Exegy CIO Scott Parsons will participate in an FIF webinar about the implementation of the SEC Market Data Infrastructure Rule.
In February of 2020, the Securities and Exchange Commission (SEC, Commission) proposed a plan to expand the market data made available in the Securities Information Processors (SIP) feeds and to…
2020 has already seen record-breaking market data rates due to increased volatility around the COVID-19 pandemic and the uncertainty of the US elections, but the year is not over yet and…
Market volatility prompted by the uncertainty of the US elections could push market data rates to new records, once again testing firms’ trading infrastructure.
The extreme volatility of the past few weeks has dramatically impacted market data rates, but not in ways that you would expect.
This article outlines common technology, networking, and trading strategy decisions needed to achieve ultra-low latency.
US options market data is anecdotally a cost-efficient asset class, and some might even consider it a reprieve from the high stakes of low latency trading in US equities. While…
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.
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.
Stay up to date with our newsletter: