Content about Datafeeds and Handlers

Despite widespread doom and gloom, investment in low-latency market data and supporting infrastructure appears to be weathering the credit crunch. Some 40% of respondents to a recent survey by complex event processing platform provider StreamBase said they planned to increase spending in the area in 2009.

Redline Trading Solutions has added a multi-venue consolidated order book for North American equities to its Inrush accelerated ticker plant, targeting co-located algorithmic trading and smart order-routing applications, as well as other applications directly connected to exchange feeds that require visibility into market liquidity at the lowest possible latency.

London-based Fixnetix has teamed with California-based Skyler Technologies to launch a set of low-latency consolidated European best bid/offer, trade and order book data feeds aimed at addressing market fragmentation issues for firms seeking best execution under MiFID. The collaboration comes as industry attention continues to focus on market fragmentation and its impact on achieving best execution, and as others attempt to answer industry calls for a consolidated view of the increasingly fragmented European equities marketplace.

QuantHouse has introduced connectivity to NYSE Euronext's UTP platform, and upgraded capacity to a dual 1GB/second link, providing latencies of four milliseconds from London and 36.5 milliseconds from the US.

Bank of New York Mellon’s Pershing subsidiary will use SunGard’s Brass low-latency, dedicated Consolidated Ticker Plant (CTP) solution for its U.S. equities trading business.

New York-based quantitative hedge fund Thor Asset Management USA as selected QuantHouse’s QuantFeed low latency data feed solution to support trading on both US and European markets.

Activ Financial has added real-time market data from Instinet’s CBX Japan trading platform to its Activ Content Platform. Clients can use the low-latency Activ Content Platform to channel data to a range of enterprise-wide applications.

As a result of customer demand for Celoxica's hardware-accelerated market data products on the latest server platforms, the provider of low latency trading solutions has worked in collaboration with Intel to produce a PCI Express implementation of its Accelerator Series, which is now shipping.

This month’s bulletin from the Financial Information Forum (FIF) finds that Opra was 12% higher than its previous record attained in August with 687,604 messages per second (mps). The current OPRA ceiling is 1,387,000 mps which will increase to 1,540,000 mps on January 6, 2009.

Originally appeared in MiFID Monitor

Global end-to-end systematic trading solutions provider QuantHouse has announced the launch of its sub-millisecond data feed-handler and direct market access connectivity to Turquoise Trading, the new MTF that launched on 26 September and signed up its first undisclosed customer.

Originally appeared in MiFID Monitor

Thomson Reuters has launched an ultra low latency direct feed to Turquoise, the multi-lateral trading facility (MTF) established by nine leading European investment banks to deliver market data and trading connectivity. The sub-millisecond direct exchange feed for Turquoise is in response to growing interest in multilateral trading facilities.

Exegy, the innovator behind the Exegy Ticker Plant has unveiled the first public website that tracks real-time market data rates every second of every trading day. Called MarketDataPeaks.com, the new site provides a minute-by-minute account of the aggregated volume of market data messages across major North American exchanges. The site highlights the peaks from the current day as well as historic peaks.