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

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes 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...

BLOG

WFE Signals Extended Trading Hours Feasible, but Warns Settlement Systems Must Catch Up

The World Federation of Exchanges (WFE) has published new research concluding that extended trading hours, including near round-the-clock markets, are technologically feasible, but their long-term sustainability depends on coordinated reform across clearing, settlement and payment infrastructure. In Extending Exchange Trading Hours, the WFE examines proposals from major U.S. exchanges to expand equity trading toward 22-...

EVENT

Eagle Alpha Alternative Data Conference, London, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Practical Applications of the Global LEI – Client On-Boarding and Beyond

The time for talking is over. The time for action is now. A bit melodramatic, perhaps, but given last month’s official launch of the global legal entity identifier (LEI) standard, practitioners are rolling up their sleeves and getting on with figuring out how to incorporate the new identifier into their customer and entity data infrastructures....