Real-time Trading Data Integration and Visualization System

The client struggles with acquiring live tick data from trading servers, efficiently storing and transforming large volumes of data, and displaying real-time charts for traders. Existing systems lack optimized data pipelines and require custom integrations, leading to performance bottlenecks and increased storage costs.

A mid-sized financial trading firm specializing in algorithmic cryptocurrency trading, requiring high-frequency data processing and real-time visualization.

• Implement a system to capture live tick data directly from trading centers and reliably store it in cloud storage.
• Enable seamless data retrieval and transformation using cloud-based data processing tools.
• Facilitate efficient, real-time data visualization through integrated charting capabilities.
• Reduce storage costs by implementing tiered storage strategies for stale data.
• Enhance system scalability and query performance for large data volumes.
• Ensure secure authentication and authorization for trading applications and data access.

• Real-time capture of trading ticks from trading servers or APIs
• Secure data upload and storage in cloud object storage (e.g., S3)
• Automated data transformation and processing via serverless workflows (e.g., cloud data pipelines)
• Custom data transformation scripts to address limitations of default cloud services
• Data lifecycle management to migrate stale data to archival storage (e.g., Glacier)
• Integration with data warehousing solutions (e.g., cloud databases) for quick querying
• APIs for retrieving processed data and generating charts in client applications
• User authentication and authorization mechanisms for secure data access

• Trading platforms or APIs to receive live tick data
• Cloud storage services for data archival and retrieval
• Data transformation and processing pipelines
• Visualization tools or APIs for chart rendering

• High availability and fault tolerance for continuous data ingestion
• System scalability to handle high-volume tick data (e.g., millions of ticks per day)
• Low latency data processing to support real-time visualization
• Data security and compliance with industry standards
• Cost-efficient storage through tiered data lifecycle management
• Automated testing and deployment pipelines for rapid iteration

The implementation of this trading data management system is projected to enhance real-time decision-making by providing traders with immediate, reliable visual insights. It will significantly reduce storage and processing costs through targeted archiving strategies and improve system responsiveness and scalability to accommodate growing data volumes, ensuring a robust foundation for advanced trading analytics and automation efforts.