Market-Data Ingestion & Tick-Storage Servers
Stop re-buying the same history every quarter. We build Texas servers that ingest your real-time feeds, store tick and time-series data on fast NVMe, and serve it back to your backtester and dashboards — all in your building. You own the data layer outright, so your watchlist and your edge never leave the office, and there is no monthly meter on data you already paid to receive.
A plain note before we go further. TIS builds the trading hardware and custom software you own — not financial advice, signals, or guaranteed performance. Trading involves substantial risk of loss. We build the data infrastructure; the feed subscription, the strategy, the risk, and the results are yours. Data-feed vendor and exchange fees are your responsibility — we wire the box to whatever feed you license, vendor-neutral.
Real-time vs. historical — two jobs for one server
A market-data server does two very different things, and a good build does both well. The first is streaming ingest: a handler holds open a WebSocket connection, receives ticks and quotes as they happen, and writes them down without dropping a message during a busy open. The second is batch research: serving years of stored history back to a backtester or notebook as fast as the disk can read it.
Streaming is latency- and reliability-bound; research is throughput- and storage-bound. We size one box to carry both so your live capture and your overnight sweeps never fight each other for the same disk. The research side feeds straight into a GPU-accelerated backtesting rig or a dedicated backtesting server.
Feed types & providers — vendor-neutral
We do not sell you a feed — we build the box that ingests whichever one you license. Here is the honest landscape so you can pick the cheapest feed that meets your latency need. Cost tiers below are illustrative and vary widely by venue and license; verify current pricing before you commit.
| Feed type | Latency | ~Cost tier (illustrative) | Who it's for |
|---|---|---|---|
| Consolidated SIP feed | Modest (consolidation adds delay) | Low — entry of the curve | Swing and most active traders |
| Provider API (Polygon / Alpaca-IEX) | Low–modest | Low–mid, subscription | Algo devs capturing equities locally |
| Premium low-latency (Databento MBO) | Low, full depth | Mid–high | Latency-sensitive systematic work |
| Direct / proprietary exchange feed | Lowest available | High — verify, can be very steep | Genuine HFT and pro shops only |
| Broker feed | Varies by broker | Often bundled | Traders using their broker as source |
Cost tiers are illustrative only and move constantly — direct/prop feeds can run dramatically more than a SIP feed. Verify with the provider before quoting any figure. The feed subscription is your cost, not ours.
Storage design: ticks, bars & point-in-time correctness
Capturing the data is the easy half. Storing it so it stays useful — and honest — is the part that decides whether your research can be trusted. We design the schema to aggregate raw ticks into bars on the way in, compress deep history so terabytes stay affordable, and keep every record point-in-time correct so a query only ever returns what was known at that timestamp.
That last point matters more than any benchmark. If the data layer leaks future information, every backtest built on it is quietly inflated by look-ahead bias — the strategy looks brilliant and dies live. Getting correctness right at the source is how you stop that bias before it starts. We build on proven time-series stores — kdb+, TimescaleDB, InfluxDB, or Parquet on NVMe — matched to your query patterns and budget.
The hardware: NVMe, RAM, CPU & network
This is the part we own end to end. A market-data box lives and dies by its data path, so we spec each piece to the load you actually put on it:
- Fast NVMe (RAID optional) — sustained write throughput so a busy open never backs up the ingest handler, and fast sequential reads so backtests fly over deep history. For redundancy and capacity planning we lean on the storage & RAID guide.
- Generous RAM — a large in-memory cache keeps hot symbols and recent windows resident, so the most-queried data never touches disk.
- The right CPU — enough single-thread speed to keep the ingest handler responsive, with cores to spare for serving research queries at the same time.
- A solid NIC — a reliable, low-jitter network path so the feed connection stays clean through the trading day. (True kernel-bypass NICs are a separate, low-latency conversation.)
Keeping it in your building — cost & privacy
Once the data lands on a server you own, two things change. First, the recurring math: you are no longer paying cloud egress fees to read back data you already captured, or re-buying the same history because a vendor expired your access. The hardware is a one-time, owned cost. (The live feed subscription is still yours to pay — we never hide that.)
Second, and quieter, your edge stays put. The symbols you watch and the queries you run are themselves signal; keeping them on a local box means you are not broadcasting your strategy to a data vendor's logs. That privacy is exactly the on-prem argument we make across the pillar — see how the same idea drives an owned backtesting server and custom trading software you keep the code to.
A reference ingestion pipeline, step by step
From the feed to your backtester, here is the flow we build — feed, handler, store, serve.
1. Feed
Your licensed WebSocket or API feed connects in. Vendor-neutral — Polygon, Databento, Alpaca/IEX, or your broker.
2. Handler
A resilient ingest handler reads the stream, reconnects on drops, and normalizes ticks and quotes so nothing is lost at the open.
3. Store
Records land in a time-series store on NVMe — aggregated to bars, compressed, and kept point-in-time correct.
4. Serve
Your backtester, notebooks and dashboards query the local store at disk speed — no egress, no metering, no leaking your watchlist.
Data servers built and installed across the Houston area
Whether your shop is in Houston, Katy, Sugar Land or out toward Richmond and Rosenberg, we build the ingestion box, set it on your LAN, wire it to your licensed feed, and validate a known capture before we leave. See our Texas service areas.
Market-data server questions
Does TIS provide the market-data feed itself?+
No. We build the server and the ingestion software that captures and stores your data — the feed subscription from a provider or exchange is yours to choose and pay for. We stay vendor-neutral and wire the box up to whatever feed you license.
Which market-data feed should I use — SIP or direct?+
It depends on your strategy. A consolidated SIP feed is far cheaper and fine for most swing and active traders; a direct or proprietary exchange feed costs much more and only earns its keep for genuinely latency-sensitive work. Providers like Polygon, Databento and Alpaca/IEX each sit at different points on that curve — pick the cheapest one that meets your latency need.
How much storage do I need for tick data?+
It scales with how many symbols you capture, at what granularity, and for how long. Full tick or quote data across a broad universe grows into terabytes quickly, while aggregated bars are far smaller. We size NVMe (RAID optional) and compression to your symbol set and history depth so reads never bottleneck a backtest.
What is point-in-time correctness and why does it matter?+
It means each query returns only what was actually known at that timestamp, so a backtest can never accidentally see future data. Getting this right at the storage layer is what prevents look-ahead bias from creeping into every strategy you test downstream.
Can the same server store options and other instruments?+
Yes. Options chains are far heavier than equities because of all the strikes and expirations, so we size RAM, NVMe and the schema for that load. The same time-series design handles equities, futures, options and crypto — we just plan capacity for the heaviest instrument you capture.
Feed it into a GPU-accelerated backtesting rig, get the custom trading software to query it, or plan storage with the RAID guide.
Own your data layer instead of renting it
Tell us your feed, your symbols and how deep your history runs — we'll build a market-data server that ingests, stores and serves it all in your building.
TIS builds the infrastructure, not the data subscription or the strategy. Trading involves substantial risk of loss — no financial advice, signals, or guaranteed performance.