True Auction Data

Next Generation trading technologies


Pleased To Present

TaData's Next generation, high precision data point, strategy, and presentation framework.

A completely new data platform built around an exhaustively comprehensive rich object-oriented modeling of any data point; and, is fully extensible, including extensible views.

Industry-first: sophisticated studies on our platform deliver output at all prices, at all times, yielding a brand new complete model of the whole market in each custom study’s terms. New, copiously deep displays can customize your view like never before.

Complex rich data is also made available to the plugin and strategy developer, to greatly reduce development time, and enable more dynamic configuration and adaptation.

An object-oriented implementation, "in-domain" all the way down, provides your data points with a very high value data model, and enables TaData to inject them with smarter and more agile functions. TaData provides more functionality than platforms built on other models, and implements your data points with all the benefits of a fully managed platform.

The fully managed platform is more agile and flexible than others; and our implementation retains a sub-microsecond core updating engine — with all of the rich, high value, object-oriented data available at your data points' fingertips at all times. TaData's model is rich: every update provides the complete top-to-bottom book to inspect, e.g.:

    • All outstanding quote depths
    • All trades in sequence on all bids and offers, providing both sides of the transaction
    • Always-updated Level-2 approximate queues
    • Dozens of properties on every bid and offer on every price, top-to-bottom in the whole book at all times
    • Full object-oriented abilities, including conditions, triggers, "math", "rewind" data; and presentation
    • And data points are first-class objects with complete abilities to combine, correlate, trigger, and "sense" other data points in the environment

True Auction Data also introduces a new model to chart transacted and live activity driven around "open and closed" whole bids and offers. Our new data architecture presents an industry-first model of bid and offer graphing that is ready to analyse and study data and performance in new dimensions!

True Auction Data's full top-to-bottom data points are no more hard to develop: in fact, development is speedier and more agile than previously seen! The new data points are able to trigger on inclines, declines, per-data point value areas, correlation, and many other new dimensions! Data points and strategies are not pressured to deliver a single best price of interest, and you get the whole picture at all times!

And high speed data points offer astounding flexible display in an industry-first platform-agnostic high-speed presentation platform!


The platform leverages newest-generation managed technology, providing the highest speed, leanest technologies, future-proofing, platform agnostics, and massively-scalable deployments; and brings agility.

About True Auction Data

True Auction Data is a small, agile company, with a focussed product. This platform is engineered from at least three patented technologies, and the agile implementation is extremely "DRY", with no external dependencies, short sensible code paths refactored down to a single semicolon, and an extreme, modern decoupled architecture that weaves rich objects through many architectural layers in a seamless fluent platform with extensive abilities that are not costly in processor resources.


Moments Away!

True Auction Data's platform will be available in a very short time in a release for NinjaTrader® 8. Yet it is highly un-tapped still! This preview implements many of the new abilities provided by the platform; but there are many more not seen there, fully implemented now in the platform and ready for application.

Seeking Investors, and Early Adopters

True Auction Data is seeking investors willing to fund rapid release of highly impacting brand new technologies and industry firsts. Early adopters can get new technologies ahead of the competition and gain a huge advantage. Please contact us with interest.