Nanosecond capture. Analyst-ready data.

Wirelake captures every multicast market data packet with nanosecond precision and delivers structured, query-ready Parquet — ready for your quant analytics stack the moment it hits disk, fully on-premises.

You need to reconstruct order flow. Your capture data isn't queryable.

Trading infrastructure teams face two problems simultaneously. First, regulatory requirements — MiFID II, SEC Rule 613, and others — demand precise, auditable records of market data receipt and order activity. Second, quant and analytics teams need that same data in a form they can actually query and model. Most firms end up with raw PCAP files that are expensive to store, slow to query, and require specialist tooling. The data exists but isn't useful. Wirelake changes the calculus: structured Parquet output means the same capture that satisfies your compliance team feeds directly into your analytics workflow.

Use Cases

Where Wirelake earns its place in trading infrastructure.

Best execution analysis

Reconstruct the exact sequence of market data packets received at your infrastructure. Compare your arrival times against published feed timestamps to evidence best execution.

Latency analysis

Measure feed-to-order latency with nanosecond resolution. Identify infrastructure bottlenecks by correlating packet receipt timestamps with order submission records.

MiFID II / regulatory audit

Wirelake provides a complete, timestamped, on-premises record of market data receipt — suitable as evidence for MiFID II clock synchronisation and audit trail requirements.

Feed quality monitoring

Track gap counts, sequence number drops, and multicast group delivery quality in real time and historically — all from the same Parquet output that feeds your analytics workflows.

Quant research

Provide quant teams with structured, query-ready market data directly from the capture layer. DuckDB, Polars, or pandas — no custom extract pipeline, no data wrangling overhead.

Built for the precision trading infrastructure demands.

  • → Nanosecond timestamps (sub-100ns, suitable for MiFID II clock sync)
  • → Zero-loss capture (AF_XDP at 100Gbps)
  • → Multicast-native
  • → Parquet output
  • → On-premises
  • → Audit-ready
  • → Open query layer

Talk to us about your trading data infrastructure.

We work with quant infrastructure and data engineering teams to scope proofs of concept. If you're evaluating Wirelake for compliance, analytics, or both, get in touch.

Get a Demo →