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

Redline Adds Bloomberg B-PIPE to InRush Ticker Plant

Subscribe to our newsletter

High-performance data platform provider Redline Trading Solutions has added Bloomberg’s consolidated B-PIPE market data feed to the list of feeds available via its InRush accelerated ticker plant.

Redline says the addition of B-PIPE was driven by requests from customers and by its strategy to expand globally. As a result of becoming a registered participant of Bloomberg’s Enterprise Solutions Partner Program, Redline received assistance for writing the feed handlers. The other attraction was Bloomberg’s open approach to third party handlers, the company said.

B-PIPE delivers quotes and trades from over 300 global exchanges and distributes data from over 5,000 contributed sources. When connected to Redline’s market data solutions, this data will become available to embedded or remote trading applications using the same InRush API that these applications use to presently consume direct feeds.

According to Mark Skalabrin, CEO of Redline Trading Solutions, “The addition of B-PIPE data into our market data platform adds contributed sources for additional exchanges and indices to complement the 130 global exchange feeds already available via direct connections. By combining ultra-low latency data from our direct feeds with consolidated data from B-PIPE, our customers can optimize their overall market data spending and improve resiliency by leveraging redundant data sources.”

Adds Lee Fisher, VP of Marketing at Redline: “In addition to easing software development, this also allows them to optimize their overall market data spending and it improves resiliency by leveraging redundant data sources.”

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

The New Shape of Market Data: Why Institutions Are Moving Toward a More Modular, Machine-Readable Architecture

For decades, the market-data ecosystem has been defined by reliance on a handful of dominant vendors. Their breadth, depth and entitlements frameworks became foundational to both the trading desk and the wider enterprise. But the requirements of the modern financial technology stack have shifted dramatically. Cloud-native development, agentic AI workflows, and a proliferation of analytics-driven...

EVENT

Data Management Summit London

Now in its 16th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

The Data Management Implications of Solvency II

This special report accompanies a webinar we held on the popular topic of The Data Management Implications of Solvency II, discussing the data implications for asset managers and their custodians and asset servicers. You can register here to get immediate access to the Special Report.