True Auction Data

Modern trading technologies


Pleased To Present

TaData's Extensible data point, strategy, and presentation framework.

Completely new. Built around Stack Data Points™, and a modern market data object model.

What Are Stack Data Points?

TaData's Stack Data Points implement full-price-tier inflation of your data point strategy.

Stack Data Points may at first seem something like an "at-price indicator"; and that is one good correlation. They are self-contained first-class market data participants — with abilities like a strategy, 'bot, and/ or indicator — that have been refined into highly transportable data points.

TaData is an extensible container where your data points interact.

    • Sub-microsecond market data engine providing complete updates.
    • Modern market data object model provides a very complete book — all current market data up and down the price tier at all times.
    • Data Point Triggers.
    • Flexible display engine provides open customization.
    • Fully extensible platform, down to the market data object model.
    • Lean architecture.

— All Extension Points —

— All TaData —

Stack Data Points are also not limited in the data that they can produce at each price: each custom data point can freely define its own data type with no restriction.

Since Stack Data Points can deliver output at all prices at all times, they can yield a complete model of the market in each custom data point's terms. For example:

On The DOM

On The Chart

The Stack Data Point enables thinking about the state of the market from each data point's perspective, top-to-bottom.

You are then further able to correlate data points top-to-bottom. Correlations, deviations, inclines, declines, per-data point value areas, and any other studies can be performed on the data and/or the prices. Data points are also not pressured to deliver only a single best price of interest, and you can get a whole picture.

Stack Data Points are no more hard to develop: and in fact, development is speedy and agile!

Data points are first-class objects with complete abilities to combine, trigger, and identify other data points in the environment; and they implement full object-oriented abilities, like conditions, "math", "rewind" data, and more.

The Market Data Object Model

The market data object model can also greatly reduce development time, and add agility and adaptation. Every update provides the complete 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 core properties on every bid and offer on every price.
    • TaData also includes a model to track activity driven around "open and closed" whole bids and offers. The data point participates in a wider ecosystem with many resources.

The model provides a resource-rich environment for the data points. The model itself is also an extension point, and TaData allows fully custom implementations to provide an arbitrary data ecosystem to the data points.

Presentations

TaData also implements a platform-agnostic high-speed presentation platform. Presentation data sources, and presenters can be fully custom implemented.

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

TaData's implementation is "in-domain" all the way down, providing a very high value data model. The fully managed platform is agile and flexible; and our managed implementation retains a sub-microsecond core updating engine — there is no trade off for the significant gains of the modern managed environment.

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 implementation is extremely "DRY", with no external dependencies, short sensible code paths, and a decoupled architecture that weaves metal through many architectural layers that is not costly in hardware resources. We are built on 100% .Net Core; which means we are cross platform, scalable, and modern.


Seeking Investors, and Early Adopters

True Auction Data's platform is available in Auction Dashboard's latest release for NinjaTrader® 8. AD is a testament to the extensibility and feature ability in the platform.

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