Use Cases
Trading Insights
Analyze market-making operations.
Conduct mark-out calculations and back-test strategies.
Perform spread, liquidity, and volatility analysis.
Compliance & Surveillance
Intra-day compliance checks and audit trail creation.
Best execution compliance and market surveillance.
Reporting
Generate market share and transaction cost analysis reports.
Market Research
Replay historical data for analysis or back-testing strategies.
Investigate trade conditions with precise timestamps and data points.
Key Features
Trade Logging
Supports up to 18 Canadian marketplaces, including TSX, TSXV, NASDAQ, CBOE, CSE, and others.
Captures detailed trade data fields such as trade type, sequence number, price, quantity, conditions, and timestamps.
ArchES-derived fields: trade initiator, trade value, and more upon request.
Quote Logging
Logs both Exchange-Specific Best Bid and Offer (BBO) and Consolidated National BBO (NBBO).
Tracks quote updates triggered by price, volume, trade events, or stock state changes.
Derived fields include midpoint, last trade value, and custom indicators.
Customizable Publishing
Outputs data in multiple formats (binary or CSV) across configurable symbol ranges.
Flexible storage options: databases or files or both.
Advanced Admin Features
Add/remove marketplaces dynamically.
Failover mechanisms to secondary feeds for disaster recovery.
Benefits
Nanosecond Precision: Industry-leading timestamp accuracy.
Real-Time Access: Offers real-time insights compared to end-of-day tick databases.
Customization: Supports derived fields and custom analytics tailored to client needs.
Use Cases
Trading Insights
Analyze market-making operations.
Conduct mark-out calculations and back-test strategies.
Perform spread, liquidity, and volatility analysis.
Compliance & Surveillance
Intra-day compliance checks and audit trail creation.
Best execution compliance and market surveillance.
Reporting
Generate market share and transaction cost analysis reports.
Market Research
Replay historical data for analysis or back-testing strategies.
Investigate trade conditions with precise timestamps and data points.
Key Features
Trade Logging
Supports up to 18 Canadian marketplaces, including TSX, TSXV, NASDAQ, CBOE, CSE, and others.
Captures detailed trade data fields such as trade type, sequence number, price, quantity, conditions, and timestamps.
ArchES-derived fields: trade initiator, trade value, and more upon request.
Quote Logging
Logs both Exchange-Specific Best Bid and Offer (BBO) and Consolidated National BBO (NBBO).
Tracks quote updates triggered by price, volume, trade events, or stock state changes.
Derived fields include midpoint, last trade value, and custom indicators.
Customizable Publishing
Outputs data in multiple formats (binary or CSV) across configurable symbol ranges.
Flexible storage options: databases or files or both.
Advanced Admin Features
Add/remove marketplaces dynamically.
Failover mechanisms to secondary feeds for disaster recovery.
Benefits
Nanosecond Precision: Industry-leading timestamp accuracy.
Real-Time Access: Offers real-time insights compared to end-of-day tick databases.
Customization: Supports derived fields and custom analytics tailored to client needs.
Use Cases
Trading Insights
Analyze market-making operations.
Conduct mark-out calculations and back-test strategies.
Perform spread, liquidity, and volatility analysis.
Compliance & Surveillance
Intra-day compliance checks and audit trail creation.
Best execution compliance and market surveillance.
Reporting
Generate market share and transaction cost analysis reports.
Market Research
Replay historical data for analysis or back-testing strategies.
Investigate trade conditions with precise timestamps and data points.
Key Features
Trade Logging
Supports up to 18 Canadian marketplaces, including TSX, TSXV, NASDAQ, CBOE, CSE, and others.
Captures detailed trade data fields such as trade type, sequence number, price, quantity, conditions, and timestamps.
ArchES-derived fields: trade initiator, trade value, and more upon request.
Quote Logging
Logs both Exchange-Specific Best Bid and Offer (BBO) and Consolidated National BBO (NBBO).
Tracks quote updates triggered by price, volume, trade events, or stock state changes.
Derived fields include midpoint, last trade value, and custom indicators.
Customizable Publishing
Outputs data in multiple formats (binary or CSV) across configurable symbol ranges.
Flexible storage options: databases or files or both.
Advanced Admin Features
Add/remove marketplaces dynamically.
Failover mechanisms to secondary feeds for disaster recovery.
Benefits
Nanosecond Precision: Industry-leading timestamp accuracy.
Real-Time Access: Offers real-time insights compared to end-of-day tick databases.
Customization: Supports derived fields and custom analytics tailored to client needs.