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Market Data

Effective trading requires access to fast, reliable quotes. With Lime, clients have access to data feeds for both live trading and historical testing. Our data offering includes Equities, Options, and Futures.

CitriusTM

Powering many of our own internal systems, Lime’s live market data product, CitriusTM, is top in its class and available to clients. The offering is flexible, fast, efficient, and reliable providing access to multiple venues. It also boasts multiple value add features on top of raw market data to which clients may opt to consume.

  • Provides a normalized feed of market data from multiple venues
  • Qualifies as a certified managed non-display provider
  • Accessible via TCP-based Client-Server subscription model and APIs in C++ or Java
  • Boasts optional features like price-aggregation, top of book, trades only, MMID filtering for consolidated feeds, and subscribing by underlying for options
Lime Data Vault

Hosted Tick Database

In partnership with OneMarketData, Lime Brokerage offers hosted access to the OneTick database platform. In this database, Lime captures market data directly from the Citrius normalized feed handling solution.

Lime provides database access through Strategy Studio’s backtest servers, or through the complete OneTick front-end and query APIs.

  • This solution provides unparalleled coverage of historical US consolidated tape and order book data within industry leading tick database technology.
  • Query data up to the latest tick, with the aid of powerful built-in market data analytics.
  • Timestamped with the exchange’s feed time and the local collection time, this data gives valuable consistency with processing live data.


This solution provides back testing and historical market data research, without the need to invest in storage infrastructure. 

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