Live Market Data
Hartwell & Sons pulls tick-by-tick data from EU and global exchanges and delivers it to your strategy engine in under 100 ms — consistently.
Live market data is the foundation every other module rests on. If your data is delayed or inconsistent, your risk controls and strategy logic are working with a distorted picture of reality. Hartwell & Sons normalizes tick feeds from multiple exchanges into a single, unified data layer. Every price event is timestamped at the source, deduplicated, and passed to your strategy engine in its original resolution — no resampling that hides volatility spikes, no artificial smoothing. Supported instruments currently include major FX pairs, EU equity indices, and exchange-traded funds listed on regulated EU venues. Cryptocurrency data feeds are not included in the current release and are not on our near-term roadmap.
Three components that make the feed reliable enough to trade on.
We maintain direct data agreements with four EU-regulated exchanges, bypassing aggregator delays and giving your strategy the same raw feed a market maker would see. Failover to a secondary source is automatic if a primary feed drops.
Ticks from different venues arrive in different formats. Our pipeline converts them all to a common schema — symbol, timestamp, bid, ask, last, volume — before they reach your rule engine, so your strategy code never needs to account for format differences.
Every data packet is logged with source timestamp and arrival timestamp. You can audit latency percentiles at any time from the dashboard. If latency exceeds 150 ms on any feed, an alert fires to your notification channel before your strategy is affected.
Every Hartwell & Sons plan includes access to the live data layer. There is no separate data subscription to manage or reconcile. When you connect a broker account, that account's supported instruments are automatically mapped to the data layer's available feeds. You also get a historical snapshot of the last 90 days at tick resolution, which is immediately usable for short-window backtests without switching to the dedicated backtesting module. Data is stored in EU infrastructure and is never shared with third parties or used to train external models.
Book a short demo call and we'll walk you through a real market session on our platform.
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