Data & Fundamentals

Market Data & Quantitative Data Engineering

Pipelines, databases and quality controls for trading data.

Every model rests on its data. Gaps, revisions, timezone errors and survivorship problems produce backtests that look excellent and trade badly. We build pipelines where data problems surface loudly instead of silently.

What this covers

Ingestion from vendor, broker and exchange sources into one store
Time-series storage designed for the query patterns research actually uses
Automated quality checks: gaps, outliers, stale feeds, revision tracking
Point-in-time correctness so backtests cannot see the future

Services in this area

12 pages

Trading Data Pipeline Development

Ingestion, validation and storage built to fail loudly rather than silently.

Forex Data Pipelines

FX-specific pipelines handling sessions, rollovers and quote conventions.

Market Data API Integration

Vendor and broker feeds integrated with reconnect and gap-fill handling.

Real-Time Forex Data

Streaming price data with monitoring for staleness and disconnection.

Historical Forex Database

A clean, documented historical store your research can rely on.

Trading Time-Series Databases

Storage designed for the query patterns research actually uses.

Market Data Cleaning

Gaps, spikes, bad ticks and timezone errors identified and handled.

Data Quality Monitoring

Automated checks that alert before bad data reaches a live model.

Multi-Source Market Data

Reconciling multiple providers and deciding which to believe.

Economic Data Integration

Macro releases stored point-in-time, with revisions preserved.

Fundamental Data Integration

Fundamental datasets aligned to tradeable instruments and timestamps.

Automated Feature Pipelines

Features computed identically in research and in production.

Tell us what you are trying to build

Describe the problem and we will tell you plainly whether we can help, roughly what it would take, and what it would cost. If it is not a fit, we will say so.

Build My Trading Data Pipeline