Volatility’s Effect on Market Data Rates
The extreme volatility of the past few weeks has dramatically impacted market data rates, but not in ways that you would expect.
How Does Trading Infrastructure Achieve Ultra-Low Latency?
This article outlines common technology, networking, and trading strategy decisions needed to achieve ultra-low latency.
The Guide to US Options Market Data
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…
Legging In: A Primer on Trading Complex Derivatives
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 for Institutional Investors
Micro e-mini futures aren’t just for less sophisticated investors. They also can provide useful liquidity and precision for institutional traders.
Getting Started with Calendar Spreads in Futures
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 Hidden Cost of Options: Understanding Options Market Data Fees
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.
4 Factors for Selecting Options Market Data Feeds
Matching options market data to latency, market depth, and complex order needs is critical to a firm’s profitable trading.
Accessing Real-Time Futures Market Data: Providers, Feeds & More
The US futures market maintains relatively centralized liquidity. Still, understanding the market structure ensures you have defined feed set requirements.
Why Trading Index Options Continues to Grow in Popularity
The continuing popularity of index options highlights unique ways to cut costs on trading.
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