Global investment bank, trading floor
A charting engine for trade surveillance: hundreds of millions of ticks a day, views down to the nanosecond
A greenfield surveillance platform for front-office and compliance desks, built to watch high-frequency activity across asset classes and exchanges and to show analysts what happened, when, at any zoom level.
100m+
ticks a day rendered per instrument view
ns
finest zoom level on the time axis
70%+
less routine compliance monitoring work
The problem
Off-the-shelf charts could not hold a day of tick data for a busy instrument, let alone plot market depth and time series side by side across venues. Analysts needed to move from a whole session to a few microseconds without the chart stalling, and to see latency and cross-instrument patterns as they formed.
Stack
- React
- TypeScript
- D3FC
- AG Grid
- KDB
- Apache Arrow
- gRPC
- WebSocket
- Python
- Java
- Kotlin
What was built
- A low-latency visualisation engine with custom chart layers and sampling, so a session of hundreds of millions of ticks renders smoothly and zooms to nanosecond resolution
- Market depth and time-series charts for multiple exchanges, instruments and venues on one screen
- Stream processing and data compression between the surveillance engines and the browser, with Apache Arrow and gRPC on the wire
- Pattern recognition and anomaly detection components embedded in the analyst workflow
- A micro front-end architecture so desks in different regions could ship independently
What it means for you
If a bank's surveillance desk can chart every tick of a session in a browser, a broker's clients can have charts that do not stutter, lose drawings or disagree with the statement. The same engineering applies, at a fraction of the data volume.