Optimising Market Data for Buy-Side Automated Trading

First Published in Automated Trader Magazine Issue 09 Q2 2008

The next generation of buy-side trading models is driving new requirements for market data. Buy-side firms use market data in a variety of different ways and for different purposes, but how asks Valerie Bannert-Thurner, Managing Director of Skyler Technology Europe can they make the most of the market data available to drive their automated trading decisions?

As automated trading increases in complexity, the need for faster, more comprehensive, and differentiated market data becomes more pressing. By leveraging the growing array of market data sources available today, buy-side firms are faced with a new opportunity to innovate, and ultimately profit.

The traditional way of using market data for automated trading relied mostly on pricing and pre-aggregated information such as Level I tick or quote data. Real-time tick data was used to trigger

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