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

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

Barclays Deepens Market Data Strategy with Multiyear FactSet Agreement

Barclays has agreed a multiyear strategic collaboration with FactSet that marks a shift in how the bank is approaching market data and analytics infrastructure as part of a broader enterprise-level data strategy. The arrangement will see Barclays integrate a broad suite of FactSet products, data and technology solutions into its workflows to support data-driven decision-making...

EVENT

Eagle Alpha Alternative Data Conference, Spring, New York, hosted by A-Team Group

Now in its 9th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Entity Data Management

Entity data management has historically been a rather overlooked area of the reference data landscape, but with the increase focus on managing risk, the industry is finally taking notice. It is now generally agreed to be critical to every financial institution; although the rewards for investment in entity data management appear to be rather small,...