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

Lime Brokerage Adds to Low-Latency Arsenal

Subscribe to our newsletter

With its move to offer low-latency market data to its buy side customers, Lime Brokerage is further adding to its arsenal of data, trading and risk services, perhaps making it look more like a technology vendor than market participant.

Lime’s new data service is based on technology from NovaSparks, which leverages FPGA technology to process direct exchange feeds, and to build a consolidated order book in an average of 880 nanoseconds.

The new data service adds to other offerings the Lime provides that take it beyond offering DMA and sponsored access connectivity for its customers, which is where many brokerages focus.

Recently, Lime rolled out a hosted historical tick database, based on OneMarketData’s OneTick database, focused on the needs of quant traders and analysts at its customers. Last year, it teamed with BT Radianz to offer pre-trade risk checks via the Radianz extranet, and earlier this year it rolled out LimeDirect, also in the pre-trade risk area, which customers can tap into, even if they use their own connectivity to markets. It also has partnered with Selerity to provide machine readable sentiment analysis via its LimeTrader platform. Last year, it acquired the assets of Cactus Trading Systems, a developer of algo trading systems.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Reviewing the Latency Landscape and the Next Generation of Ultra-Low Latency Infrastructure

Date: 17 September 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Ultra-low latency is no longer the preserve of a handful of proprietary trading firms. As new asset classes electronify, data volumes surge, and regulatory expectations around execution quality and resilience tighten, the performance demands on trading infrastructure are broadening...

BLOG

WFE Signals Extended Trading Hours Feasible, but Warns Settlement Systems Must Catch Up

The World Federation of Exchanges (WFE) has published new research concluding that extended trading hours, including near round-the-clock markets, are technologically feasible, but their long-term sustainability depends on coordinated reform across clearing, settlement and payment infrastructure. In Extending Exchange Trading Hours, the WFE examines proposals from major U.S. exchanges to expand equity trading toward 22-...

EVENT

Eagle Alpha Alternative Data Conference, London, hosted by A-Team Group

Now in its 8th 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

Trading Regulations Handbook 2022

Welcome to the third edition of A-Team Group’s Trading Regulations Handbook, a publication designed to help you gain a full understanding of regulations that have an impact on your trading operations, data and technology. The handbook provides details of each regulation and its requirements, as well as ‘at-a-glance’ summaries, regulatory timelines and compliance deadlines, and...