Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

NYSE Euronext Exchanges Update: Consolidated Market Data Latency To Fall Below One Millisecond Next Year

Date 23/11/2010

In a post on the NYSE Euronext Exchanges blog from Colin Clark, Senior VP of Strategic Analysis and Market Data said: “Consolidated Market Data Latency to Fall Below One Millisecond Next Year.”

Consolidated market data -- the trades and "quotes" (the current best bid and offer) from the various stock exchanges combined into a single stream of data -- is delivered to the public more slowly than the individual direct feeds from the exchanges of their own quotes and trades, because the process of consolidation takes time.

But there’s good news on this front: following significant investment by the exchanges, consolidated feeds are now faster than ever, and getting faster still.

http://exchanges.nyse.com/archives/2010/11/data_latency.ph