BestEx Research now offers access to 128 futures contracts across 19 global exchanges
STAMFORD, Conn., April 9, 2025 -- BestEx Research Group, LLC, an independent provider of high-performance algorithmic execution and measurement solutions for equities and futures trading, today announced the expansion of its Global Futures coverage and the introduction of 24x5 continuous trading enabling clients to execute trades across time zones without interruption. The firm's coverage expansion includes major APAC exchanges and the inclusion of CBOE's Volatility Index (VIX) Futures contract.
The introduction of 24x5 trading supports uninterrupted access to futures markets across time zones globally, eliminating execution gaps and allowing institutional clients to react seamlessly to market-moving events.
"There's a big difference between 23x5 and 24x5—there's not a single hour when all global futures markets are closed," said Nick Ashwin, Head of Execution Services in Europe at BestEx Research. "To meet this challenge, we undertook a major tech buildout. With the launch of 24x5 trading, the addition of new Asia Pacific exchanges, and support for VIX on CBOE, we're ensuring uninterrupted global access for institutional clients—powered by the most sophisticated execution algorithms available."
New addition include major AsiaPacific Futures exchanges:
- Hong Kong Exchange (HKEX, Hong Kong) – Equity index futures, including the Hang Seng Index and Hang Seng China Enterprise Index
- Japan Exchange Group (JPX, Japan) – Contracts including Nikkei 225, TOPIX, JPX-Nikkei 400, Gold, Platinum, and Japanese government bond futures
- Australian Securities Exchange (ASX, Australia) – Interest rate and equity index futures, including ASX SPI 200 and Australian government bond contracts
- Singapore Exchange (SGX, Singapore) – Commodity and equity index contracts, including Iron Ore, MSCI Singapore and China A50 indices
With this expansion, which also includes sector indices and other contracts on CME and ICE, BestEx Research now supports 128 futures contracts across 19 exchanges globally, strengthening its position as a leading provider of high-performance algorithmic execution in global futures markets.
For a complete list of supported futures exchanges and contracts, visit https://www.bestexresearch.com/futures.
About BestEx Research
BestEx Research Group LLC is a provider of sophisticated execution algorithms for equities and global futures aimed at reducing trading costs for buy-side managers. The firm's cloud-based Algorithm Management System (AMS) combines its execution algorithms with a user-friendly dashboard, transaction cost analysis, customization, and automation in the industry's first multi-asset, independent algorithmic execution platform. BestEx Research also offers sell-side firms a seamless, customizable trading solution for their clients with no coding required.
For more information on BestEx Research's mission and products, or to request a product demo, please visit www.bestexresearch.com. Please follow BestEx Research on LinkedIn and Twitter.
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