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

NYSE Technologies Rolls Enterprise Ticker Plant

Subscribe to our newsletter

Based on several component products, NYSE Technologies has introduced its Enterprise Ticker Plant, designed to deliver market data to a wide variety of applications across a trading firm, from low-latency algorithmic trading systems to desktops running Microsoft Excel spreadsheets.

Says Brian Doherty, global product manager for Data Fabric, the offering is essentially a productisation of what has become a “standard deployment model” for the components, including its Data Fabric, data feed handlers, messaging APIs, legacy platform bridge, data entitlements (DART) and systems management (from partner ITRS)

Key to its enterprise scalability is the 6.0 release of Data Fabric, which supports MultiVerb – allowing high fanout Remote Direct Memory Access (RDMA) communications.  Applications that require low-latency access to data connect directly using RDMA, while others that are less latency sensitive would typically interface via a bridging daemon, and be fed via TCP or a third-party messaging bus.

Across all receivers, NYSE Technologies’ Middleware Agnostic Messaging API (MAMA) and the Middleware Agnostic Market Data API (MAMDA) provides a common and stable messaging interface, across different operating systems and programming languages.

Also notable is the implementation of kernel bypass within its data feed handler components – transferring data such as UDP packets from the network direct to application memory – using InfiniBand verbs and leveraging Mellanox Technologies’ network interface cards.  This approach cuts latency compared to providing a traditional sockets interface.  Mellanox’s ConnectX NICs can connect to both 10gE and InfiniBand networks.

Doherty notes that while some firms demanding the lowest latency will opt for co-located data feed handlers, there is also increasing demand by trading firms for an infrastructure that can deliver data with both low latency where required and more widely with reduced cost.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Enhancing trader efficiency with interoperability – Innovative solutions for automated and streamlined trader desktop and workflows

17 September 2025 10:00am ET | 3:00pm London | 4:00pm CET Duration: 50 Minutes Traders today are expected to navigate increasingly complex markets using workflows that often lag behind the pace of change. Disconnected systems, manual processes, and fragmented user experiences create hidden inefficiencies that directly impact performance and risk management. Firms that can streamline...

BLOG

Finastra to Divest Treasury and Capital Markets Business to Apax Funds

Finastra has agreed to sell its Treasury and Capital Markets (TCM) business to an affiliate of Apax Partners LLP, the private equity advisory firm. The transaction, expected to close in the first half of 2026, will see TCM operate as an independent, rebranded entity under Apax ownership. The TCM division, which serves over 340 financial...

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

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...