NYSE will roll out two feed types for Amex data that mimic its own delivery options for market depth data-OpenBook Ultra, which provides a low-latency, event-driven feed of data on NYSE-listed equities for algorithmic trading, and OpenBook Real-Time, which aggregates data at one-second intervals.
Amex previously had only an event-driven feed, and did not offer an aggregated option, says Ron Jordan, executive vice president of data services at NYSE. The additional feed option will enable latency-s
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