3 ms·
Care to elaborate on 'streaming market data aggregation'?
by wocram 11y ago
Care to elaborate on 'streaming market data aggregation'?
- atemerev 11y agoNothing too complicated — connecting to various FX liquidity providers (LMAX, Currenex, CFH etc.) via FIX protocol and merging their individual offers using VWAP (Volume weighted average price).