Solutions - Financial Services
Broker-Dealers
Driving Business Innovation with Extreme Performance
From microsecond market data ingestion to analytics across billions of records, millisecond trade decisions to intelligent client services, DolphinDB delivers full front-to-back-office coverage on one unified platform.
Request DemoKey Benefits
High-Performance Data Foundation
Low-latency, high-throughput ingestion of high-frequency data with millisecond query response — unified storage for TB-to-PB-scale market data across markets and asset classes.
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Unified Stream-Batch Processing
Validate strategies on historical data and deploy directly to live trading — microsecond-level factor computation, no code rewrites between backtest and production.
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Rich Financial Business Components
Built-in order book engine, backtesting, valuation, and extensible factor/portfolio platforms — plus plugins for ML and optimization — to shorten time-to-production.
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Microsecond Low-Latency Computing Engine
Develop in concise scripting syntax with near-C++ performance — microsecond response for factor computation and strategy execution.
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What It Does
Market Data Management
A single platform for real-time ingestion and processing of high-frequency market data across multiple markets, seamlessly bridging data acquisition, management, computation, and business consumption.
Quant Research Platform
Millisecond query response at trillion-row scale, supporting real-time computation of thousands of factors and parallel execution of multiple strategies — significantly shortening strategy iteration cycles and boosting quant team productivity.
Quant Research for Prop Trading
A professional quant toolchain for equities, FICC, and multi-asset prop desks, covering factor development, ML modeling and high-fidelity backtesting. Built-in automated factor mining and an AI research assistant help teams rapidly uncover Alpha and generate excess returns.
Proprietary Trading
An end-to-end optimized trading infrastructure — from real-time market data and signal computation to risk checks and order routing — with full-pipeline latency under milliseconds. Supports high-frequency market making, statistical arbitrage, CTA, and more.
Brokerage Business
Extend institutional-grade research capabilities to HNW and institutional clients — real-time factor data APIs, quantitative stock selection tools, algorithmic trading, and margin financing support. Open data interfaces and visual research tools drive client engagement, trading frequency, and asset retention.
Multi-Asset Management Platform
A unified multi-asset solution covering bonds, futures, forwards, swaps, and options — standardizing all assets into computable objects for real-time position monitoring, risk calculation, and portfolio management.
Mobile App Data Services
A high-availability data middleware for brokerage mobile apps — supporting real-time multi-market quotes, custom technical indicators, and financial data queries with second-level complex analytics, bringing institutional-grade research tools to individual investors.
Risk Management System
An integrated analytics platform covering stress testing, counterparty risk, structured product valuation, and multi-dimensional Monte Carlo simulation — delivering real-time processing, scenario analysis, and sensitivity computation at scale.
See How DolphinDB Makes Your Business Faster, Stronger, and Smarter
Request an Exclusive DolphinDB Demo for Brokerages
Discover how DolphinDB can help your team:
Manage massive market data across multiple markets and instrumentsAccelerate factor development and strategy iteration for prop trading teamsSupport latency-sensitive businesses including HFT and algorithmic tradingConvert professional research capabilities into competitive client-facing servicesMeet regulatory requirements with robust trade surveillance and risk control