Thomson Reuters Increases Matching FX Data Update Rates

Updates for the affected currency pairs will now take place every 100 milliseconds.

phil-weisberg-thomson-reuters

The currency pairs affected include US dollar spot trades against the Canadian, Australian, New Zealand and Singapore dollars, Chinese renminbi, UK pounds sterling, Japanese yen, Mexican peso, and euros, as well as Australian dollar versus New Zealand dollar. The Minimum Quote Life on Matching will also now be 100 milliseconds.

"Following our recent launch of iceberg orders on Matching, the market data frequency changes are the latest in a series of innovations to improve access to liquidity for

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