Thomson Reuters Adds ISE to RDFD

The ISE depth-of-market feed aggregates the volume for the top five price levels on both the bid side and the offer side. Thomson Reuters supplies clients-typically high-frequency and algorithmic trading organizations-with the software to capture the feed in ISE's data format, which utilizes the bandwidth-reducing FAST protocol for efficient delivery of the full-depth data, and process it into Thomson Reuters' data format.

"By normalizing the feed to a known standard our customers are familiar wi

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: