Squawker Plucks EU Quote Data from SIX


London-based interdealer block trade negotiation platform Squawker will use real-time, pan-European market data from Swiss vendor SIX Financial Information to support its price formation calculations, beginning in March, when the venue is scheduled to go live.

Squawker will capture real-time quote data from exchanges and multilateral trading facilities located in 16 countries across Europe via SIX FI’s MDF consolidated market data feed, to support its calculation of consolidated mid-price and en

To continue reading...