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Content about Datafeeds and Handlers

May 2, 2012

Deutsche Börse – Market Data & Analytics has made available its algorithmic news feed “AlphaFlash” in the CME Co-Location facility located in Chicago’s suburbs via its subsidiary Need to Know News. This is the second data center in the Chicago area that offers clients direct access to AlphaFlash. Two more access points in the U.S. are located in Secaucus (New Jersey) and Washington D.C.

May 2, 2012

This week's formal roll out of OpenMAMA - aka the open source Middleware Agnostic Messaging API - from NYSE Technologies and friends (now officially hosted as a Linux Foundation project) means that trading firms and vendors now have a choice of open data APIs, the other being Bloomberg's newly open BLPAPI.

April 30, 2012

OpenMAMA, a Linux Foundation Labs project, today announced the availability of OpenMAMA 2.1, the open source Middleware Agnostic Messaging API and the first neutral standard in data messaging for financial services.

April 24, 2012

AlgoSpan today announced availability of NYSE Liffe on AlgoData Radio Feed, providing algorithmic trading firms with super-fast market data access to the Europe-based derivatives exchange of NYSE Euronext.

April 24, 2012

Celoxica, producers of leading hardware-accelerated, low latency trading and market data solutions, has extended market coverage in European cash markets with the launch of feed handlers and single digit microsecond connectivity to the NYSE Euronext Cash Equity and Xetra exchanges. The firm has also announced its readiness to support the Chi-X user migration to the BATS Europe technology platform.

April 19, 2012

Separate developments - with BrokerTec in the U.S. and with MTS in Europe - are pointing to the move by fixed income markets into the low-latency trading space. These developments follow on from the increasing adoption of low-latency technologies in the foreign exchange markets, as latencies are pushed lower for all asset classes.

April 18, 2012

Last month's announcement by Arista Networks of its 7124FX Application Switch - which incorporates an Altera FPGA alongside low-latency network switching - has expanded the possibilities for system architects looking to incorporate hardware acceleration by running application code - such as algo trading - on FPGAs. It's also boosted the industry penetration of FPGA chipmaker Altera, over rival Xilinx.

April 18, 2012

This month’s bulletin from the Financial Information Forum (FIF) finds that BATS BZX PITCH, BATS Options MCASTPITCH AGG, NASDAQ TotalView - ITCH and NYSE ARCABOOK OPTIONS were up a record 232% to 837,359 mps, 66% to 1,004,241 mps, 2% to 643,443 mps, 2% to 1,505,385 mps respectively over the 1 second interval.

April 17, 2012

Equiduct, the Pan European retail trading platform, today announced that its aggregated data feed, “Market-by-Limit”, which provides a consolidated view of the liquidity available throughout Europe, is now available through Interactive Data’s consolidated data feed, PlusFeed, as well as its Desktop and Managed Solutions products.

April 16, 2012

Bolsa de Valores de Lima S.A. (BVL), the Peruvian stock exchange, has selected the SunGard Global Network (SGN) as a distribution channel for its data.

April 3, 2012

S&P Capital IQ, a business line of The McGraw-Hill Companies offering global multi-asset class data solutions, market research and portfolio risk analytics to global investors, today announced it has acquired QuantHouse, an independent global provider of market data and end-to-end systematic trading solutions. This includes ultra-low-latency market data technologies, algo-trading development frameworks, proximity hosting and order routing services for hedge funds, market makers, proprietary desks and latency-sensitive sell-side firms.

April 3, 2012

It was at the beginning of 2003 that Standard & Poor's sold its real-time data feeds business - Comstock - to what was to become Interactive Data Corporation in order to concentrate on its then core businesses - ratings, evaluated pricing, reference data. Now, with a lot of water under the bridge, it's back in the world of cutting edge data feeds and low-latency technology in general with its acquisition of QuantHouse.

April 2, 2012

Fixnetix and NovaSparks announced today a strategic alliance to deliver a managed FPGA market data service for exchange collocation venues in the U.S. and Europe. The service will use the NovaSparks FPGA Market Data Matrix© feed handlers to offer customers the most predictable, lowest latency market data available in the market. This can be combined with Fixnetix iX-eCute FPGA Market Gateways for execution services.

March 29, 2012

Hong Kong Exchanges and Clearing (HKEx) has selected NYSE Technologies' Exchange Data Publisher (XDP) to drive the HKEx Orion Market Data Platform. XDP is an ultra-low latency solution designed to collect, integrate and disseminate real-time market data to local customers and, using regional hubs, to customers around the globe.

March 29, 2012

Some 300 attended Tuesday's Low-Latency Summit, and for those here are some refreshes on proceedings. If you didn't make it, here's some of what you missed. 

March 28, 2012

Bloomberg CTO Shawn Edwards outlined his company's open approach to data APIs and symbology, and provided some insight into their managed services offering.

March 26, 2012

Thomson Reuters today announced that its Elektron high-performance trading and data infrastructure has been selected by Dow Jones Indexes to power the index provider’s US index data business, which includes the iconic Dow Jones Industrial Average.

March 23, 2012

This month’s bulletin from the Financial Information Forum (FIF) finds that DEUTSCHE BOERSE CEF CORE TOTAL and NYSE ARCABOOK OPTIONS were up a record 7% to 165,214 mps and 4% to 1,478,188 mps respectively over the 1 second interval.

March 22, 2012

Recent announcements by both Celoxica and Redline Trading Solutions point to increasingly latency-sensitive high frequency trading strategies being deployed in the foreign exchange markets. To date, hardware acceleration has been focused on equities, futures and options trading.

March 20, 2012

With just a week to go before the London Low-Latency Summit, I thought it was the right time to preview what the agenda will bring.  Space at the new venue - the America Square Conference Centre - is limited but there's room for a few more delegates, so be sure to register today. Now, with the public service announcement/commercial over ...

March 19, 2012

Exegy, the market data appliance company, MarketPrizm, a leading provider of ultra low latency market data and trading infrastructure services, and the Financial Information Forum have announced today the launch of the first European website to track real-time market data rates every second of every trading day.

March 19, 2012

Selerity, a provider of real-time event data solutions for the financial services industry, today announced the launch of its low-latency US dividends event data feed for electronic traders looking to incorporate breaking scheduled and unscheduled dividend announcements into their automated trading strategies for alpha generation and market making.

March 15, 2012

Celoxica recently extended its hardware accelerated data feed and execution platform to include foreign exchange and fixed income markets.  Low-Latency.com caught up with president Lee Staines to find out what's driving the development.

March 12, 2012

Wall Street Horizon, the most accurate source of corporate earnings and events calendar data, has announced the public release of Real-Time Earnings Date Monitor (EDM). EDM is a low-latency, fully elementized feed of announced corporate earnings release dates that can impact volatility and prices.