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

A-Team Insight Blogs

Fidessa and Virtu Partnership Provides Virtu SI Liquidity to Fidessa Solutions

Subscribe to our newsletter

Fidessa and Virtu Financial have partnered to give users of Fidessa’s market access solutions access to Virtu’s systematic internaliser (SI) disclosed liquidity, as well as improved upstream workflow to manage the more complex trading environment of Markets in Financial Instruments Directive II (MiFID II).

Virtu’s customisable SI price feeds are integrated to Fidessa’s smart routing capabilities and market access so that they can be consumed as if they were additional venues sitting alongside traditional sources of liquidity. Fidessa has also extended its advanced order handling capabilities to enable users to intelligently manage all their order flow across lit venues, SI operators, and the new Large in Scale dark pools that have emerged in the wake of MiFID II.

James Blackburn, global head of equities product marketing at Fidessa, says: “MiFID II is reshaping the liquidity landscape as trading migrates to more transparent and disclosed SIs and away from broker crossing networks and dark pools. At the same time, the focus on best execution has never been greater and now extends formally to the buy-side as well.”

Commenting on the Virtu partnership with Fidessa, Christiaan Scholtes, head of EMEA markets at Virtu, says: “This level of collaboration is helping to build the platforms of the future and drive efficient access to competitive liquidity.”

Subscribe to our newsletter

Related content

WEBINAR

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

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 infrastructure can take months and absorb significant budget before a single model is tested. At the...

BLOG

“Take it When You Can” is the New Reality in U.S. Credit Markets

By Kevin Rutter, CEO of AIQ Markets. While the recent geopolitical shock has temporarily slowed issuance in U.S. corporate bonds, a notable market shift was already underway. Companies have been increasingly opportunistically, accelerating debt issuance when windows open, rather than waiting for ideal conditions – and this is raising new challenges for market participants in...

EVENT

ExchangeTech Summit London

A-Team Group, organisers of the TradingTech Summits, are pleased to announce that the second ExchangeTech Summit London will take place in May 2027. This dedicated forum brings together operators of exchanges, alternative execution venues and digital asset platforms with the ecosystem of vendors driving the future of matching engines, surveillance and market access.

GUIDE

Regulatory Data Handbook 2026 – Fourteenth Edition

Welcome to the fourteenth edition of A-Team Group’s Regulatory Data Handbook. Supervisors increasingly expect firms to demonstrate which rules apply, which data supports each obligation, who owns the control and how exceptions are identified and resolved. Policies and implementation programmes must now be supported by records that can withstand regulatory scrutiny. This edition examines material...