EBS Live moves to 50 millisecond updates
Data update frequency to halve
EBS is set to double the frequency of its market data updates and halve the required minimum quote life (MQL) on its main currency pairs from July, a person familiar with the situation told FX Week. The move aims to reduce the so-called dark periods between price updates, which encourage the arbitrage strategies used by high-frequency traders.
EBS Live currently updates every 100 milliseconds, between which traders are left in the dark. The discrepancy between the lengths of dark periods on
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