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…
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.
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.
Stay up to date with our newsletter: