About a-team Marketing Services
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: From Monolith to Modular: Architecting Equity Trading Platforms for 24/5 and Beyond

Date: 14 October 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Equities markets are entering a more distributed, always-on phase. Liquidity is fragmenting across venues and geographies, trading hours are extending toward 24/5 and beyond, and market data volumes, investor expectations and competitive pressure are all rising at once. Many...

BLOG

Reconciliation No Longer Has Time On Its Side as T+1 Approaches

By John Bevil, senior product manager at Xceptor. Europe’s capital markets firms are entering the most consequential phase of T+1 preparation. From 11 October 2027, trades executed in European markets are expected to settle one business day after trade date, reducing the settlement cycle from T+2 to T+1. More than 4 trillion euros of securities...

EVENT

Data Management Summit New York City

Now in its 15th year the Data Management Summit NYC brings together the North American data management community to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...