Capital markets
Collapse the tick store, the in-memory cache, and the stream processor into one deterministic engine.
The problem
Why this is hard today
A trading platform is a chain of systems held together by hope and reconciliation jobs: a tick store, a cache for live state, a stream processor for signals, and a warehouse for research. Every boundary is latency, and every copy is a source of disagreement.
The desks that win optimize the boundary where a strategy reads state it just wrote — and that is exactly the boundary a multi-system stack cannot make consistent.
One engine that keeps fresh writes readable, current state O(1), and counts exact removes the reconciliation problem instead of automating it.
Where NYXDB fits
Use-case journeys
Real-time market data & trading analytics
Fresh-write reads for the live book, exact volumes, and streaming signals — all on one engine.
Market data & trading analyticsPre-trade & post-trade risk
Read-your-writes per-account state and exact counts behind every risk threshold.
Fraud & riskExecution observability
Turn raw execution events into live venue/latency metric tables with continuous transforms.
Observability & logsArchitecture
How NYXDB fits capital markets
Ticks append and fan out through PSI to keyed current-state tables and continuous transforms — history, live book, and derived signals in one runtime.
- 01
Tick history
Append tables hold the full tape, durably journaled.
- 02
Live book
Keyed tables collapse to the latest quote per instrument.
- 03
Signals
Continuous transforms maintain OHLC/VWAP-style rollups in place.
- 04
Research
HISTORICAL and AS OF reads serve backtests off the same data.
Real SQL
Representative query
SELECT market, count() AS trades, sum(amount) AS volumeFROM tradesGROUP BY market;Every statement follows the engine’s own test SQL shapes. See the SQL reference for full syntax.
Capabilities
What you get
O(1) current state
Latest quote per instrument as a point read.
Exact risk math
Deterministic counts and typed aggregates.
Streaming + historical
One table serves the live tape and backtests.
One engine
Retire the cache and the stream processor.
Proof
Measured where it counts
vectorized aggregate (48.7 → 0.43 ms)
ADR-060
rows/s ingest, end-to-end (local)
ADR-075
current-state reads
placeholder — not yet substantiated
▲Figures marked TODO-verify are placeholders pending a published, reproducible benchmark; substantiated numbers cite their source.
Learn more
Related documentation
One engine for the trading stack
Explore the market-data solution or run a node.