Market Data Integration Guide

Learn how to build robust market data integration systems that can handle high-frequency data feeds efficiently. This guide covers feed handling, real-time processing, and data management strategies for trading systems.

Data Feed Integration

Feed Handlers

Connect and process market data feeds

Key Features

  • Multi-protocol support
  • Feed normalization
  • Connection management
  • Error handling

Data Quality

Ensure data accuracy and reliability

Key Features

  • Data validation
  • Duplicate detection
  • Gap detection
  • Timestamp analysis

Real-time Processing

Stream Processing

Handle high-frequency market updates

Key Features

  • Event processing
  • Message queuing
  • Load balancing
  • Latency optimization

Data Enrichment

Add value to raw market data

Key Features

  • Derived calculations
  • Technical indicators
  • Statistical analysis
  • Custom analytics

Data Management

Storage Solutions

Efficient data storage and retrieval

Key Features

  • Time-series databases
  • Data compression
  • Archival strategy
  • Query optimization

Data Distribution

Deliver data to consuming systems

Key Features

  • Pub/sub systems
  • WebSocket streams
  • API endpoints
  • Data filtering

Related Resources

Need Help with Market Data Integration?

Our experts can help you build efficient market data processing systems. Schedule a consultation to discuss your requirements.

Schedule Consultation