Direct feeds: Life in the fast lane

Financial services firms are consuming more data than ever to drive a number of front- and middle-office use-cases, including algo, proprietary and high-frequency trading (HFT), market-making functions and back-testing trading strategies.

Algo and HFT practices have been part of the capital markets landscape for the better part of 25 years, as firms on both sides of the industry have sought to optimize the speed and accuracy of their trading decisions by consuming and processing the fastest market data with minimal latency.

This report outlines the continued rise of electronic trading across all regions and focuses on the two options available to firms when it comes to supporting their algo and HFT strategies—they can develop the technology in-house or they can partner with a large, global provider that can support all of their current, and future, data and technology needs.

Download the LSEG Data & Analytics Direct feeds report

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