Low Latency Trading Insights

Low Latency Trading Insights

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Low Latency Trading Insights
Low Latency Trading Insights
Comparative Performance of Methods of Compression of Financial Market Data

Comparative Performance of Methods of Compression of Financial Market Data

A Short Study on CME Globex Equity and Interest Rate Futures

Henrique Bucher's avatar
Henrique Bucher
Aug 25, 2022
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Motivation

Financial market data is all data resulting from the exchange’s efforts to disseminate to their clients all the information necessary to replicate the state of the exchange’s matching engi…

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