niedziela, 9 czerwca 2013

HFT i przecieki

Należało się spodziewać, że takie przypadki będą mieć miejsce w erze HFT. Pytanie otwarte, czy podobne "przyśpieszenie" publikacji danych zdarzyło się wcześniej i ile razy (link, link, link)? Polecam zaglądnąć w te linki, gdyż wszystko jest tam wyjaśnione i zobrazowane.


"On Wednesday, Thomson Reuters released a statement to CNBC confirming that it had, in fact, released the data early. "We have identified that there was a minor clock synchronization issue Monday causing this data to be released 15 milliseconds early," the firm said in statement. "We are taking measures to minimize clock synchronization issues in order to ensure that release of the data is as close as possible to the official release time of 10am ET." Thomson Reuters said that the manufacturing data is just one of more than 1,300 economic indicators available on its high speed news feed direct service. The firm said it would not disclose how much it pays ISM for early access to the data or what it charges subscribers for its high-speed service."

Brak komentarzy:

Prześlij komentarz