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

Recorded Webinar: Enhancing trader efficiency with interoperability – Innovative solutions for automated and streamlined trader desktop and workflows

Traders today are expected to navigate increasingly complex markets using workflows that often lag behind the pace of change. Disconnected systems, manual processes, and fragmented user experiences create hidden inefficiencies that directly impact performance and risk management. Firms that can streamline and modernise the trader desktop are gaining a tangible edge – both in speed...

BLOG

Eventus and IC360 Form Strategic Alliance to Build Integrity Framework for Prediction Markets

Prediction markets have entered a phase of rapid commercial expansion, regulatory scrutiny, and institutional attention. What began as a niche segment centred on retail speculation has evolved into a serious market structure discussion; one that blends characteristics of sports betting, digital assets, and traditional exchange-traded instruments. As liquidity rises and new venues emerge, so too...

EVENT

TradingTech Summit London

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and 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

Tackling the Data Management Challenges of FATCA

As the July 1, 2014 deadline for compliance with the Foreign Account Tax Compliance Act – or FATCA – approaches, financial institutions around the world are working to ensure their data management and operational systems will meet the requirements of the US legislation. This report discusses the requirements of FATCA and how the legislation is...