2022 | Real-Time Data Platform

Real-time market data platform for low-latency research and production workflows.

The platform was designed to provide full real-time coverage of US equities and options markets, supporting both research and production use cases where low-latency access to market information was required. It covered US equities across NASDAQ, NYSE, ARCA, and regional venues, together with US options data from CBOE, delivered through one-second snapshots.

The system operated as a low-level, performance-oriented data platform built for speed, determinism, and operational reliability. It was deployed on colocated hardware and optimized in C/C++, including hardware-acceleration techniques where appropriate, to reduce latency and support demanding quantitative workflows.

The work covered the design and implementation of a specialized real-time data layer capable of supporting signal generation, research access, monitoring, and production model consumption under latency-sensitive conditions.

Relevant benefits

• ~2 billion/day messages processed.
• Full real-time US equities market coverage.
• Real-time options coverage from CBOE.
• One-second market snapshots for equities and options.
• Coverage of NASDAQ, NYSE, ARCA, and regional venues.
• Low-level platform designed for latency-sensitive workflows.
• Low-latency delivery for research and production consumers.
• Colocated hardware deployment.
• C/C++ implementation focused on performance and control.
• Hardware-acceleration optimization.
• Suitable for signal generation and production model workflows.
• Controlled operational platform for real-time market data delivery.
• Full IP transfer to the customer.

Status

Successfully delivered as a specialized internal real-time data platform for low-latency quantitative workflows.