Wall Street Letter – Equities Trading Industry Tackles Latency Measurement

By | January 15, 2010

The demand for a latency standard has increased with the rise in high-frequency trading, higher trading volumes and more volatility. Latency has been reduced in some cases to microseconds, which makes measurement difficult, said Kevin McPartland, an analyst with the TABB Group. The recent proliferation of data types means that a trader must use multiple systems to monitor and compare trading venues. For example, if one exchange uses a FIX format and another a proprietary one, traders need different systems to measure the speed of information

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