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Platform Essentials

One price feed that everything reads from

Quotes, trades, candles and history all derive from the same data the matching engine uses. There is no second feed for charting, which is why the chart and the book cannot disagree.

  1. Ingest

    Connected liquidity sources deliver quotes over their native protocol. Where several cover the same instrument, the platform aggregates them into a single view.

  2. Shape

    Your configured markup, spread floor and any stale-quote filtering are applied before the price becomes tradeable or visible.

  3. Distribute

    The shaped price feeds the matching engine, the terminal, the mobile clients, the chart aggregation and any API subscriber — all from the same emission.

  4. Retain

    Trades and aggregated candles are retained and made queryable, which is what backtesting, reporting and dispute investigation rely on.

What the data layer provides

Every screen is a consumer of this, and so is every client integration

Streaming quotes

Best bid and offer plus depth are pushed to connected sessions as they change, rather than being requested on a timer.

Trade prints

Every execution is published to the market data stream, which is what drives time-and-sales and candle aggregation.

Candle aggregation

Candles from tick level up to monthly are aggregated from the same trade data, so no timeframe comes from a different source than another.

Historical retention

History is retained for the life of the instrument and is queryable over the API for backtesting and analysis.

Entitlements

Which instruments a session receives is resolved from the client group, so an unlicensed market is not streamed to anyone who cannot trade it.

Why one feed

Two feeds mean two versions of the truth

And clients always find the difference. A trader who can point at a candle showing a price their order should have filled at is a trader you will not convince.

  • Charts that match the book

  • Backtests against what was really traded

  • Lower bandwidth than polling

  • Entitlements respected everywhere

See it live

The candle the chart draws is the trade that happened

Moving-average overlays and volume bars are aggregated from the same trade prints the matching engine produced, not a separate charting feed.

Market data feed health cards with latency per liquidity provider and an aggregated candlestick chart

FAQ

Market data: common questions

5 short answers to what teams ask before a demo.

No, and that is deliberate. Candles are aggregated from the same trade data the matching engine produced, which is why the chart and the order book can never show contradictory prices.

Over a streaming connection. Quotes, depth updates and trade prints are pushed as they occur rather than being requested on an interval, both in the platform and over the public API.

For the life of the instrument. Trades and aggregated candles remain queryable, which is what supports backtesting, client statements and investigation of historical activity.

Yes. Markup, a spread floor and stale-quote filtering are applied per instrument and per client group before the price becomes visible or tradeable.

Yes, subject to the same entitlements as the terminal. A client receives data for the instruments their group is permitted to trade, and nothing else.

Still have a question?

A specialist will answer it directly, with your set-up in mind.

Ask a specialist

Compare the chart and the book side by side

We will run trades during the walkthrough so you can watch the print, the candle and the ledger entry appear together.

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