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: Trade South Africa: Considerations for Connecting to and Trading the Johannesburg Markets

Interest among the international institutional community in trading South African markets is on the rise. With connectivity, data and analytics options for trading on the Johannesburg Stock Exchange growing more sophisticated, and the emergence of A2X as a credible alternative equity market, South Africa is shaping up as a financial centre that can offer a...

BLOG

Interoperability and Standardization Are Key to Unlocking the Potential of Tokenization

Driven by a demand for more efficient liquidity management and cost-savings, the value of the asset tokenization market is expected to reach $16 trillion by 2030. Todd McDonald, Co-Founder, and Chief Strategy Officer at R3, outlines the factors driving the growth of tokenization and how financial institutions can make the most of this opportunity. Tokenization is the...

EVENT

ESG Data & Tech Summit London

The ESG Data & Tech Summit will explore challenges around assembling and evaluating ESG data for reporting and the impact of regulatory measures and industry collaboration on transparency and standardisation efforts. Expert speakers will address how the evolving market infrastructure is developing and the role of new technologies and alternative data in improving insight and filling data gaps.

GUIDE

Entity Data Management Handbook – Fourth Edition

Welcome to the fourth edition of A-Team Group’s Entity Data Management Handbook sponsored by entity data specialist Bureau van Dijk, a Moody’s Analytics company. As entity data takes a central role in business strategies dedicated to making the customer experience markedly better, this handbook delves into the detail of everything you need to do to...