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Infrastructure and Network Planning

MarketDataPeaks is built on Exegy Ticker Plant appliances in the Equinix NY4 colocation facility that process real-time market data feeds from equities, futures, and options markets in the United States.

The service reports aggregate rates for Securities Information Process (SIP) feeds for equities and options, as well as for direct proprietary feeds for equities and futures.

Rates are reported in messages per second (the rate that trading infrastructure must process data to keep up with the live data feeds) and packets per second (the rate at which networks must transmit data to prevent dropped packets).

In addition, MarketDataPeaks measures microbursts of market data feeds — the rate generated in a one-millisecond interval, which often can be 10 times greater than the rate seen in a one-second interval.

See aggregated data rates for consolidated and direct feeds from major US exchanges or view the rates for individual feeds. Rate information for individual feeds is available to registered users.

USES CASES

  1. Gauging Network Needs

    Infrastructure teams can view market data rates by packets per second, to determine networking requirements for switches and interface cards.

  2. Planning Network Capacity

    Whether market data teams are planning for overhead to protect from a surge or looking to reduce costs, MarketDataPeaks provides live data rates allowing your team to strategize with capacity in mind.

  3. Regulatory Compliance

    Regulations such as Regulation SCI in the US and MIFiD II in Europe require capacity testing at market data rates higher than current peaks. Firms can use MDP data to stay ahead of evolving US markets.

More About Exegy

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