Every signal, backtest and order is only as good as the market data behind it. Delayed ticks, gaps, bad prints and inconsistent symbols between sources quietly distort results, and the problems are hard to trace once they reach a strategy. SemBricks builds market data infrastructure for traders, systematic firms and fintech companies: collecting data from brokers, exchanges and vendors, cleaning and normalising it, storing it efficiently and delivering it to the systems that need it.
Market Data Solutions We Build
- Feed integrations: real-time prices and order books from brokers, exchanges and data vendors over WebSocket, REST and the FIX protocol.
- Tick data processing: cleaning, aggregating into OHLCV bars and storing years of tick data so it can be queried fast.
- Custom charting: charts and visualisations built around your own indicators and data.
Data You Can Trust
We build data pipelines with validation at every step: detecting gaps and outliers, aligning time zones and session boundaries, mapping symbols between sources and recording where every data point came from. Strategies and backtests then work from one consistent source. See also data pipelines and quantitative finance software.
Frequently Asked Questions about Market Data
Can you combine data from several brokers and exchanges?
Yes. We normalise symbols, timestamps and formats so data from different sources can be used side by side or merged.
How much historical tick data can you store?
Years of tick data across many instruments, stored in formats designed for fast time-series queries. The design depends on your volumes and how the data is used.
Do we own the source code?
You can. Ownership of the source code is set out in the contract, and the code can be fully yours, including documentation and tests.
Part of our trading software development.
Book a free call about your market data
All Market Data Solutions A–Z
Custom Trading Charts: Indicators, Order Flow, Your Data
Custom trading charts: your own indicators, Renko and volume bars, footprint and volume profile, strategy overlays and multi-timeframe layouts, on your data.
Market Data Feed Integrations: Exchanges, Brokers, Vendors
Market data feeds for trading systems: exchange WebSockets, broker streams and vendor APIs, with reconnects, order book sync, validation and failover.
Tick Data Processing: Capture, Storage, Bars, Order Flow
Tick data infrastructure: lossless capture, compact columnar storage, bars of any type, order flow and spread analysis, cleaning and fast access for research.