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Market Data and Connectivity in Trading Infrastructure

Market data and connectivity sit at the bottom of the trading infrastructure stack. Most of what determines whether a strategy runs cleanly in production is decided here. Most of the questions about it are not asked.

Bad market data stays quiet. It produces marginally noisier signals, occasionally wrong fills, and reconciliation gaps that surface days or weeks after the trade. By the time anyone notices, the cause is hard to isolate. Connectivity issues behave the same way. A failover that did not trigger when expected. A latency spike on one route that nobody noticed. A missed callback that left a position misreported until end-of-day.

For investors evaluating a manager or platform, this is one of the easier infrastructure layers to verify and one of the most often skipped. What follows covers what to ask about both, in plain language, without requiring an engineering background.

What market data quality actually means

Market data is not a single thing. It is a chain of decisions made by the manager about which feeds to use, how to timestamp them, how to normalize across venues, how to handle gaps, and how to detect when something has gone wrong. Each decision is small. The cumulative effect is large.

Three properties matter most. Source accuracy is the first. Direct feeds from exchanges and consolidated feeds from data vendors carry different latency profiles, different completeness guarantees, and different failure modes. A manager who cannot name their feed sources by venue and asset class is using market data the way a sommelier uses tap water.

Timestamping is the second. The most common quiet error in market data handling is timestamp inconsistency across venues. A trade timestamped by the exchange and a quote timestamped by the consolidated feed do not align cleanly, and systems that assume they do produce results that look right and are not.

Missing-data handling is the third. Real feeds drop messages. Real connections lag. The question is what the system does in those moments, with specific timeframes and explicit triggers rather than a general appeal to robustness.

What connectivity quality actually means

Connectivity is the route from the manager’s system to the venue or broker, including everything that can go wrong along that route. The properties worth asking about are similar in spirit to market data and distinct in the specifics.

Direct exchange connectivity differs from broker-mediated access. Direct access exposes the system to venue-specific quirks and reduces dependencies. Broker-mediated access is simpler operationally and introduces a third party between the strategy and the market. Neither is automatically better. The right choice depends on what the strategy requires.

Failover topology is the second property. A well-built connectivity setup documents primary and secondary paths for each venue, with explicit trigger conditions for switching between them and a stated timeframe for detection. Setups that describe redundancy in general terms without those specifics are usually weaker than the description suggests.

Latency budgeting per route is the third. Latency is not a single number. It varies by venue, time of day, and message type. A connectivity setup that claims a single latency figure across all routes is using marketing language rather than operational reality.

What investors should verify before treating market data and connectivity as evidence

Three questions tend to surface what matters quickly.

The first is who the feed sources are, by venue and asset class, and whether the manager can name them without checking. The answer should be specific. Direct exchange feeds for these venues. Consolidated feeds from these vendors for those. A documented fallback path between them. Vague answers here are diagnostic. Real operations can answer this question in two sentences.

The second is how the system detects and handles a stale feed. Stale data is one of the most common quiet failure modes in production systems, and the correct response is detection within a stated number of seconds, with a defined action and a specific person who gets alerted. A manager whose answer is “we have monitoring” without pinning down the timeframe, the action, or the alert is describing intention rather than capability.

The third is failover. Specifically, when failover last triggered, what caused it, and what was changed afterward. Real systems have failover events. A manager whose answer is that failover has never been needed is either operating a system younger than its first significant incident, or not monitoring closely enough to know.

From the field · The vague answers worth following up on
  • “We use premium data providers” with no specific sources by venue or asset class
  • “We have robust monitoring” with no stated detection timeframe or alert path
  • “We have full redundancy” with no spelled-out failover triggers
  • “We have never had an incident” with the system in production for more than two years
Algotrader.ch editorial observations from manager DD conversations, 2026.

None of these questions require a technical background to ask. All of them produce different answers from different operations. The pattern of vague answers across all three is itself the diagnostic signal.

Questions investors ask about market data and connectivity

What is the difference between direct and consolidated market data feeds?
Direct feeds come from exchanges with the lowest available latency and the highest level of detail, including order book depth and venue-specific message types. Consolidated feeds are aggregated by data vendors across multiple venues, with normalized formatting and lower complexity. Direct feeds are necessary for latency-sensitive strategies and microstructure-aware execution. Consolidated feeds are sufficient for many longer-horizon strategies. The choice should match the strategy. A manager using consolidated feeds for a strategy that requires direct feeds is creating a quiet performance gap that surfaces in production.
How do I evaluate a manager’s connectivity setup without technical expertise?
Three questions surface what matters. Ask which specific exchange or broker connections the system uses, with documented primary and secondary paths. Ask what timeframe they commit to for detecting a stale market data feed, and what action fires when detection triggers. Ask when failover last activated, what caused it, and what was changed afterward. None of these require a technical background. Specific answers indicate operational depth. Vague answers across all three indicate operational depth that has not been built or has not been documented.
Why does timestamp accuracy matter for market data?
Different venues and different feed types apply timestamps at different points in the message lifecycle. A trade timestamped by the exchange at execution and a quote timestamped by a consolidated feed on receipt do not align cleanly, even when they describe the same moment in market time. Systems that assume clean alignment produce subtle but consistent errors in execution analysis, attribution, and post-trade reconciliation. The cumulative effect on a high-turnover strategy can be material. The cumulative effect on a low-turnover strategy is usually smaller but still present.