I am looking to understand basic terminologies/conventions about market data feed systems.For e.g say "Sym|Feed_Name" is one of the conventions.Or say dominant systems are Triarch, Tibco and so on.Does anyone know of any links or books on this?"The Complete Guide To Capital Markets For Quantitative Professionals" by Alex Kuznetsov seems to just skim this matter.

QuoteOriginally posted by: shettydiwakarI am looking to understand basic terminologies/conventions about market data feed systems.For e.g say "Sym|Feed_Name" is one of the conventions.Or say dominant systems are Triarch, Tibco and so on.Does anyone know of any links or books on this?"The Complete Guide To Capital Markets For Quantitative Professionals" by Alex Kuznetsov seems to just skim this matter.Really the only place to get this is from the market data vendors themselves. If you form a good relationship with them, they'll put you on to the more experienced people who work there, and those people will be really helpful.I haven't seen any book even touch on this stuff.

QuoteOriginally posted by: frattyquantReally the only place to get this is from the market data vendors themselves. If you form a good relationship with them, they'll put you on to the more experienced people who work there, and those people will be really helpful.I haven't seen any book even touch on this stuff.Thanks. I guess that is what I will do.