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Markets operate at machine speed

Electronic trading, algorithmic strategies, and global connectivity have compressed market cycles from minutes to microseconds. As execution windows shrink, even small data delays directly impact fill quality, slippage, and profitability.

Risk is intraday and dynamic

Capital, margin, collateral, and exposure must be monitored continuously - not just at end-of-day. Fragmented systems create blind spots, forcing firms to manage risk buffers conservatively and tying up capital unnecessarily.

AI is embedded in front-office workflows

From alpha generation to surveillance and compliance, AI models are increasingly integrated directly into trading workflows. These models require live, relational market and position data to operate safely and effectively.

Why traditional architectures break under real-time market requirements and what's needed

Fragmented trade and risk systems slow reaction time

Trade capture, pricing, P&L, and risk aggregation often run on separate engines with batch synchronization. This creates latency between execution and visibility, reducing decision quality.

 

What’s needed: 

A unified data foundation that serves transactional trade data and analytical risk views from the same live dataset without movement or delay.


End-of-day processes limit intraday control

Overnight aggregation for VaR, P&L, and liquidity reporting delays actionable insight and increases reliance on static buffers rather than dynamic controls.

 

What’s needed: 

Continuous, intraday aggregation and recalculation across positions, instruments, and counterparties with consistent, real-time correctness.


High concurrency strains performance at peak volume

Open market hours, volatility spikes, and reporting cycles generate surges in concurrent queries from traders, quants, dashboards, and AI agents.

 

What’s needed: 

Linear scalability with consistent millisecond performance under thousands of simultaneous transactional and analytical workloads.


AI pilots stall due to stale or siloed data

Models trained on historical snapshots often struggle to transition into production environments that require live context and governed data access.

 

What’s needed: 

An AI-ready data platform where models and agents operate directly on live, ACID-compliant production data with full auditability.


Regulatory scrutiny demands complete traceability

Trade reconstruction, market surveillance, and reporting require consistent, queryable history across years of data without compromising operational performance.

 

What’s needed: 

Long-term, cost-efficient data retention that remains instantly queryable alongside live trading data under unified governance controls.


The performance engine for real-time markets

Unified transactions and analytics

Run trade capture, execution analytics, and intraday risk aggregation on a single real-time database - eliminating data movement between operational and analytical systems.

Real-time ingest with live queryability

Market data, orders, fills, and position updates are ingested and immediately available for complex joins and calculations, supporting true intraday visibility.

High concurrency under volatile conditions

Thousands of traders, dashboards, APIs, and AI agents can query simultaneously without degrading execution performance or reporting latency.

ACID-compliant at distributed scale

Every trade, update, and recalculation maintains transactional correctness, enabling production-grade systems of record and decision.

AI-ready data foundation

Structured, semi-structured, and vector data coexist in one platform - allowing quantitative models, surveillance systems, and AI copilots to operate on live trading context.

What you can build with SingleStore

Intraday P&L and risk aggregation

Trading desks require continuously updated P&L, Greeks, and VaR across strategies and instruments. Legacy overnight aggregation limits responsiveness during volatility. SingleStore enables live recalculation as trades execute - supporting faster hedging, tighter limits, and more confident capital deployment.

Real-time market surveillance

Surveillance teams must detect spoofing, layering, insider activity, and anomalous trading patterns as they occur. Batch review processes create enforcement lag. SingleStore supports continuous ingest and analytical evaluation across massive trade streams, enabling proactive compliance and faster investigation cycles.

Global position and liquidity visibility

Multi-asset, cross-border firms need consolidated views of positions, collateral, and liquidity exposure across prime brokers, custodians, and counterparties. Fragmented systems obscure real-time exposure. A unified engine provides instant visibility across regions and asset classes.

AI-assisted trading and decision support

Quantitative and discretionary traders increasingly rely on AI-driven signals, copilots, and scenario modeling. These tools must reason over live market data, historical trends, and current positions simultaneously. SingleStore enables complex queries and model integration without data synchronization delays.

Execution quality and transaction cost analysis

Execution teams monitor slippage, fill rates, and routing performance continuously. Delayed analysis limits optimization opportunities. With real-time ingest and analytics on the same dataset, firms can adjust routing strategies dynamically during live sessions.

Case Study

Real world outcomes

Fortune 25 Financial Services Giant

Real-time wealth & trading insights

A Fortune 25 financial institution selected SingleStore to modernize its wealth and trading platforms after legacy systems could not deliver real-time performance at enterprise scale. By consolidating transactional, analytical, and emerging AI workloads into a single engine, the bank eliminated data movement between systems and enabled advisors and clients to interact with live portfolio data instantly — even during periods of intense market volatility.

Scale and performance

  • 2+ petabytes of investment and trading data managed in production

  • 40,000+ concurrent users supported with consistent responsiveness

  • 10–20 millisecond query latency across live and historical data

  • Ability to analyze 5× more data in real time without performance degradation

Strategic advantages for your industry

Faster decision cycles

Move from batch-informed decisions to continuous intraday intelligence - improving execution quality, risk response, and market agility.

Capital efficiency

Enable real-time exposure and liquidity monitoring to reduce unnecessary buffers and deploy capital more effectively.

Simplified architecture

Consolidate transactional, analytical, and AI workloads onto one unified platform, reducing integration complexity and operational overhead.

AI production readiness

Operationalize AI and agentic workflows directly on live trading data with governance and auditability built in.

Resilient scale

Support growth in data volume, concurrency, and model complexity without sacrificing performance or reliability.

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Build A Real-Time Foundation For Modern Markets

Unify execution, risk, analytics, and AI on one performance engine built for trading at scale.

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