LONDON--The London International Financial Futures and Options Exchange (Liffe) is preparing to launch its enhanced Liffe Market Feed, dubbed LMF-2, in mid December.
LMF-2 will run in parallel with the original LMF until the switchover date, which is early in 2001, and it will include depth of market information, increased message rates and selectivity for quote vendors.
Depth of market includes Level 2 order book data (from individual market makers) to at least ten deep. Message rates will
Bryan Harkins joins to discuss how the CBOE-Bats integration is going and plans for the exchange operator going forward. Anthony and James talk about the SEC hack and Esma's potential new powers.Subscribe to Weekly Wrap emails