This article outlines common technology, networking, and trading strategy decisions needed to achieve ultra-low latency.
Creating complex orders requires an understanding of the structure of the options and futures markets. Here’s what you need to know to trade this order type.
Micro e-mini futures aren’t just for less sophisticated investors. They also can provide useful liquidity and precision for institutional traders.
The Consolidated Tape Association’s quote and trade feeds provide an affordable source of top-of-book market data. Here’s your easy guide to using them.
Calendar spreads are a useful futures product for hedging, market exposure, and alpha generation. Learn the basics and the market data needed to use them.
The true costs of options are not reflected in the low exchange fees. This article outlines the infrastructure and network costs of options market data.
Matching options market data to latency, market depth, and complex order needs is critical to a firm’s profitable trading.
The US futures market maintains relatively centralized liquidity. Still, understanding the market structure ensures you have defined feed set requirements.
The continuing popularity of index options highlights unique ways to cut costs on trading.
The unique structure of the options market creates conditions that impact liquidity, which can affect alpha capture and execution strategies.
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