Market data message rates continued to soar in 2010, creating data peaks that challenged even the largest servers, driven by low-latency trading.
St. Louis, Mo.-based hardware ticker plant vendor Exegy’s MarketDataPeaks portal recorded 3.25 million messages per second on Monday, June 29, surpassing the previous high water mark of 2.81 million mps reached during the Flash Crash on May 6. Derivatives market data volumes in the US and Europe also continued to hit new peaks, despite a decline in der
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails