<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>3</documentType>

    <periodOfReport>2007-11-08</periodOfReport>

    <noSecuritiesOwned>0</noSecuritiesOwned>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001263972</rptOwnerCik>
            <rptOwnerName>D. E. SHAW LAMINAR PORTFOLIOS, L.L.C.</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>39TH FLOOR, TOWER 45</rptOwnerStreet1>
            <rptOwnerStreet2>120 WEST FORTY-FIFTH STREET</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10036</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>See footnotes 1 and 2</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001277502</rptOwnerCik>
            <rptOwnerName>D. E. SHAW &amp; CO, L.L.C.</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>39TH FLOOR, TOWER 45</rptOwnerStreet1>
            <rptOwnerStreet2>120 WEST FORTY-FIFTH STREET</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10036</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>See footnotes 1 and 2</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001009268</rptOwnerCik>
            <rptOwnerName>D. E. SHAW &amp; CO, L.P.</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>39TH FLOOR, TOWER 45</rptOwnerStreet1>
            <rptOwnerStreet2>120 WEST FORTY-FIFTH STREET</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10036</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>See footnotes 1 and 2</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001023870</rptOwnerCik>
            <rptOwnerName>SHAW DAVID E</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>39TH FLOOR, TOWER 45</rptOwnerStreet1>
            <rptOwnerStreet2>120 WEST FORTY-FIFTH STREET</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10036</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>See footnotes 1 and 2</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>4396392</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">The securities of the Issuer to which this form relates are held directly by D. E. Shaw Laminar Portfolios, L.L.C. (&quot;Laminar&quot;) and D. E. Shaw Synoptic Portfolios 2, L.L.C. (&quot;Synoptic&quot;).  D. E. Shaw &amp; Co., L.P. (&quot;DESCO LP&quot;), as investment adviser to Laminar and Synoptic; D. E. Shaw &amp; Co., L.L.C. (&quot;DESCO LLC&quot;), as managing member of Laminar and Synoptic; and David E. Shaw (as president and sole shareholder of D. E. Shaw &amp; Co., Inc., which is the general partner of DESCO LP, and as president and sole shareholder of D. E. Shaw &amp; Co. II, Inc., which is the managing member of DESCO LLC), may be deemed to be the beneficial owners of more than 10% of the Common Stock of the Issuer for purposes of Rule 16a-1(a) of the Securities Exchange Act of 1934.</footnote>
        <footnote id="F2">(Continued from Footnote 1)  In accordance with General Instruction 5(b)(iv), the entire number of shares of Common Stock that may be deemed to be beneficially owned by Laminar, Synoptic, DESCO LP, DESCO LLC, or David E. Shaw are reported herein.  Each of Laminar, Synoptic, DESCO LP, DESCO LLC, and David E. Shaw disclaims beneficial ownership of the securities listed in this Form 3, except to the extent of any pecuniary interest therein.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>D. E. Shaw Laminar Portfolios, L.L.C.  By: D. E. Shaw &amp; Co. L.L.C., as Managing Member  By: /s/ Rochelle Elias, Chief Compliance Officer</signatureName>
        <signatureDate>2007-11-19</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>D. E. Shaw &amp; Co., L.P.  By: /s/ Rochelle Elias, Chief Compliance Officer</signatureName>
        <signatureDate>2007-11-19</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>D. E. Shaw &amp; Co., L.L.C.  By: /s/ Rochelle Elias, Chief Compliance Officer</signatureName>
        <signatureDate>2007-11-19</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>David E. Shaw  By: Rochelle Elias, Attorney-in-Fact</signatureName>
        <signatureDate>2007-11-19</signatureDate>
    </ownerSignature>
</ownershipDocument>
