Fast and reliable datastore for financial market data

Treat your data as an asset

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Faster than files

Parallel query engine with time- and symbol-indexed data access

Full-featured SQL

Extended SQL syntax with advanced filtering and aggregations

Streaming and Batch Updates

Consolidate quotes, trades, snapshots, and reference data in one place

What you can do with ATSD

Strategy backtesting on high-frequency data
Quantitative and market microstructure research
Granular transaction cost analysis and rollup reporting
Market surveillance and anomaly detection
Non-transparent ETF/ETN decomposition

Streaming & Scheduled Market Data

FAST, SBE, and proprietary protocols
Plain text protocol
Consolidated and direct feeds
Built-in latency monitoring tools
End-of-day archives
ETL from institutional and retail financial data platforms

SQL Engine

Parallel SQL engine with syntax extensions
Advanced filtering by trading session, auction stage, index composition
Optimized aggregates for OHLCV and VWAP calculations
Interactive SQL console with auto-completion
API endpoint for programmatic integration
Scheduled SQL reporting with email, file, and web delivery
JDBC and ODBC drivers

REST API

Trades: write, read
OHLCV bars: calculate, write, read
Quotes: write, read
Snapshots: write, read
Reference data: write, read
API clients for Python and Java

ATSD vs Files

Searching records by index is faster than reading files sequentially
Extra performance with caching and parallelized scans
Non-blocking writes enable multiple concurrent reads
Read visibility before transaction committed to disk with memory scans
Records can be inserted out-of-order and modified in-place
Filter, aggregate, sort without copying data to clients

ATSD vs Relational Databases

Reduced overhead on critical read and write paths
Automated sharding of segmented tables
Parallelized scans
Optimal compression codecs to reduce I/O and disk space usage
Aggregate and analytical functions optimized for financial data

Data Ops Included

Built-in latency monitoring with break-down by data feed and market
ETL collector for FTP/SCP/HTTP integrations with task control
Rule engine and scheduled SQL for nightly and pre-trade checks
Alerting via messengers, webhooks, email

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