Chicago-based ticker plant and feed handler vendor SpryWare will at the end of this month launch On-Demand Fastor, a time-series management system for Level 2 data that will allow high-frequency traders to analyze large sets of order book data in real time, to allow firms to adapt their high-frequency trading strategies during the trading day.
The new tool is a third iteration of its Fastor database of archived time-series quote and trade data, which is already available for analyzing flat files
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