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May 2012

AlgoSpan reveals results of the latest RadioFeed⢠latency analysis

May 31, 2012 by mikeohara   Comments (0)

AlgoData™ feed handlers deliver low consistent latency 

London, United Kingdom – 31 May 2012:  AlgoSpan has announced that RadioFeed™ can normalise raw exchange data with an average latency of 6.5 microseconds and 99.99 percentile latency of 38 microseconds.

Earlier this month the technical team sampled full level 2 production London Stock Exchange (LSE) data, so clients can expect to see similar numbers in their own systems assuming similar parameters.  

Both raw LSE data and normalised RadioFeed LSE data were captured from Algospan's IXL customer access switch, using a precision network capture device.  Raw and normalised packets were matched and their arrival times differenced, demonstrating the consistent low normalisation latency that RadioFeed can deliver today.

Our in-house developed data feed is designed and optimised for high frequency trading and offers unmatched performance,” comments Robert  Bicket, CEO of AlgoSpan. “Combined with our end-to-end proprietary ‘shortest path’ fibre optic infrastructure, clients can be assured they will experience the lowest latencies on the market,” continues Robert.

AlgoData is essential for high frequency trading firms that want to minimise time-to-market and development costs, with a single binary protocol that provides a high performance interface in an easy to parse language for simple integration into your trading applications. 

AlgoData™ free trial now available through AlgoLab™ test facility

Algorithmic traders now have the opportunity to trial AlgoData™ multicast normalised and raw exchange market data feed through the test lab facility at Interxion (AlgoLab™).  

Contact us to request a copy of the report.


Kerry Jago, Marketing Manager
AlgoSpan Limited
T:  +44 (0)845 313 8910
E:   kjago@algospan.com
W:  algospan.com

About AlgoSpan

AlgoSpan provides end-to-end trading infrastructure and real-time market data services to financial services firms operating low latency / high frequency trading strategies – proven to bring direct improvements to bottom-line trading performance. AlgoSpan’s trading infrastructure (branded AlgoNet) underpins all customer solutions, including delivery of its multicast normalised and raw exchange data (branded AlgoData).

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Renaissance Capital and GATElab launch High Frequency Trading Software (HFTS) solution for MICEX

May 31, 2012 by mikeohara   Comments (0)

GATElab, the independent multi asset electronic trading systems provider, is pleased to announce the successful go-live of Renaissance Capital, the leading emerging markets investment bank. In May 2012 Renaissance Capital went live on the MICEX Cash Equities Segment using the High Frequency Trading Software (HFTS) module.


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OptionsCity Software launches Algo Storeâ¢, the âiTunesâ of trading world

May 30, 2012 by mikeohara   Comments (0)

Through Algo Store, third-party developers are able to write and sell their self-authored algorithms, or components of algorithms, to traders around the world. The communal aspect is bolstered by the inclusion of developer profiles, a ratings system, an interactive social forum, and the prospect to become an OptionsCity Certified Developer™, a title granted to top-rated quantitative analysts and developers.


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