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Market Data Archives - GreySpark Partners

Transaction Quality Analysis Set to Replace TCA

Beginning in the early 2000s, when the algorithms and software capable of performing transaction cost analysis (TCA) on a semi-automated basis first became prevalent, the definition of the function was always: a method of determining the effectiveness of a set of transactions performed by a counterparty – the key word within that definition being ‘effectiveness.’

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Replumbing the Market Data System

The complex network of separate pipes that must be installed and maintained by end-users to receive real-time market data is helping drive the global spending on this information skywards. This article examines the open source initiative, OpenMAMA, looking to disrupt the market data marketplace by replumbing the market data distribution system and help end-users conquer the rising costs of this information.

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