Institutional Grade Infrastructure

Low Latency
Trading Systems
Built for India.

We design and build sub-millisecond trading infrastructure for Indian markets — C++ execution engines, Rust order management systems, NSE co-location setups, and HFT strategy development. The same technology stack used by prop desks and quant funds, now available to you.

<1ms
Achievable Round-Trip (Co-lo)
C++ / Rust
Primary Languages
NSE + BSE
Exchange Support
FIX Protocol
Industry Standard

What We Build

Every component of your low-latency stack, designed from first principles for Indian market microstructure.

C++ Execution Engines

Ultra-fast order routing in C++ with custom memory allocators, lock-free queues, and kernel bypass (DPDK/RDMA) for sub-100μs execution.

C++17/20Lock-freeDPDKRDMA

Rust Order Management

Memory-safe, high-performance OMS in Rust. No GC pauses, deterministic latency, and fearless concurrency for multi-strategy execution.

RustAsync TokioZero-copySafe concurrency

Market Data Infrastructure

High-throughput market data handlers for NSE/BSE tick feeds. Custom parsers for multicast market data with nanosecond timestamping.

MulticastNSE TBTBSE BOLTNanosecond TS

NSE/BSE Co-location Setup

Server configuration, network tuning, CPU affinity, NUMA optimization, and integration with exchange co-location services for minimal round-trip latency.

Co-locationCPU affinityNUMAKernel bypass

Why Latency Matters in Indian Markets

NSE's co-location facility allows servers to be physically placed within the exchange premises — reducing round-trip order latency from 50–200ms (retail) to sub-1ms (co-lo). For certain strategy types, this is the difference between fill and no fill.

Even for non-HFT strategies, a slow execution engine costs money. Every millisecond of slippage on a ₹10L intraday Nifty position can mean ₹500–₹2,000 in adverse fills per trade. At 10 trades per day, that's ₹50,000/month in preventable losses.

Retail Broker API50–300ms
Optimised Python Engine10–50ms
C++ Direct Market Access1–10ms
C++ Co-location (NSE)<1ms

Who This Is For

Proprietary Trading Desks

Scale to dozens of strategies running simultaneously with microsecond co-ordination. Full risk management, kill switches, and P&L aggregation.

Statistical Arbitrage Traders

Cross-exchange and cross-instrument arbitrage requires deterministic, low-latency execution. We build the infrastructure that makes it feasible.

Market Makers

Continuous two-sided quoting demands the fastest possible quote updates. C++ market-making engines with custom spread and inventory logic.

Frequently Asked Questions

Do I need co-location for low latency trading?

Not necessarily. Co-location gives the lowest possible latency but a well-optimised C++ engine on a good VPS can achieve 5–15ms — sufficient for most non-HFT strategies. We assess your actual latency requirements before recommending infrastructure.

What is the minimum viable setup for a prop desk?

A dedicated Linux VPS with a C++ or Python execution engine, proper broker API integration, risk management, and monitoring. For co-lo strategies, additionally a rack space application with NSE/BSE and a FIX engine. We scope this precisely based on your strategy.

Do you build from scratch or use existing frameworks?

We build from scratch for all latency-critical components to avoid hidden overhead from third-party libraries. For non-latency-critical parts (reporting, monitoring), we use proven open-source tools.

Can you audit my existing trading system for latency?

Yes. We perform latency profiling, hotspot analysis, and provide a detailed optimisation report with specific code changes that will reduce your end-to-end execution time.

Build Your Low-Latency Edge

Share your latency requirements and strategy type. We'll scope the right architecture and give you a quote.

Discuss Your Infrastructure