Market data feed handlers
Multicast, kernel bypass and lock-free order books
Market data feed handlers, order and execution management, strategy engines, pre-trade risk and backtesting for HFT firms, prop desks, brokers and crypto market makers, tuned from the network card to the order gateway.
Every stage of the path has a budget in nanoseconds. We measure each one, then tune the code, the kernel, the network and the hardware until the total fits. Typical software path, illustrative.
Each component can be built on its own or as part of a complete platform.
Multicast, kernel bypass and lock-free order books
OMS and EMS with smart order routing
Market making, arbitrage and statistical strategies
Limits, kill switches and fat-finger checks
Tick-level replay and simulation at scale
Tuned servers, networking and monitoring
Set daily trades, average order value and the slippage a faster, smarter execution path could save, to see the yearly saving. Figures are illustrative.
1 basis point = 0.01% of traded value. Actual savings depend on markets, strategies and fees.
Tick-level replay with queue position, fees and latency modelled, run in parallel so research cycles take hours, not weeks. Sample equity curve against a benchmark, with drawdown shaded below.
Synthetic sample data for illustration only. Past performance does not predict future results.
Every order passes risk checks in a few hundred nanoseconds before it reaches the exchange. Limits are set per account, desk and symbol, and the kill switch stops everything at once.
Native binary feeds where speed matters, FIX where it is the standard, and nanosecond-accurate time for every message.
Tap a technology to see how we use it.
We build the order tagging, logs, clock sync, testing evidence and risk controls these rules call for. Approvals and filings are made by your firm.
From prop desks to exchanges.
A typical project from latency audit to tuned co-location deployment.
Typical improvement targets we plan against, not guarantees.
Start with a latency audit of your current trading path.
Everything around a trading platform, from cloud and MLOps to the languages we build in.
Straight answers to what trading firms ask us most.
Software that receives market data, makes trading decisions and sends orders in microseconds or less. It includes feed handlers, an order book, strategy logic, pre-trade risk checks and order gateways, usually running in co-location next to the exchange.
Rust and C++ for the hot path, Go and Java for gateways and services, and Python for research and backtesting. The choice depends on your latency targets and your team.
Software tick-to-trade in the low single-digit microseconds is achievable with kernel bypass, tuned servers and careful code. FPGA paths go lower. We measure your current numbers first and set a realistic target.
Yes. Order size and value limits, position and exposure limits, price collars, message throttles, self-trade prevention and kill switches, designed to meet exchange and regulator requirements.
Yes. We work with NSE and BSE co-location and APIs, FIX-based brokers, binary feeds such as ITCH and SBE, and crypto exchange APIs.
Yes. Tick-level replay with realistic queue position and fees, parallel runs across years of data, and reports your researchers can trust.
We build the audit trails, order tagging, clock synchronisation and testing evidence these rules ask for. The approval itself is applied for by your firm with the exchange or regulator.
No. We build and tune the systems; strategies and trading decisions remain yours.
Tell us what you want to build, your products, plants and current tools. We reply within 4 business hours with honest advice.