The Latency Difference between Depth of Book and BBO Feeds (by Michael Lehr, MayStreet)
08.15.2016MayStreet 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.
Please click on this link to see the full white paper
NEWSLETTER SIGN UP
And receive exclusive articles on securities markets
🏆 The 2026 Global Markets Choice Awards are here! 🌍 Nominations are officially OPEN for the celebration of excellence in global capital markets trading & technology. Nominate below:
https://www.jotform.com/form/260086385121150
Delaware Life Insurance Company is becoming the first insurance carrier to offer an index that contains cryptocurrency, adding the BlackRock U.S. Equity Bitcoin Balanced Risk 12% Index to its fixed index annuity (FIA) portfolio.
As the digital assets industry pushes toward
Franklin Templeton is expanding its tokenized fund suite, signaling growing institutional demand for blockchain-based fund infrastructure and regulated investment products moving onchain. Read the full article below:
$50 billion in active ETF inflows helped fuel a record year for @BlackRock 's iShares business, as investors continue to lean into active strategies.
Related articles
-
The contracts will track CME FutureSports Performance Indexes of the 30 professional baseball teams.
-
Securitize Stocks are structured to preserve the investor rights and economic benefits associated with shares.
-
The companies aim to support market innovation and enable 24/7 trading of equity futures.
-
The hub brings greater automation, standardization, and connectivity to ETP primary market workflows.
-
The firm will soon connect U.S. and global crypto derivatives into a single regulated liquidity pool.