Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Market data feed?

Definition 4.16 Markets I: The Ecosystem and Exchange-Traded Markets · Capítulo 4 — Exchanges, Brokers and Venues

A market data feed is the stream of messages by which a venue publishes its orders, quotes and trades. A consolidated feed merges the feeds of all venues trading the same instruments into one best bid, one best offer and one tape of trades.

Leer en el capítulo →