Atos Euronext Market Solutions (AEMS) expects to see participation in functionality to host options pricing updates at or close to matching engine level within three to six months, which could significantly impact on the European options market, CEO Jean-Marc Bouhelier told FO Week.
He agreed that this new capability would take the Liffe Connect system, which AEMS develops, up to the level of the US options model and beyond.
Options have traditionally been hard to fully automate with the large amount of message traffic generated putting pressure on bandwidth....