Case Study: Tickblaze achieves institutional-grade quant trading with Databento

Tickblaze powers institutional-grade quant trading with Databento’s nanosecond market data

Tickblaze, a hybrid trading platform for systematic and discretionary traders, needed ultra-low-latency, high-fidelity market data to support its portfolio-level backtesting and multi-asset live trading. Standard retail data sources lacked the necessary nanosecond-precision and normalized order book data across global exchanges, creating integration complexity and high costs. This led them to seek a solution from Databento.

Databento provided its institutional-grade market data feeds, featuring nanosecond timestamps and normalized order book data. The integration empowered Tickblaze users to stream data across multiple asset classes, power faster and more accurate portfolio simulations, and run live trading and backtesting on the same data structures. This partnership unlocked a full-stack quant ecosystem inside the Tickblaze platform, leveling the playing field for professional-grade quant trading.

Tickblaze