dxFeed Launches Aggregated Overnight Data Feed | LeapRate | Online Trading Industry News, Broker Intelligence & Fintech Analysis
Market data provider dxFeed has launched an Aggregated Overnight Feed for US equities.
The company said in an announcement on Thursday that it will deliver a consolidated, normalised top-of-book data stream for overnight trading sessions and address what it describes as a critical infrastructure gap in an increasingly around-the-clock market.
The feed aggregates Level 1 data, including quotes, trades, time and sales, and summary data, across key overnight venues including Blue Ocean ATS, Bruce ATS and Moon ATS, producing a single unified view of overnight market activity.
Powered by dxFeed’s proprietary Feed Consolidator Service, the solution also merges overnight data seamlessly with regular US trading sessions, enabling a continuous 24-hour data stream with a consistent schema and normalisation across all hours.
The launch responds to the growing importance of overnight trading. Pre- and post-market volumes are now said to account for approximately 9 percent of total daily activity, with demand accelerating, particularly in Asian and other international markets.
However, participants have until now faced fragmented liquidity, inconsistent data formats and limited transparency across overnight venues.
Stepan Bolshakov, Managing Director at dxFeed, feels the new feed will close the gap between overnight market activity and the data quality available during regular sessions, enabling clients to operate with the same analytical depth regardless of the time of day.
For quantitative firms, institutional traders and brokers, the feed is intended to unlock previously inaccessible opportunities during off-hours and reduce operational overhead by eliminating the need to consolidate multiple data sources internally.
