Financial services firms are consuming more data than ever to manage a number of front- and middle-office use cases, including algorithmic, proprietary, and high-frequency trading (HFT) companies, market making functions and backtesting trading strategies.

Algo and HFT These practices have been part of the financial markets landscape for nearly 25 years, with firms on both sides of the industry seeking to optimize the speed and accuracy of their trading decisions by consuming and processing the fastest market data with the lowest latency minimal.

This report describes the continued rise of e-commerce across all regions and focuses on the two options available to businesses when it comes to supporting their algorithms and HFT strategies – they can develop the technology in-house or partner with a large global provider that can meet all their current and future data and technology needs.

Download the LSEG Data & Analytical Direct feeds report

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