Capital Markets & Market Data
Real-time market data, low-latency systems and trading-platform integrations, from an engineer who built market data systems at the New York Stock Exchange, Interactive Data and Yahoo Finance. Microseconds matter, and so does never losing a single event.
Fast, Complete, and Never Out of Order
Market data has three jobs: arrive fast, arrive complete, and arrive in order. We've built systems that do all three at exchange volumes, so we know where latency hides, how gaps happen, and how to recover without losing an event.
Latency measured, not guessed. We profile end to end, from the network socket to the screen, and fix the real bottleneck before anyone adds hardware.
No silent gaps. Sequence numbers, gap detection and retransmission are designed in, so a dropped packet becomes a recovered one, not a wrong price.
Built to fail over. Primary and backup feeds, redundant data centres and tested failover, because markets don't wait for a restart.
From one trading desk to millions of users. The same principles power a low-latency feed for a trading desk and real-time quotes and charts for a consumer app.
Capabilities
Technology
Capital Markets Specialisations
From the exchange feed to the app on your customer's phone.
Market Data Feed Handlers
Ingest exchange and vendor feeds at full volume, decode and normalise them, and publish clean, ordered data to every system downstream.
Decoding · Normalisation · Multicast · Sequencing · Fan-out
Low-Latency Engineering
Microsecond-level profiling and optimisation: the right network path for the job (epoll, io_uring, or kernel bypass with Onload, ef_vi or DPDK), busy polling and core pinning, lock-free queues, cache-friendly data structures, and bandwidth reduction.
Profiling · Kernel bypass · io_uring · Lock-free queues · Core pinning · Bandwidth reduction
Gap Recovery & Data Integrity
Detect a missing message the moment it's missed, recover it from retransmission or a snapshot, and replay in order, so clients never act on a wrong price.
Gap detection · Retransmission · Snapshots · Replay · Audit trail
Market Data at Consumer Scale
Real-time quotes and charts for apps with millions of users: caching, fan-out, global distribution and failover across data centres.
Quote APIs · Streaming · Caching · Multi-region failover
Trading & Brokerage Integrations
Connect your platform to brokers, order management systems and exchange gateways, with order status tracking and reconciliation built in.
Broker APIs · FIX sessions · Order status · Reconciliation
Latency & Reliability Audits
An outside review of your market data or trading system: where the latency comes from, where data can be lost, and what to fix first.
Latency profiling · Failure-mode review · Capacity planning · Roadmap
Built at the New York Stock Exchange, Interactive Data and Yahoo Finance
Market data at the exchange, at the aggregator and at consumer scale. Built from the inside, not the sidelines.
Led the analysis, design, and development of NYSE's PDP-XDP product suite and OpenBook Ultra, NYSE's order book market data product. Drove the architectural decisions that delivered end-to-end market data latency of 40 microseconds, operating under zero tolerance for downtime, data loss, or inconsistency. Optimised the full stack at the systems level — from TCP sockets and epoll handlers to order book state and equity indexing — reducing bandwidth across data feed and retransmission feeds, and architecting data recovery systems to close client data gaps without event loss. Which means we know where high-throughput financial systems fail before you've over-engineered the wrong bottleneck.
Worked on Comstock's market data aggregator and reseller platform, later part of Interactive Data: taking in feeds from many exchanges, normalising them into one consolidated stream, and distributing it to customers at high volume and low latency. Which means we know what happens to market data after it leaves the exchange, at every hop on its way to the screen.
Spearheaded the transformation of Yahoo Finance's market data infrastructure — one of the world's most-used finance sites, serving 100 million users with real-time data from over 100 stock exchanges worldwide. Led the establishment of globally distributed private data centres, designed and deployed low-latency feed handlers, and established seamless failover mechanisms across the platform. Drove CI/CD integration, test automation, and monitoring while mentoring and managing the engineering team through complex, globally distributed delivery. Which means we know what genuine fault tolerance actually costs to operate — and when simpler is the right call.
Have a Market Data or Trading System to Scope?
Tell us what you're building. We'll tell you where the latency and the data-loss risks live, and how to build around them.