As algorithmic and high-frequency trading strategies become more accessible and more competitive, low-latency market data continues to attract increasing spend to support the fastest trading strategies using the most timely data. And as these strategies expand to other asset classes, other business areas are now adapting their infrastructures to support low latency, while its benefit is being scrutiny from budget-setters and regulators alike.
• How strong is demand for low-latency data and technologies across different asset classes, and what level of latency is competitive?
• What can the industry do to continue reducing latency, and how are cost pressures affecting firms' ability to invest in low-latency content and technologies?
• What other areas of a business can benefit from low-latency data, and what data typed could latency become an issue for in future?
• Matt Davey, Product Manager, CORVIL
• Alejandro Canete, Head Quant Developer, PAN ALPHA TRADING
• Junming Han, Lead Architect HF Platform, BANK OF AMERICA MERRILL LYNCH
• Jitesh Ghai, Director, Messaging Business Unit, INFORMATICA
• J. Barry Thompson, Founder and Chief Technology Officer, TERVELA
• Max Bowie, Editor, INSIDE MARKET DATA (Moderator)
More from Inside Market Data
Updating your subscription status
Winner's Announced: Inside Market Data Awards 2014
The winners of the 12th annual Inside Market Data Awards 2014 and Inside Reference Data Awards 2014 were announced in New York on May 21, recognizing industry excellence within market data and reference data. To view the winners across the 31 categories click here.
16 Sep 2014
07 Oct 2014
14 Oct 2014
14 Oct 2014
20 Oct 2014
03 Nov 2014
The over-the-counter (OTC) derivatives market is in the midst of a global regulatory restructure. Authorities in Europe, Asia and the US are currently...
A fast, flexible and reliable investment decision-making process must be based on access to accurate and consistent information throughout an organization....