Market Data Feed

The leading low latency market data feed provider

Vela's Market Data Feed, SuperFeed, delivers high quality, low-latency normalized market data to access major markets across the globe.

Key features include: 

  • Fully-normalized market data feed, including trading and auction phases, security statuses and trade conditions
  • Over 150 data sources including all major US and European exchanges with a growing number of Asia venues
  • Multi-asset feed including equities, derivatives and most recently cryptocurrencies
  • Support for both top of book and full order book data
  • Built for speed, utilizing direct exchange connections and kernel bypass technology to ensure consistent low-latency
  • Fully redundant deployment ensures complete inter-site resiliency
  • Published via the unified and open source OpenMAMA API
  • APIs support C++, C# and Java and run on Windows and Linux
  • Delivered as-a-Service with zero infrastructure required on client side
  • Available directly from our PoPs or via all major service providers

Market Data-as-a-Service

Vela’s Market Data Feed is delivered as-a-Service. We provide access to low-latency market data feeds, delivering time-critical streaming market data while lowering operational and capital expenditure and removing the need for infrastructure investment. All content, including instrument trading status and quote conditions, is fully normalized to Vela’s Market Data Model.

Multi-Asset Market Data

Whether you need a comprehensive stock market data feed, low-latency data from derivatives markets around the world, or cryptocurrency market data, Vela’s Market Data Feed provides the multi-asset coverage and flexibility to grow and expand your business. We provide full support for different venue types and trading models, including Regulated Markets, Multilateral Trading Facilities (MTF), Alternative Trading Systems (ATS) and Swaps Execution Facilities (SEF)

Robust, Reliable and Resilient Market Data Feed

To guarantee the absolute reliability of data, the ticker plants that power Vela’s Market Data Feed are designed in dual resilient pairs so as to avoid a single point of failure anywhere within the market data system. The net result is highly robust, high quality market data. All critical statistics including line status and order book quality are monitored in real-time to ensure the highest level of service.

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