Market Data Management
A single platform for real-time ingestion and processing of high-frequency market data across multiple markets, seamlessly bridging data acquisition, management, computation, and business consumption.
Data Platform
Build a high-performance data services platform with ease — integrating massive historical and incremental financial data under unified governance. Full user access control, rate limiting, and audit logging out of the box, with APIs ready for Python, C++, Java, and more.
Quant Research Platform
Store full-market history in a distributed time-series database and replace "storage + Python" workflows with in-database computation — achieving 10-100x faster factor calculation.
Metrics Platform
A one-stop metrics platform with full lifecycle management — delivering sub-second results at up to 10x performance improvement. Supports real-time ad hoc computation of complex metrics like fund performance attribution, with flexible SQL and script-based indicator definition for multi-dimensional analysis.
Strategy Backtesting
Build high-frequency backtesting systems across multiple asset classes — from minute-level to daily multi-factor strategies. A powerful matching engine ensures backtest logic closely mirrors live execution.
Live Trading
A unified platform spanning market data ingestion, real-time factor computation, pre-trade risk control, post-trade analysis, and position monitoring — with low latency, high throughput, and easy scalability.