QT-Intelligence

Overview
Quote and Trade Intelligence (QT-Intelligence) captures all quote and trade events across Canadian marketplaces with nanosecond precision, offering real-time access during trading hours. QT-Intelligence ensures the highest accuracy in data logging while supporting flexible publishing and storage options.

Overview
Quote and Trade Intelligence (QT-Intelligence) captures all quote and trade events across Canadian marketplaces with nanosecond precision, offering real-time access during trading hours. QT-Intelligence ensures the highest accuracy in data logging while supporting flexible publishing and storage options.

Overview
Quote and Trade Intelligence (QT-Intelligence) captures all quote and trade events across Canadian marketplaces with nanosecond precision, offering real-time access during trading hours. QT-Intelligence ensures the highest accuracy in data logging while supporting flexible publishing and storage options.

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.


Unlocking the Potential of Adaptable computing

We help you to elevate your trading business.

Unlocking the Potential of Adaptable computing

We help you to elevate your trading business.

Unlocking the Potential of Adaptable computing

We help you to elevate your trading business.