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Thomson Reuters begins roll out of high-speed data feed

Published 17/10/2016, 15:23
© Reuters. The logo of Thomson Reuters is pictured at the entrance of its Paris headquarters, France

LONDON (Reuters) - Thomson Reuters will take the first steps next month to launch a new data feed that gives high-speed computer traders 10 times faster updates on prices on its Matching venue, where banks trade tens of billions in foreign exchange daily.

The new Matching Binary Multicast Feed will increase update frequencies for real-time market data to as little as 25 milliseconds, the company said in a letter to customers.

Clients will be given access to test data next month with the feed planned to go live in the first quarter of next year.

The move mirrors a launch by one of the Thomson Reuters' main rivals as a venue for electronic trading of currencies, ICAP-owned EBS Brokertec, who have just begun providing their EBS Ultra high-speed data feed to clients.

Both come at a time when participants have raised questions over whether new, higher-cost data feeds give an unfair advantage to the biggest of the algorithmic machine-driven traders who play a major role in the $5-trillion-a-day market.

Thomson Reuters is the parent company of Reuters News.

"We have a fair access policy. Whatever market data products are made available are made available to everyone," Thomson Reuters global head of FX, rate and credit, Phil Weisberg, said.

He said the company was concerned when designing services not to skew the market in favour of any one group over another.

Currency market managers say that developments in the data feeds are linked in part to the broader reordering of the market's eco-system over the past five years involving a new generation of high-speed traders who use complex algorithms to churn out orders and arbitrage between platforms.

© Reuters. The logo of Thomson Reuters is pictured at the entrance of its Paris headquarters, France

That, and changes in regulation, has helped squeeze many smaller banks out of the top tier of trading and the sort of market-making activity where they hold currency orders on their own books in aid of making more profit through trading.

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