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

NYSE Technologies Rolls Enterprise Ticker Plant

Subscribe to our newsletter

Based on several component products, NYSE Technologies has introduced its Enterprise Ticker Plant, designed to deliver market data to a wide variety of applications across a trading firm, from low-latency algorithmic trading systems to desktops running Microsoft Excel spreadsheets.

Says Brian Doherty, global product manager for Data Fabric, the offering is essentially a productisation of what has become a “standard deployment model” for the components, including its Data Fabric, data feed handlers, messaging APIs, legacy platform bridge, data entitlements (DART) and systems management (from partner ITRS)

Key to its enterprise scalability is the 6.0 release of Data Fabric, which supports MultiVerb – allowing high fanout Remote Direct Memory Access (RDMA) communications.  Applications that require low-latency access to data connect directly using RDMA, while others that are less latency sensitive would typically interface via a bridging daemon, and be fed via TCP or a third-party messaging bus.

Across all receivers, NYSE Technologies’ Middleware Agnostic Messaging API (MAMA) and the Middleware Agnostic Market Data API (MAMDA) provides a common and stable messaging interface, across different operating systems and programming languages.

Also notable is the implementation of kernel bypass within its data feed handler components – transferring data such as UDP packets from the network direct to application memory – using InfiniBand verbs and leveraging Mellanox Technologies’ network interface cards.  This approach cuts latency compared to providing a traditional sockets interface.  Mellanox’s ConnectX NICs can connect to both 10gE and InfiniBand networks.

Doherty notes that while some firms demanding the lowest latency will opt for co-located data feed handlers, there is also increasing demand by trading firms for an infrastructure that can deliver data with both low latency where required and more widely with reduced cost.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: High-performance, real-time multi-stream data processing for trading analytics and risk management

Financial analytics platforms in Hedge Funds are often segmented between real-time and back-office analytics systems fed by slower batch processes. To support winning analytics, hedge funds and other trading firms need to bring together real-time streams with historical analytic data in a single high-performance data store to refresh reports and risk models in near-real-time. Listen...

BLOG

Data Paints a Picture for Today’s Investors

By Stephanie Farrell, Head of Integrated Trading Solutions, Americas, Northern Trust Capital Markets. It’s no secret that data management presents many hurdles for institutional investors. It can be difficult and time-consuming for asset managers to sift through the high volume of data needed to make decisions. This can create barriers to a well-functioning operating model,...

EVENT

TradingTech Briefing New York

TradingTech Insight Briefing New York will explore how trading firms are innovating and leveraging technology as a differentiator in today’s cloud and digital based environment.

GUIDE

Preparing For Primetime – How to Benefit from the Global LEI

They say time flies when you’re enjoying yourself, and so it seems the industry have been having a blast with its preparations for the introduction of the global legal entity identifier (LEI) next month. But now it’s time to get serious. To date, much of the industry debate has centred on the identifier itself: its...