Selerity launches low-latency dividends event data
First Published 20th March 2012
Machine-readable dividend event data now available to high-frequency traders via low latency data feed
New York - Selerity, a provider of real-time event data solutions, has announced the launch of its low-latency US dividends event data feed for electronic traders looking to incorporate breaking scheduled and unscheduled dividend announcements into their automated trading strategies for alpha generation and market making.
"Traders looking to leverage real-time dividend declaration amounts relative to estimates during opportune times have a distinct advantage when using Selerity's new low-latency corporate dividends event data," said Jeff Otten, Executive Vice President of Sales and Business Development, Selerity. "Early client testing has established that our feed is the fastest delivery channel in the market. We are always working to provide an extremely accurate, ultra-low latency feed, delivered globally through our event data platform."
High-frequency traders will now have access to market-moving dividend data from more than 1,400 US public corporations, derived from primary authoritative sources and obtained using proprietary search and extraction technology delivered via a machine-readable format. Traders can access the corporate dividend data in real-time through a network of Selerity's points of presence (PoPs) in Equinix' New Jersey (NY2), Chicago, (CH1) and Frankfurt (FR2).