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

TNS Adds Real Time HKEX Market Data to Its Global Offering

Subscribe to our newsletter

Transaction Network Services (TNS) has added real time market data from the Hong Kong Exchanges and Clearing (HKEX) to its platform, allowing its customers to access the market data systems of the ninth largest stock exchange, and the 14th largest derivatives exchange, in the world.

“Hong Kong is one of the world’s foremost financial centers, and HKEX is a major global gateway to trading and market data in Asia,” says Jeff Mezger, Director of Product Management for TNS’ Financial Services business. “HKEX is the listing exchange for some of the world’s largest companies, offers deeply liquid derivatives markets, and is a throughway to the mainland Chinese exchanges. With HKEX now in the TNS network, customers from all over the world can collocate their trading infrastructure with the exchange, leverage richer, real-time market data, and access an important financial market using a single, secure vendor with local onsite support.”

HKEX access is part of TNS’ 60 exchanges, and covers equities, commodities, fixed income and currency markets through a shared hosting network service. And according to Mezger, although Hong Kong is only the firm’s first foray into Asia, TNS is already planning future expansions into other Asian markets.

In addition to its agreements with HKEX, TNS has made a number of other strategic investments in the past year, including the addition of dark fiber infrastructure in the US. Also recently introduced ultra-low latency connectivity, which uses a simple, single-hop architecture to deliver connectivity in as little as 5 to 85 nanoseconds.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: How to move to a modern, component based trading architecture using a Buy AND Build approach

To remain competitive in today’s electronic markets, firms need trading architectures that support rapid innovation, effortless integration of new capabilities, and the agility to respond to shifting market demands. This is prompting technology leaders to move beyond the traditional “Buy vs. Build” debate, a false dichotomy that oversimplifies the choice between generic, off-the-shelf platforms and...

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

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Corporate Actions Europe 2010

The European corporate actions market could be the stage of some pretty heavy duty discussions regarding standards going forward, particularly with regards to the adoption of both XBRL tagging and ISO 20022 messaging. The region’s issuer community, for one, is not going to be easy to convince of the benefits of XBRL tags, given the...