Market Infrastructure

Clean Data for
Quantitative Models

A trading algorithm is only as good as the data it receives. We gather, clean, and organize massive volumes of global market data so you can focus entirely on finding profitable opportunities.

Coverage

Global Exchange Connectivity

Writing integration code for every single exchange is a nightmare for developers. Every exchange uses different protocols, different authentication methods, and different data formats.

TwoWayMind solves this by maintaining direct, low-latency cross-connects to over 50 global financial venues. You write your strategy once against our API, and we instantly translate and route it to any market in the world.

Direct Market Access Fiber Connect

The Data Pipeline

How we turn chaotic, raw exchange feeds into pristine, reliable data for your algorithms.

1. Ingestion

We receive millions of raw messages per second directly from exchange matching engines via dedicated fiber lines.

2. Cleaning & Normalization

Our systems instantly filter out bad ticks, sequence gaps, and anomalies. We convert 50 different data formats into one standard language.

3. Real-Time Delivery

The pristine data stream is broadcast to your running algorithms inside our data centers with zero added latency.

Backtesting

Historical Data Warehouse

Before risking real capital, you need to know if your strategy survives extreme market conditions. We provide access to a massive warehouse of historical data.

Access years of tick-by-tick order book data, trades, and historical market depth. You can "play back" the market exactly as it happened to thoroughly test your algorithms against past crashes, spikes, and volatile events.

Client Portal
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TIMESTAMP VENUE PAIR PRICE
14:02:01.002.451 CME ESU4 5420.25
14:02:01.002.890 BNUS BTC/USD 64201.50
14:02:01.003.112 LMAX EUR/USD 1.0945
14:02:01.003.440 CME ESU4 5420.50
14:02:01.004.015 BNUS ETH/USD 3450.00
14:02:01.004.221 LMAX GBP/USD 1.2670