Trade Surveillance and data capture for MiFID II compliance

Under MiFID II and MiFIR, any firm participating in electronic trading of financial instruments will need to conduct real-time monitoring of current trading activity and be able to sequentially reconstruct past trading events. No longer will capture and reporting of transaction data be enough. Firms will have to satisfy regulators’ need to see quote data, which shows what was happening in the markets before trading and transactions occurred. While many in the industry are seeing challenging demands from the new requirements, some acknowledge they are justified and present an opportunity to collect more data and analyse that data for multiple functions.

This means collecting granular data on quotes and timestamps, presenting substantial challenges. Network packet capture and data retrieval advances are becoming evident as ways to collect the relevant data and report it as required. The scale of data capture and storage is going to increase by an unprecedented extent. Structuring data capture systems correctly can make these challenges bearable and also yield other benefits.

Join the webinar to better understand the technological and management elements important to trade surveillance and data capture for compliance with MiFID II, such as:

-Role of network packet capture for handling trade and order data
-Role of data capture in investigating trading anomalies
-Ensuring accuracy of post-trade investigations
-Supporting queries across assets, instruments and venues
-Scaling network packet capture, data aggregation and queries
-Accomplishing trade reconstruction through surveillance and capture systems

1. FROM
IntelligentTradingTechnology.comJune27, 2017
Welcome to A-Team Group’s webinar
Trade Surveillance and data capture
for MiFID II compliance

2. FROM
IntelligentTradingTechnology.comJune27, 2017
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3. FROM
IntelligentTradingTechnology.comJune27, 2017
A recording of this webinar can be found at
http://resource.datamanagementreview.com/webina
r-recording-network-packet-capture-june2017

4. FROM
IntelligentTradingTechnology.comJune27, 2017
Moderator:
Michael Shashoua, Editor,A-Team Group

5. FROM
IntelligentTradingTechnology.comJune27, 2017
◆MiFID II demands for trading surveillance and capture
◆Technological response to data capture needs
◆Growing relevance of quote data and scaling appropriately
◆Ancillary benefits of trade surveillance and capture improvements
Talking Points

6. FROM
IntelligentTradingTechnology.comJune27, 2017
Panel Member: William Garner, Partner, Charles Russell
SpeechlysLLP
Areas of Expertise:
•Advising investment banks and brokers in relation to
providing directelectronicaccess to execution
venues (DMA and sponsored access) andproviding
white labelled services to third party brokerages
•Assisting numerous clients setting up European
execution venues andtradingplatforms (MTFs,
crossing networks and other OTC platforms)
•Assisting numerous international brokerages and
proprietary trading firms tosetup European
operations or restructure existing operations

7. FROM
IntelligentTradingTechnology.comJune27, 2017
Panel Member: Clive Posselt, Commercial Director,
Instrumentix
Areas of Expertise:
•Chaired Barclays best execution committee
•Strategic trade surveillance solutions practitioner
•Commercial Director Instrumentix-leading flow
monitoring vendor

8. FROM
IntelligentTradingTechnology.comJune27, 2017
Panel Member: Dan Joe Barry, VP Positioning and Chief
Evangelist, Napatech
Areas of Expertise:
•More than 25 years’ experience in telecom and IT
with a degree in Electronic Engineering and MBA
•8 years’ at Napatech, the leader in packet capture
technology, as VP of Marketing and now VP
Positioning and Chief Evangelist
•Napatechhas been active in the financial market for
over a decade, primarily with a focus on packet
capture, latency management and time

9. FROM
IntelligentTradingTechnology.comJune27, 2017
What provisions of MiFID II and MAR are relevant to
investigating trading anomalies and capturing data
about these anomalies?

10. FROM
IntelligentTradingTechnology.comJune27, 2017

11. FROM
IntelligentTradingTechnology.comJune27, 2017

12. FROM
IntelligentTradingTechnology.comJune27, 2017
What is network packet capture and how does it apply
to compliance with MiFID and MAR provisions on
trading anomalies?

13. FROM
IntelligentTradingTechnology.comJune27, 2017
How must trading anomalies be investigated? What is
necessary to do so in real time as MiFID II demands?

14. FROM
IntelligentTradingTechnology.comJune27, 2017
How are firms squaring the surveillance and
capture requirements after trades are complete
and/or over multiple venues?

15. FROM
IntelligentTradingTechnology.comJune27, 2017
What is necessary to scale up surveillance and
capture technology to accommodate more
volumes of information (as from quote data)?

16. FROM
IntelligentTradingTechnology.comJune27, 2017

17. FROM
IntelligentTradingTechnology.comJune27, 2017
How will implementation of surveillance, capture
and investigation operations provide insights useful
for security, business optimisation and more?

18. FROM
IntelligentTradingTechnology.comJune27, 2017
Thank you to our sponsor
Contact:
Daniel Joseph Barry, VP Positioning and
Chief Evangelist, Napatech
[email protected]

19. FROM
IntelligentTradingTechnology.comJune27, 2017
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20. FROM
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reporting
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and Risk
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A-Team Group Handbook Series

22. FROM
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Join the
Intelligent Trading Technology Online Community
Intelligent Trading Technology is your single destination for knowledge and resources covering trading technology
approaches, trends and challenges as well as all the regulations impacting financial trading technology for the
enterprise.
Join our 17,000 other members -it’s entirely free to join!
Sign up at http://bit.ly/ITTSignup
Membership entitles you to free access to expert unbiased commentary.
We deliver:
Regular weekly updates on the latest news and views
Blogs and commentary
White papers
Surveys and research
Trading technology handbooks
Events
Webinars
Awards