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

A-Team Insight Blogs

Market Data Tools Pitches DeltaT Latency Measurement to App Developers

Subscribe to our newsletter

Startup Market Data Tools is rolling out DeltaT, a latency measurement tool with a focus on the needs of developers writing interfaces to market data feeds.

Founded by former Thomson Reuters software development specialists, Market Data Tools is aiming DeltaT at a more focused marketplace than that being addressed by latency monitoring heavyweights Corvil and TS-Associates.

DeltaT is being directed to measure latency of market data feeds, and the software stacks/application programming interfaces associated with them. To date, the company has unsurprisingly focused on feeds from Thomson Reuters, but it is now looking at others, from the likes of Bloomberg, Spryware and Exegy.

DeltaT works with packet capture cards, from Endace and Napatech (and in the future from Myricom) and can also subscribe to data feed handler APIs, in both cases time stamping data packets for comparison across two points.

Typical applications include comparing the timeliness of data across two feeds (e.g. direct vs consolidated), the latency of data as it passes through network infrastructure (e.g. from firewall to server), or the latency of software handlers delivering the data to applications.

A graphical representation of latency is available – and can be fed from either a live feed, or from a historical capture file – to easily determine latency spikes and other issues.

As well as being leveraged by application developers interested in obtaining the fastest data, DeltaT can also be used to monitor SLAs for data feeds and by data feed vendors to demonstrate the speed of their offerings. Future enhancements will include a number of alerting mechanisms to signal when SLAs are breached.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: From Data to Alpha: AI Strategies for Taming Unstructured Data

Date: 16 April 2026 Time: 9:00am ET / 2:00pm London / 3:00pm CET Duration: 50 minutes Unstructured data and text now accounts for the majority of information flowing through financial markets organisations, spanning research content, corporate disclosures, communications, alternative data, and internal documents. While AI has created new opportunities to extract signals, many firms are...

BLOG

Optimising the Trader Desktop: A Strategic Imperative

The modern trading desk, a nexus of high-speed decision-making and complex data flows, is in the midst of profound transformation. At a recent A-Team Group webinar entitled ‘Enhancing Trader Efficiency with Interoperability – Innovative Solutions for Automated and Streamlined Trader Desktops and Workflows’, experts Dan Schleifer, President and co-founder of Interop.io, Richard Leder, CEO of...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

Impact of Derivatives on Reference Data Management

They may be complex and burdened with a bad reputation at the moment, but derivatives are here to stay. Although Bank for International Settlements figures indicate that derivatives trading is down for the first time in 10 years, the asset class has been strongly defended by the banking and brokerage community over the last few...