Trading Data Asia

Market data spend across the financial industry is rising due to new developments, products and platforms being launched. It is a key concern for all heads of market data to align their market data costs with business objectives. Over the last 2 years there has been an increased of 15% data cost. Banks are seeking solutions from exchanges, vendors and network providers on how to reduce data budget on data technology and the usage of market data.

With the growth in volume of market data orders and trades, solutions to achieve accurate and high quality data and reduce latency are a challenge that many financial institutions are facing. In order to meet this challenge, restructuring of both internal and external data architectures across Asia is key. Building solutions to tackle the data challenges of achieving low latency and reducing cost management for best execution is the Trading Data Asia theme for 2011.

Our Trading Data event has been a great success in Europe and the US under the banner of FIMA (Financial Information Management), and we are now delighted to bring it to Asia. Trading Data Asia, taking place on 27-29 June 2011 in Hong Kong, guarantees to be Asia’s only Market Data premier meeting.

Focus Day, 27th June – There are many key challenges that data managers are facing which include the lack of solutions on how to develop effective measurements of latency, lack of solutions on how to develop a scalable infrastructure to accommodate the growth of data volumes and many more. Trading data focus day brings to you data experts to share how to minimise market data latency through effective measure to resolve all the data challenges you are facing.

When is Trading Data Asia?

The next dates haven't been confirmed. The last edition we have on record was 28–29 Jun 2011.

Where is it held?

The last edition we have was at JW Marriott Hotel Hong Kong, Hong Kong.