September 18th, 2019
10am EDT / 3pm BST
High quality market data is vital for trading execution, so how do you avoid the pitfalls of high volume, bursty data feeds and their impact on high frequency trading infrastructures?
In this session, we walk you through why network microbursts frequently occur within financial markets environments and the consequences of sequence gaps due to oversubscribed networks.
You will learn:
Please join us on Wednesday, September 18th at 10am EDT / 3pm BST. If you are unable to attend the live webinar, an on-demand recording will be available to those who have registered.