 | by Andy Cooper, Market Data Specialist, FINANCIAL IT LTD
Singapore, 16 & 17 October 2006 |
Two separately bookable days in Singapore
Day 1: Introduction to real-time financial market data
Day 2: New developments in the market data industry: Algorithmic
trading and regulation in the financial markets
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- Do you know the difference between exchange data and contributed data?
- Why is broker data often more highly valued than contributed data?
- Do you wonder what market data services are available for your traders?
- Are you confused about the vast array of financial market data products from the major vendors?
- What is “Algo Trading” all about?
- What are the ticker plants and other network infrastructure you need to implement
an algo trading system?
- What is a “direct feed” and how do you go about getting one?
- What is the difference between a market data system and a “low-latency”
platform?
- What does “low latency” mean anyway?
- What is MiFID and RegNMS all about?
- How does MiFID & RegNMS affect you as a market data person or financial
technologist?
- What is a Multilateral Trading Facility (MTF) or a Systematic Internaliser (SI)?
- What does the Trade-Through Rule mean and how does it change in Reg NMS?
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