08.15.2016

The Latency Difference between Depth of Book and BBO Feeds (by Michael Lehr, MayStreet)

08.15.2016

MayStreet has found some interesting facts regarding the latency difference between some of the depth of book feeds and the corresponding BBO feeds. We have had an unexpected result – some of the BBO feeds are faster. Further this can be arbitrated based on the exchange timestamp. This can be used to provide lower latency data around the best feed for a particular symbol.

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Citadel Securities told the SEC that trading tokenized equities should remain under existing market rules, a position that drew responses from various crypto industry groups. @ShannyBasar for @MarketsMedia:

SEC Commissioner Mark Uyeda argued that private assets belong in retirement plans, saying diversified alts can improve risk-adjusted returns and that the answer to optimal exposure “is not zero.” @ShannyBasar reporting for @MarketsMedia:

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