Thomson Reuters Adds ISE to RDFD

The ISE depth-of-market feed aggregates the volume for the top five price levels on both the bid side and the offer side. Thomson Reuters supplies clients-typically high-frequency and algorithmic trading organizations-with the software to capture the feed in ISE's data format, which utilizes the bandwidth-reducing FAST protocol for efficient delivery of the full-depth data, and process it into Thomson Reuters' data format.

"By normalizing the feed to a known standard our customers are familiar wi

To continue reading...