About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Fixed Income Markets Push Low Latency

Subscribe to our newsletter

Separate developments – with BrokerTec in the U.S. and with MTS in Europe – are pointing to the move by fixed income markets into the low-latency trading space. These developments follow on from the increasing adoption of low-latency technologies in the foreign exchange markets, as latencies are pushed lower for all asset classes.

ICAP-owned BrokerTec is upgrading its core technology by deploying Nasdaq OMX’s Genium Inet matching platform. That is pushing latency down from 10 milliseconds to less than 200 microseconds.

Brokertec head Dan Cleaves says: “We’re very pleased to have successfully launched the new BrokerTec platform in the U.S. All BrokerTec customers, including both manual and API traders, will now benefit from substantially increased performance and greatly enhanced user experience.”

Separately in Europe, MTS – a leading fixed income trading hub with more than 500 counter parties – has added Fixnetix as a Network Service Provider. NSP status allows Fixnetix to provide market data from MTS to all and to offer trading connectivity to the existing inter-dealer client base of MTS, joining the 80+ markets already hooked in.

According to Fixnetix CEO Hugh Hughes: “It is clear that automated trading solutions for the fixed income arena are in increasing demand as participants look to leverage the technology expertise gained in equities, derivatives and FX. The fixed income markets are also more receptive to receiving electronic flow and participants will naturally look to take advantage of new lower latency un-netted feeds and greater exchange throughput.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Unlocking value: Harnessing modern data platforms for data integration, advanced investment analytics, visualisation and reporting

Modern data platforms are bringing efficiencies, scalability and powerful new capabilities to institutions and their data pipelines. They are enabling the use of new automation and analytical technologies that are also helping firms to derive more value from their data and reduce costs. Use cases of specific importance to the finance sector, such as data...

BLOG

From Silos to Sequencers: Why Core Trading Architectures Are Being Rewritten for 24/7 Markets

The most consequential changes facing financial markets technology in 2026 will not be driven by new asset classes or incremental latency gains, but by a fundamental rethinking of how trading systems are architected at their core. For decades, market participants have organised technology around functional silos: execution, risk, middle office, post-trade. These boundaries were reinforced...

EVENT

RegTech Summit London

Now in its 9th year, the RegTech Summit in London will bring together the RegTech ecosystem to explore how the European capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

High Performance Technologies for Trading

The highly specialised realm of high frequency trading without doubt is a great driver for a range of high performance technologies that are becoming essential tools for Wall Street. More so than the now somewhat pedestrian algorithmic trading and analytics/pricing applications that are usually cited as the reason that HPC is hitting the financial markets,...