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Report Warns of ‘Crushing Halt’ as Market Data Speeds Go Through Roof

At 01 Mar 2004 17:11:52 in MDI-Market Research, MDI-News in Brief, Market Data Insight    Print Article  Email Article   Full content requires subscription 

The need for low-latency market data delivery infrastructures, as outlined in last month’s Insight, has been borne out by a Tabb Group report that predicts meltdown if firms don’t significantly reinvest in their data infrastructures. Pushing the Envelope: Redefining Real-time Transaction Processing in Financial Markets, published this month, reckons algorithmic and black box trading are “pushing market data speeds through the roof to the point where market data tick volumes are beginning to push 2,000 to 3,000 ticks per minute or more for highly liquid securities.” (The U.S. Securities and Exchange Commission’s proposal for Regulation NMS could force the New York Stock Exchange to adopt such systems, see Transaction Networks & Technologies, February 2004.)



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