Just off the presses is this technical document – IBM refers to them as redpapers – on “WebSphere MQ Low Latency Messaging in Financial Exchanges.” Among other things, it illustrates how to create a “highly available matching engine component,” using the RCMS (Reliable and Consistent Message Streaming) API. For more information, and to download the redpaper, click here.
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...
Beeks Financial Cloud Group has signed three contracts worth a combined total of almost $10 million for Market Edge Intelligence, its AI-powered analytics platform, less than a year after the product launched in August 2025. The wins span a Global Tier 1 Investment Bank, an existing global financial services customer and a leading US equities...
Now in its 10th year, RegTech Summit London will bring together the RegTech ecosystem to explore how the European capital markets financial industry can leverage technology to innovate the compliance function and response.
At the same time, the growth of high frequency and event-driven trading techniques is spurring demand for direct feed services sourced from exchanges and other trading venues, including alternative trading systems and multilateral trading facilities. Handling these high-speed data feeds its presenting market data managers and their infrastructure teams with a challenge: how to manage...
