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SuperDerivatives Extends Market Data Offering

SuperDerivatives has extended its market data offering with the launch of DGX Direct, a real-time data feed that streams directly into customers’ systems.

The new service will stream real-time, snapshot and end-of-day data for all cash and derivatives instruments in all markets, including all curves (forwards, interest rates, OIS, inflation, credit, dividends) and volatility surfaces across all asset classes and traded maturities, the firm says.

DGX Direct will stream data to customers via an API delivery mechanism – and allows an organisation to subscribe to a direct feed of any subset of data from DGX, SuperDerivatives’ market data, news, analysis and chat platform.

“The technology behind DGX is scalable and sophisticated, utilising a number of tools to ensure very low latency,” says Dr. Yuval Levy, CTO at SuperDerivatives. “Over the past year we have experienced sizeable demand from our customers for a direct data stream, and we have responded with DGX Direct.

“In the new regulatory environment the need for accurate derivatives market data has increased substantially,” he continues. “Most organisations prefer to run their risk on a real-time basis, and so having a real-time derivatives data feed delivered for a reasonable budget is invaluable.

“SuperDerivatives is the first vendor in the market to offer a real-time volatility surface feed, and we expect to see significant uptake of this and the other feeds across all asset classes due to our cloud-based technology, which discards the need for fixed terminals, installed hardware and expensive upgrades,” he adds. “Our firm belief is that cost should not be a prohibitive factor for professionals requiring accurate, independent market data.”

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