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

A-Team Insight Blogs

Metamako, MayStreet Take Steps For Time-Stamped Order Ledger

Subscribe to our newsletter

FPGA networking platform provider Metamako has added market access and data analytics provider MayStreet’s services to its network, which will make it possible to develop a time-stamped order ledger, according to Ciaran Kennedy, head of US operations at Metamako.

“MayStreet’s ability to decode market orders, extract our time stamp and combine the two, would allow clients to meet MiFID II regulations for event timestamping,” he says.

Under the partnership, MayStreet data analytics software for capital markets firms runs on Metamako network devices, and the combination of Metamako packet capture technology with MayStreet’s analytics engine lets users interpret market data in real time. Metamako first caught MayStreet’s attention for its data capture capabilities, says Kennedy.

The companies have already begun providing statistics about the health of Nasdaq’s US equities feed, according to Kennedy. Metamako has now made MayStreet’s analytics applications available through its MetaApp 32 hardware platform and a user-friendly GUI, he adds. The integration of Metamako and MayStreet lets the companies’ respective users monitor incoming market data, including bandwidth and packet loss, to gain real-time performance insights.

MayStreet CEO Patrick Flannery said in a statement, “Our clients have vast quantities of data flowing across their networks. There generally hasn’t been an easy, cost-effective way to collect all the traffic on the network and generate the business-specific data sets. Working with Metamako changes that: we can quickly and easily collect extremely high-quality ‘raw’ capital markets data and transform it into specific use cases. For example, we can capture market data and order entry data in a unified stream, across all cross-connects and generate SEC and CFTC audit trail reports.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Post-Trade Transformation: Automating Clearing & Settlement

Date: 1 December 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes The UK, EU and Swiss markets move to T+1 settlement on 11 October 2027, but the first binding compression arrives almost a year earlier. ESMA’s amended settlement discipline RTS expects allocation and confirmation completed by 23:00 CET on trade...

BLOG

BMLL Adds Kalshi Data as Prediction Markets Move Deeper into Institutional Workflows

BMLL, the market data and analytics provider, has added historical prediction market data from Kalshi to its global market data platform, giving quantitative and systematic investment firms a standardised dataset for incorporating event probabilities into macro research, backtesting and trading models. Under the partnership announced today, Kalshi’s historical order book will be normalised into the...

EVENT

TradingTech Summit London

Now in its 16th year, the TradingTech Summit London brings together senior leadership across capital markets trading technology and market data. Join us to deep dive into key opportunities and challenges driving technological transformation across sell-side and buy-side firms.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...