Market data
Market data infrastructure that stays correct when the market gets busy
Feed handlers, normalisation, tick storage, candle aggregation, replay and distribution, with monitoring that notices a bad tick before your clients do. Vendor-neutral: you license the data, we build what carries it.
Illustrative screen built on synthetic data
Who it is for
Built for market data infrastructure
Brokers and platforms
Prices, charts and statements that agree with each other, on every client screen.
Research and quant teams
Point-in-time history with clean symbology, so research time goes on signal, not plumbing.
Prop firms
Tick data for rule evaluation that matches what the trader saw.
What you get
Features for both sides of the screen
01
For your platform and clients
- Real-time distributionWebSocket delivery with snapshots, throttling and backpressure.
- Candles that matchBars aggregated on your session times and time zones, so every chart agrees.
- History on demandFast range queries for charts and back-office views.
- Delays and entitlementsApplied per client, as your data licences require.
02
For your engineers and researchers
- NormalisationOne schema across vendors and venues, with symbology mapped and versioned.
- Tick storageColumnar storage built for range and point-in-time queries.
- ReplayAny session replayed at real speed or faster, for testing, demos and incident reviews.
- Quality monitoringGaps, stale prices, outliers and crossed books detected and alerted.
The pipeline
Five stages, each with one job
- 1
Ingest
Feed handlers per vendor or venue, recording raw messages before anything else touches them.
- 2
Normalise
One internal format and one symbology, with every mapping versioned.
- 3
Store
Ticks and bars in storage designed for the queries you actually run.
- 4
Aggregate
Candles and derived series built once, on agreed session rules.
- 5
Distribute
Real-time and historical delivery to clients, apps and research tools.
Where data goes wrong
Four problems that look like bugs in the chart
- Session boundaries
- The FX trading day rolls at 5pm New York time. Aggregate on midnight UTC and every daily bar differs from everyone else's.
- Corporate actions
- Splits and dividends change historical prices. Without adjustment, every indicator across the event is wrong.
- Look-ahead in history
- Research that uses data as revised later, rather than as it was known at the time, flatters every backtest.
- Stale prices
- A feed that stops updating looks like a quiet market. Only monitoring tells the two apart.
Why AlchmAI
Why trading firms choose a specialist
100m ticks a day
Charted for a trading-floor surveillance desk.
Vendor-neutral
You choose and license the data.
Replayable
Every incident can be reproduced.
Monitored
Bad ticks found before clients find them.
Research-grade
Point-in-time data and versioned symbology.
Yours to run
Infrastructure as code, handed over.
Case study, global investment bank, trading floor
A charting engine for trade surveillance: hundreds of millions of ticks a day, views down to the nanosecond
If a bank's surveillance desk can chart every tick of a session in a browser, a broker's clients can have charts that do not stutter, lose drawings or disagree with the statement. The same engineering applies, at a fraction of the data volume.
100m+
ticks a day rendered per instrument view
ns
finest zoom level on the time axis
70%+
less routine compliance monitoring work
How we engage
It starts with a two-week Platform Review
1. Weeks 1 to 2
Platform Review
Read-only access. Findings report, costed plan and a prototype where it helps. You sign off the baseline we will measure against.
2. Weeks 3 to 8
Build, in fortnightly releases
Working software every two weeks on an environment you can use. Any AI wording is agreed with your compliance lead before a client sees it.
3. Go-live
Evidenced release
A runbook, an evidence file your compliance lead can read in one sitting, and an off switch for every AI feature.
4. Day 90
Results check
What changed, measured against the baseline you signed at the review.
Questions
Market data infrastructure: common questions
Do you provide market data?
No. You license data from exchanges or vendors, and we build the systems that receive, store and distribute it within the terms of those licences.
Which databases do you use?
It depends on volumes and queries. We have used columnar and time-series stores such as ClickHouse, TimescaleDB and KDB for tick data, and choose per project.
Can you fix our existing pipeline rather than replace it?
Often, yes. The Platform Review starts by measuring where it is slow or wrong, and many fixes are in aggregation and monitoring rather than a rebuild.
How do you handle data licence rules?
Entitlements, delays and display rules are built in and logged, so you can show your vendors who saw what. Interpreting the licence terms remains your call.
Related
Often built alongside
Brokers and CFD providers
Web terminals, mobile apps and back-office screens in your brand, on the back end you already run.
Learn moreProp trading firms
Evaluation dashboards, tick-level rule engines, breach evidence and payout workflows.
Learn moreTrading education platforms
Chart lessons, practice on historical data and AI explanations that teach without tipping.
Learn moreSend us a chart your clients say is wrong.
The cause is usually upstream of the chart. We will help you find where.