News, thought leadership & resources on low-latency applications, technologies & architectures.
Low latency networking solution provide Corvil, has installed 20 appliances globally for Deutsche Börse Systems (DBS), measuring latency between the DBS’s Frankfurt data centres and all Eurex access points worldwide.
This monthly bulletin from the Financial Information Forum provides key data points for market data rates. Percentage increases based on a comparison between March and February peaks.
The Toronto Stock Exchange (TSX) has revealed that a six millisecond median response time has been consistently achieved since the rollout of its ‘Quantum Revolution’ platform for a clutch of securities trading on the new system. The current trading engine has a capacity of 47 million orders per day with a full load of issues from Toronto Stock Exchange. Market capacity tests have proven TSX Quantum capacity to this threshold, with “economically viable scalability” to one billion orders per day.
This monthly bulletin from the Financial Information Forum provides highlights from the FIF Consolidated Capacity Report. The full report is available to FIF members and includes capacity statistics on market data feeds distributed by NYSE Arca, SIAC, Nasdaq, CME and Deutsche Börse.
Please excuse the headline … I wanted to be cute and grab some attention. When it comes to market data rates, OPRA - the Options Price Reporting Authority - makes the headlines that low latency vendors (and industry analysts) love to cite - because the numbers are so frighteningly big. The reality, though, is a bit different.
Read More »
This monthly bulletin from the Financial Information Forum provides highlights from the FIF Consolidated Capacity Report. The full report is available to FIF members and includes capacity statistics on market data feeds distributed by NYSE Arca, SIAC, Nasdaq, CME and Deutsche Börse.
Read More »
Wombat Financial Software, the market data technology specialist recently acquired by NYSE Euronext, has launched a real-time conflation solution, Wombat Traffic Control. The solution, which has been developed in conjunction with a number of the firm’s customers during the past six months, is designed to control the volume of data published to downstream trading applications. This should help minimise the impact of market data volume increases and surges in quote volumes, the vendor contends.
Technorati Tags: Wombat Financial Software, NYSE Euronext, Wombat Traffic Control, real-time conflation,
InfoDyne Corporation, provider of direct exchange feed handlers and ticker plant technology, says multiple customers have deployed its solution for the new ArcaBook Multicast for Equities full depth Orderbook feed from NYSE Euronext. The new FAST version of the ArcaBook Equity feed has just been release by ARCA to replace its existing TCP/IP based datafeed. Message rates last quarter on NYSE’s ARCA Equites feed hit one second peaks of 108,000, while on Nasdaq’s INET feed message rates rose to five second peaks of 60,000. By migrating to multicast distribution, ARCA’s head end system can transmit the data once to all subscribers, as opposed to sending it individually via TCP/IP sessions to each and every customer, which can cause data latency, especially at peak times of the day.
Technorati Tags: InfoDyne, ARCA, ArcaBook Multicast for Equities full depth Orderbook, NYSE Euronext, FAST, Nasdaq, INET
Vhayu says 29 new customers globally were added to its client roster during 2007, tripling the company’s revenue in the process. The new customers have licensed Vhayu Velocity either directly from the company or as the Reuters Tick Capture Engine, powered by Vhayu Velocity, which Reuters resells under a non-exclusive licence. The associated growth in revenue reflects the increase in market data volumes and customer requirements for systems capable of supporting this surge in data, which is expected to continue well into 2009 and beyond, the vendor reckons.
Technorati Tags: Vhayu, Vhayu Velocity, Reuters, Reuters Tick Capture Engine
Reuters has launched Reuters Data Feed Direct (RDFD) for the Options Price Reporting Authority’s (OPRA) FAST enabled datafeed. Reuters Data Feed Direct OPRA is designed to process more than 1 million updates per second, to leverage OPRA’s FAST implementation and enable clients to reduce bandwidth cost.
Technorati Tags: Reuters, Reuters Data Feed Direct, RDFD, Options Price Reporting Authority, OPRA, FAST
Intel is not responsible
for third party content
Saving milliseconds in
electronic trading systems
Click to enter the low latency world of:
New from A-Team Group
Download for free!
February 2008 Issue
Covers electronic transactions, algorithmic
trading models, trade order management
systems and post-trade messaging. More
Focuses on pre-trade market data, analytics
and decision-support, offering advanced
analysis of trading room technology. More
You are currently browsing the archives for the Data Volumes category.
