TMX Readies Micro-Message Binary Feed

Canadian exchange group TMX will launch its new high-performance QuantumFeed datafeed next Monday, April 18, utilizing a new binary data protocol to reduce message sizes by a factor of 10, and reduce the required bandwidth capacity to one-third that of the exchange’s existing feeds, officials tell Inside Market Data.

André Craig, vice president of the exchange’s TMX Datalinx market data arm, says TMX will offer Level 1 trade and quote and Level 2 full depth of order book versions of the feed, an

To continue reading...