It's that time of year again.

When I'm not doing this, or being yelled out over the phone, I spend a lot of my time collecting market share information for our MDI: The Market Data Industry reference publication. Each year, with the help of our vendor friends, we compile the benchmark measure of market share among providers of real-time financial information services.

The market data vendors being such a competitive bunch, the process involves a lot of pushing and shoving, persuading and cajol

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