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

Brazilian Markets Still Driving Low-Latency Connectivity

Subscribe to our newsletter

The Brazilian financial markets – with the Sao Paulo-based BM&F BOVESPA securities market in particular – continue to drive activity among connectivity and infrastructure providers looking to support trading firms looking to take advantage of trading opportunities in a hot market.

Most recently, GlobeNet – which operates a submarine cable from Nasdaq’s Carteret, NJ data centre to BM&F BOVESPA with 106 milliseconds of round-trip latency – reported that is has built out its own network infrastructure within Sao Paulo, connecting in to Florencio de Abreu, 195, a connection point for the exchange.  Previously, it relied on third party telecom providers for the leg within the city. The new link gives it more control and faster implementation of customer connections.

Meanwhile, Sidera Networks is looking to the future by purchasing bandwidth on Seabras-1, a new 32 Tb/second submarine cable, being built by Seaborn Networks, linking Miami, FL to Sao Paulo. The network – which Seaborn execs say will be the fastest route, but they are not saying yet by how much – is expected to be operational in the fourth quarter of 2014. Seaborn execs also say connectivity from Miami to the New York City metro area will also be announced in due course.

Also, back in April, Thomson Reuters opened an Elektron Hosting and Managed Services centre in Sao Paulo, to provide low-latency access to BM&F BOVESPA.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: The Role of Data Fabric and Data Mesh in Modern Trading Infrastructures

The demands on trading infrastructure are intensifying. Increasing data volumes, the necessity for real-time processing, and stringent regulatory requirements are exposing the limitations of legacy data architectures. In response, firms are re-evaluating their data strategies to improve agility, scalability, and governance. Two architectural models central to this conversation are Data Fabric and Data Mesh. This...

BLOG

The New ROI: How Cloud Data Is Driving a Strategic Shift in Financial Markets

Cloud migration in financial markets has evolved from a cost-saving exercise into a cornerstone of strategic performance. As firms modernise their trading and data infrastructure, the emphasis has shifted toward scalability, innovation, and long-term competitive advantage. Drawing on findings from LSEG’s Cloud Strategies in Financial Services report and insights from Kristin Hochstein, Global Head of...

EVENT

TradingTech Summit New York

Our TradingTech Summit in New York is aimed at senior-level decision makers in trading technology, electronic execution, trading architecture and offers a day packed with insight from practitioners and from innovative suppliers happy to share their experiences in dealing with the enterprise challenges facing our marketplace.

GUIDE

Complex Event Processing

Over the past couple of years, Complex Event Processing has emerged as a hot technology for the financial markets, and its flexibility has been leveraged in applications as diverse as market data cleansing, to algorithmic trading, to compliance monitoring, to risk management. CEP is a solution to many problems, which is one reason why the...