About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Briefs

MayStreet Adds High Performance Query API to Market Data Lake

Subscribe to our newsletter

New York-based market data technology vendor MayStreet has launched a High Performance Query (HPQ) API to its Market Data Lake, a cloud-based repository of global, cross-asset exchange data, to complement its existing APIs and web-based Analytics Workbench.

The HPQ API enables clients to instantly stream near real-time and historical full-depth data at distinct time intervals of their choosing, without having to pull down an entire day’s worth of market data. In addition to raw tick data, the new API also offers pre-configured calculations for TWAP, VWAP or Completion Time.

The HPQ API is designed to support a number of use cases, including TCA, order routing analysis, volatility fitting, trade desk support and risk. Future enhancements to the API will be introduced starting in Q1 2022.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

Bigger is Better, Says Gresham CEO After Acquisition of S&P Global’s EDM Business

Gresham has finalised its acquisition of S&P Global’s EDM business as the data automation company expands to meet the growing and increasingly complex data needs of modern financial institutions. EDM, which supports more than US$12 trillion in assets, will sit alongside Gresham’s existing enterprise data management business, which was created with its merger with Alveo...

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

Corporate Actions USA 2010

The US corporate actions market has long been characterised as paper-based and manually intensive, but it seems that much progress is being made of late to tackle the lack of automation due to the introduction of four little letters: XBRL. According to a survey by the American Institute of Certified Public Accountants (AICPA) and standards...