Regulators around the world continue to evolve market data infrastructure, and SEC Rule Changes are currently addressing issues of latency, granularity, and coverage for a more comprehensive and timely view of market activity.

This is requiring firms to stay agile, innovative, and forward-thinking to leverage these changes effectively. Firms are moving towards higher-frequency data feeds, faster data dissemination, and better alignment with the needs of both institutional and retail traders.

From a quantitative perspective, this a significant opportunity to gain access to richer, more granular datasets:

• Quants Developing High-frequency Trading Strategies: This could mean more accurate real-time data for backtesting and decision-making.
• Market Structure Researchers: the increased granularity and faster data dissemination will allow for more precise modeling of market liquidity, price discovery, and execution dynamics.

However, this new landscape will also introduce challenges, particularly around latency and data integration. Faster and more frequent data feeds will require firms to adapt their systems to handle larger volumes of data in real-time, without compromising performance.

For quants, data engineers, and market participants, the key to staying ahead of the curve will be embracing these changes and adapting to the new realities of market data. By developing the right infrastructure, refining data models, and investing in the tools needed to handle higher-frequency data, firms can turn these regulatory challenges into opportunities for innovation and growth.

In the coming years, we expect to see even more transformative changes to the way market data is captured, processed, and distributed. For those who are able to adapt quickly and leverage the power of these new data streams, the potential rewards are immense.

The future of market data is here—are you ready to embrace it?

This webinar is designed for senior professionals in quantitative research, data engineering, trading technology and infrastructure, including CTOs, heads of quant research, data scientists, portfolio managers, and technology leaders responsible for market data strategy and research platform architecture.

Speakers:

• Christopher Brampton, Lead Data Engineer, OneTick KX

• Peter Simpson, OneTick Product Owner, OneTick KX

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