1、Life in the fast lane Embracing low latency dataNovember 2024in partnership with November 20241 1Life in the fast lane Financial services firms are consuming more data than ever to drive a number of front-and middle-office use cases.These include underpinning algorithmic(algo),high-frequency trading

2、(HFT)and proprietary trading functions,market-making strategies,interfacing with third-party order management systems,and the normalisation of packet capture data for backtesting various trading strategies.Algo and HFT practices have been part of the capital markets landscape for the better part of

3、25 years,as investment banks,hedge funds,quant trading firms and specialist buy-side shops sought to gain a head-start on their competitors by consuming and processing the fastest market data with minimal latency and then trading on the back of it.Watch the LSEG webinar:Embracing low latency market

4、data 2 November 2024Continued increase in e-trading Research from Coalition Greenwich reveals that,in 2023,buy-side firms employed electronic trading for 44%of their US equities order flow by notional value traded a modest increase from the previous years 42%.Within this,37%was executed through algo

5、rithms and/or smart order routers(an increase from 35%),while 7%was directly routed to crossing networks,maintaining a flat year-over-year figure.According to research from GreySpark Partners,e-trading in APACs capital markets has exhibited an upward trend between 2020 and 2023,with annual increases

6、 of 1520%for equities and FX,and 17%for fixed income.This accelerated trajectory was expected to continue in 2024 and beyond.1520%Equities and FX17%Fixed incomeSimilar to their US counterparts,European equity investors expect to increase their use of low-touch electronic trading going forward.In 202