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

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Systematic tools gain favor in fixed income

Automation is enabling systematic strategies in fixed income that were previously reserved for equities trading. The tech gap between the two may be closing, but differences remain.

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