Fast and reliable datastore for financial market data

Treat your data as an asset

Install on Linux → Request Trial

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

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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