Real-Time Market Data: What Every Algo Trader
It's 3:17 AM. Your algorithm just executed a profitable trade on the ES futures contract while you were asleep. The market moved 12 ticks in your favor ...
market data feed is an essential topic for every trader looking to improve their futures trading. It's 3:17 AM. Your algorithm just executed a profitable trade on the ES futures contract while you were asleep. The market moved 12 ticks in your favor before the price reversed. This isn't luck—it's the power of real-time market data working for you around the clock. This article covers market data feed in detail for traders looking to improve their results. For algorithmic traders, real-time market data isn't just important—it's the very foundation of your trading strategy. The difference between a winning trade and a missed opportunity often comes down to milliseconds of data latency. In today's competitive trading landscape, having the right data feed isn't just an advantage; it's a requirement for consistent profitability. Real-time market data feed is a continuous stream of financial information delivered directly from exchanges or aggregated through a vendor. It includes price movements, volume, bid-ask spreads, and order book depth updated as they occur in the market.