We've released our status schema for #CME data, which provides trading session information such as halts, pauses, short-selling restrictions, auction starts, and other matching engine statuses. 🏦 See whether an instrument is trading, if sending buy or sell orders is permitted, and the reasons behind status changes. 🕓 Systematically identify session start and end times for every instrument. 💻 Build event-based strategies that exploit mispricing around halts, infrequent market dislocations, and more. Check out our blog announcement at https://to.dbn.to/3WtDxz3 to get started. We'll be rolling out support for other datasets in the next three months! #marketdata #tradingsession #securitystatus #markethalts #marketdynamics
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If it ain't broke, it’s D-Peg! For a decade, IEX's D-Peg has remained a reliable tool in a next-best-thing market. Our new "Chart of the Month" by Sam Stevens showcases D-Peg’s ability to minimize adverse selection within 2% of the midpoint in short-term (1-10 seconds) and long-term (up to 5 minutes) horizons. Check it out now.
When IEX launched D-Peg in 2014, it set a new standard for midpoint quality. 10 years later, D-Peg continues to prove its worth in a "next-best-thing" market, achieving stable midpoint trades in both the short and long-term. Learn more in our latest installment of Chart of the Month, written by IEX Head of Business Analytics, Sam Stevens. https://lnkd.in/eD3hBMsh
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