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: Enhancing trader efficiency with interoperability – Innovative solutions for automated and streamlined trader desktop and workflows

Traders today are expected to navigate increasingly complex markets using workflows that often lag behind the pace of change. Disconnected systems, manual processes, and fragmented user experiences create hidden inefficiencies that directly impact performance and risk management. Firms that can streamline and modernise the trader desktop are gaining a tangible edge – both in speed...

BLOG

The New Shape of Market Data: Why Institutions Are Moving Toward a More Modular, Machine-Readable Architecture

For decades, the market-data ecosystem has been defined by reliance on a handful of dominant vendors. Their breadth, depth and entitlements frameworks became foundational to both the trading desk and the wider enterprise. But the requirements of the modern financial technology stack have shifted dramatically. Cloud-native development, agentic AI workflows, and a proliferation of analytics-driven...

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

Entity Data Management Handbook – Seventh Edition

Sourcing entity data and ensuring efficient and effective entity data management is a challenge for many financial institutions as volumes of data rise, more regulations require entity data in reporting, and the fight again financial crime is escalated by bad actors using increasingly sophisticated techniques to attack processes and systems. That said, based on best...