STREET 1:		C/O ITG INC
		STREET 2:		380 MADISON AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10017
		BUSINESS PHONE:		6072553645

	MAIL ADDRESS:	
		STREET 1:		C/O ITG INC
		STREET 2:		380 MADISON AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10017
</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>2003-07-02</periodOfReport>


    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001225742</rptOwnerCik>
            <rptOwnerName>GARONZIK NEAL S</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>

    <nonDerivativeSecurity>
        <securityTitle>
            <value>Common Stock</value>
        </securityTitle>
        <transactionDate>
            <value>2003-07-02</value>
        </transactionDate>
        <transactionCoding>
            <transactionFormType>4</transactionFormType>
            <transactionCode>A</transactionCode>
            <equitySwapInvolved>0</equitySwapInvolved>
        </transactionCoding>
        <transactionTimeliness>
            <value></value>
        </transactionTimeliness>
        <transactionAmounts>
            <transactionShares>
                <value>670</value>
            </transactionShares>
            <transactionValue>
                <value>18.68</value>
            </transactionValue>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>41644</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </nonDerivativeSecurity>


    <ownerSignature>
        <signatureName>Sophia Lee by Power of Attorney filed with Form 4 dated September 23, 2002</signatureName>
        <signatureDate>2003-07-03</signatureDate>
    </ownerSignature>

</ownershipDocument>

</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----