AlgoSpan now offers a great alternative to the LSE Extranex service, with high performance, competitively priced point-to-point ‘shortest-path’ connectivity between your systems and the Exchange’s trading and information services.
Designed, managed and dedicated specifically for LSE Group trading, AlgoSpan’s LSE Connect™ service offers full (Extranex equivalent) trading and market data access over a 10Gb network platform, utilising the latest generation low latency hardware and with network management that eliminates ‘invisible’ sources of latency.
Designed to increase the speed of market data delivery and reduce order execution latency, we have full control over our high-capacity network.
By combining our installed network with wholesale carrier links, as well as the ability to construct our own network to client locations, AlgoSpan has the unique capability to continually operate and control the best possible ‘shortest path’ trading infrastructure.
Click here to read more about our service coverage.
If you need to improve LSE trading and market data access, please contact us or request a quote, we are confident that we will be able to help.
Visit www.algospan.com for further information.
About AlgoSpan
AlgoSpan provides end-to-end trading infrastructure and real-time market data services to financial services firms operating low latency / high frequency trading strategies - proven to bring direct improvements to bottom-line trading performance.
AlgoSpan's trading infrastructure (branded AlgoNet™) underpins all customer solutions, including delivery of its multicast normalised and raw exchange data (branded AlgoData™).
↧
AlgoSpan Launches LSE Connect Low Latency Trading and Market Data Access
↧