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

NetXpress Deploys Metamako Switches for Low-Latency Native Market Access

Subscribe to our newsletter

NetXpress, a provider of market connectivity and managed services, is rolling out Metamako ultra-low latency Layer 1 and FPGA-enabled switches to deliver native market access to trading clients including banks, hedge funds and proprietary trading shops. The company will also use the Metamako technology to support additional functionality that results in time and cost savings, including packet filtering and timestamping with a precision of 1 nanosecond, which enables back testing of trading strategies, regulatory compliance tracking and analysis of trading events.

The combination of NetXpress’s proprietary connectivity solution with Metamako’s Layer 1 technology provides a low-latency shared solution by removing all unnecessary hops from the network. This will improve clients’ trade latencies by more than 10 times, give them a cost-effective alternative to dedicated exchange links, and enhance network stability.

NetXpress provides global raw market data over its ultra-low latency network and colocation services near major exchanges and liquidity providers. The company plans to deploy Metamako devices in all its hosting locations: Aurora, 350 E. Cermak, NY4, Carteret, Basildon, LD4 and Frankfurt.

NetXpress co-founder, Scott Feagans, says: “Metamako’s leadership in ultra-low latency hardware, coupled with our expertise in providing financial firms with global market connectivity and managed services, will help us serve trading clients better than ever.”

Kevin Covington, CEO at Metamako, adds: “The managed service provider market is highly competitive. NetXpress has an edge when it comes to innovation and building a new breed of infrastructure to serve its clients.”

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

Quantum Readiness in Trading: Why Cryptography and Data Governance Matter More Than Qubits

Quantum computing is becoming one of the most widely discussed emerging technologies in financial markets infrastructure. In industry commentary, the technology is often framed either as a revolutionary engine for trading performance or as an existential threat to the cryptographic systems that secure global finance. In practice however, the near-term impact is likely to be...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

RegTech Suppliers Guide 2020/2021

Welcome to the second edition of A-Team Group’s RegTech Suppliers Guide, an essential aid for financial institutions sourcing innovative solutions to improve their regulatory response, and a showcase for encumbent and new RegTech vendors with offerings designed to match market demand. Available free of charge and based on an industry-wide survey, the guide provides a...