Stream normalized L2/L3 orderbook ticks, execute historical tick-level backtests, and monitor real-time liquidity Risk-at-Value directly from our Amsterdam financial telemetry hub.
Built on kernel-bypass networking in Amsterdam Science Park to deliver deterministic market data without packet jitter.
Unified schema across 85+ European and global liquidity venues with nanosecond hardware PTP timestamps.
Replay multi-terabyte historical tick archives with realistic queue-position and slippage simulation.
Automated VaR, delta-exposure, and margin telemetry alerts delivered via gRPC and WebSocket streams.
Connect your quantitative models directly to our Amsterdam aggregation node via binary SBE, FIX 4.4, or multiplexed WebSockets.