Carry the exchange's actual bid and ask through to the client instead of inventing a spread around the last price — with a guard that flattens a junk book rather than passing on a bad quote.
Carry the exchange's actual bid and ask through to the client instead of inventing a spread around the last price — with a guard that flattens a junk book rather than passing on a bad quote.
Exchange depth passed through untouched wherever it is available.
Absurdly wide or crossed books flattened instead of quoted to a client.
Best real source wins; lower-quality feeds may update price but not depth.
Stale depth expires automatically instead of lingering as a live quote.
Everything you need to build, automate and scale your trading technology.
Live market data integration services — connect NSE, BSE, MCX, forex and crypto feeds with symbol normalization, tick processing, failover and low latency.
Real-time charting solutions development — fast candlestick charts with indicators, drawing tools, multi-timeframe and live streaming for web and mobile apps.
Financial data processing & pipeline development — ingest, clean, store and analyze market and transaction data with reliable, scalable data engineering.
WebSocket market data feed development — central tick hub with per-client subscriptions, automatic reconnect, snapshot-on-connect and thousands of concurrent sockets.
Historical market data API development — unified candle endpoint with multi-source fallback, timeframe aggregation, gap detection and local tick-built bars.
Tick data storage solution — high-rate capture, in-memory hot cache, automatic pruning of expired instruments and fast historical query for charts and analytics.
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