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So I think that Thomson Reuters is smart to suspend the top tier of access to the UMich data, at least until Schneiderman finishes his investigation. The two-second window is entirely justifiable on legal grounds — but when you start talking about algobots paying large sums to get a eye-blink head start on market-moving information, potentially making millions of dollars while doing so, then an aggressive New York AG has all he needs to start making lots of hay. It’s probably best to sacrifice the two-second window, at least temporarily, lest Schneiderman start drawing a bead on the five-minute window, next. No one wants him to start getting ideas about the multi-billion-dollar market in financial information more broadly.
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