Tick distribution across every segment
Ticks are useless sitting in one process. This stage runs the producers that put the whole market — cash equities, index and stock options, futures and commodities — onto streams that any service on the desk can read.
- segments served
- 4
Built here.
- 01
Producer processes for cash equities, index and stock derivatives, futures and commodities, each streaming into Redis streams keyed by segment and instrument.
- 02
Multi-connection subscription that works around the broker's per-socket token ceiling: the instrument universe is partitioned across sockets and spread over processes so one slow consumer cannot stall the rest.
- 03
A live option-chain builder that turns raw token traffic into a priced chain — implied volatility solved from traded premium, then the Greeks and a theoretical price beside the tape.
- 04
Instrument-master and token-mapping refreshes, so a new expiry or a changed lot size does not require a redeploy.
Failure modes.
- A dropped or throttled broker socket, which reconnects and resubscribes its own partition without disturbing the others.
- Consumers that read at different speeds — a slow dashboard must not back-pressure the ingest path.
- Session boundaries: a chain that was valid at 09:14 is not valid at 09:16.
This is what turns a feed into a platform. Strategies, screens and research all subscribe to the same market instead of each maintaining a private, slightly different copy of it.