Market Data Standards and Regulation in Practice: Lessons from RTS 24 and U.S. SIP Reform

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Market Data Standards and Regulation in Practice: Lessons from RTS 24 and U.S. SIP Reform

Join Peter Simpson of OneTick to explore how evolving regulatory standards are reshaping the structure and quality of market data.

Peter Simpson, 1 more
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Wed 15 Oct 2025
18:00 - 19:00 BST
Online

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Event Description

This talk explores how evolving regulatory standards are reshaping the structure and quality of market data. We’ll examine RTS 24 from a data-engineering and quantitative perspective—how regulators and exchanges require precise time-sequenced order records, what this means for data models, and how such frameworks influence research reproducibility and backtesting integrity. We’ll also highlight the upcoming changes to the U.S. SIP, discussing their impact on latency, market microstructure research, and the availability of richer datasets for quants building strategies and models.

Speakers

Peter Simpson

Peter joined OneTick in 2019, and is responsible for the OneTick Product, ensuring that the platform continues to support customer needs.

Prior to his work with OneMarketData, Peter held several senior roles including VP of Product at Datawatch Panopticon, Senior Manager of Analytics at Deloitte UK, and 10 years in various roles at HSBC Global Markets. Peter holds a Master of Science in Information Systems Engineering and a Bachelor of Science in Space Science & Technology, from Leicester University.

Alexander Serechenko

Alexander Serechenko is a Senior Python Developer specializing in AI-driven solutions for time-series data analytics. With an expertise in machine learning, MLOps, and natural language processing, he leads the development of AI-powered search and automation tools. He holds a Master’s degree in cryptography and information security from the National Research Nuclear University MEPhI.