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How to understand which feeds deliver the best market data

A  guide for advanced market data monitoring pt. 2 

In part one of our series, we covered the importance of maintaining data quality while implementing cloud technologies and artificial intelligence (AI) as part of your trading IT ecosystem. As these trends escalate the volume, variety, and velocity of available market data, gaining visibility of the raw latency of your market feeds is a critical starting point for building trust in your feed providers.  

Advanced market data monitoring also enables you to compare your market feeds and use performance insights to switch sources if issues arise. In the second instalment of our three-part series, we cover how ITRS Geneos Market Data Monitoring (MDM) equips you with the real-time capabilities to: 

Create a comparative view of your feed providers 

Geneos MDM observes multiple feeds including LSEG Bloomberg, Exegy, QuantFeed, ICE, and SIX. By collecting and analyzing high volumes of data in real time, it deduces the latency of different feeds and offers you a comparative view of feed performance on a single pane of glass.  

It uses your primary source as the baseline for comparison, allowing you to assess the latency of multiple providers. With this understanding of relative performance, you can see which provider offers the most timely and highest quality data.  

Feed latency comparison dashboard

Optimize sources for the best quality data  

Stale data can significantly impact trading decisions, leading to missed opportunities and increased risk. The ability to automate source optimizations is a further safeguard for trading performance.  

Geneos MDM can switch to an alternative provider if its latency or update frequency is consistently better than your primary source. As a result, you can trust that the best quality data available informs your trading activity.  

A global investment company used this capability to protect its reputation and make sure it continued providing high quality data. By comparing different datacenters, the organization was able to identify one that was outputting stale data and rapidly remove this datacenter from its live feeds before the issue affected multiple markets.  

Geneos MDM provides the actionable, real-time insight financial institutions need to avert incidents and minimize the impact of technical issues. As well as giving you visibility of external feeds, it monitors your internal sources and contribution latency so you can pinpoint areas for improvement.    

For further insight, continue reading part three of our best practices for advanced market data monitoring series.  

 

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