Life in the fast lane: Embracing low latency data
The popularity of low latency market data has been surging. From electronic and algorithmic trading to backtesting and execution quality analysis, low latency and direct feeds can help firms solve key use cases. This has enabled low latency feeds to become the new standard – no longer needed just by high-frequency traders or quant firms, they are increasingly being used by all firms that engage in trading.
In this e-Book, we explore low latency and direct feeds – the current market for low latency data, traditional ways to source the data, and the benefits and drawbacks of building versus buying low latency solutions. We also examine LSEG’s innovative low latency offerings, Real-Time – Direct and Real-Time – Ultra Direct, and what the future may look like.
Submit the form to access the Low Latency e-Book.