Ask any question in plain English, and our AI instantly crunches trillions of raw trades and quotes to give you the exact truth. You just found your edge.
| TIME (EST) | TSLA SPOT | STRIKE | ARBITRAGE |
|---|---|---|---|
| 09:30:02.105 | $182.50 | $150.00 | +$0.32 |
| 09:31:14.890 | $182.48 | $155.00 | +$0.41 |
Typical platforms force you to choose from pre-built indicators. With Strasmore, you simply query the raw physics of the market. What do you want to know?
"Did institutional market makers pull their bids before or after the Flash Crash on NVDA last week?"
"Show me the exact slippage I would have suffered if I executed a $5M market order right at the open."
"Find all moments where the SPY price went up, but total underlying Bid volume actually decreased."
A stock price on a screen is just a ghost of the last trade. It doesn't mean you can actually buy or sell at that price right now.
When volatility hits, buyers disappear. The bid/ask spread rips open. If your backtester only looks at the "last traded price," it is hallucinating profits that don't exist. By querying Strasmore's raw Quote data, you see the exact depth and liquidity of the order book at any given nanosecond. You stop guessing, and start knowing exactly what a trade would have cost.
Most financial platforms compress 60 seconds of chaotic trading into a single 1-minute candlestick. It looks clean on a screen, but it is a massive, dangerous illusion. Look at how much reality gets thrown away.
Raw Tick Data vs. Compressed OHLC Bar
Watch the visualization. Here is exactly how trading on summary data bankrupts algorithms in production:
Your strategy says: "If the stock drops to $98, trigger a Stop-Loss."
A standard 1-minute chart shows the price smoothly sliding past $98 down to $95. Your backtesting software assumes you successfully sold exactly at $98. You log a minimal loss and confidently deploy your algorithm.
Look at the raw ticks. The buyers (green dots) suddenly vanished. The price didn't slide smoothly—liquidity entirely evaporated.
In the real world, your order to sell at $98 would never fill because no one was there to buy it. You fall straight through the gap, suffering a catastrophic fill at $95. Standard charts hide this blindspot. Strasmore reveals it.
Why rely on Strasmore instead of standard data APIs or cloud warehouses?
When market volume spikes, standard commercial APIs choke. They silently drop packets and "smooth" over the gaps. We use specialized hardware to capture 100% of the feed. You get the unedited truth.
Querying petabytes of tick data on AWS Athena or Snowflake costs thousands of dollars per scan. Strasmore uses custom bare-metal servers, allowing us to give you unlimited access for a predictable, flat rate.
Standard databases fail at time-series analysis. Our vectorized engine uses high-performance ASOF JOINS to perfectly align options prices to their underlying stock at the exact nanosecond your signal fired.
Chatting with AI is great for discovery. But when you are ready to build automated algorithmic pipelines, you need raw, programmatic throughput.
Strasmore allows you to bypass the web interface and connect your Python backtesters directly to our bare-metal nodes. Execute exact point-in-time queries across trillions of ticks in milliseconds.
# Connect directly to bare-metal clusters import clickhouse_connect client = clickhouse_connect.get_client( host='your-api.strasmore.com', port=8443, username='quant_service_1' ) # Nanosecond point-in-time accuracy df = client.query_df(''' SELECT ticker, (o.bid + o.ask)/2 FROM options_quotes AS o ASOF LEFT JOIN stock_quotes USING (time) ''') >> [Success] 14.2M rows processed in 0.054s
Every tier includes our AI Analyst. Higher tiers unlock programmatic API access and deeper, heavier quote histories.
Perfect for human research and discovering market dynamics.
For automated equity pipelines and algorithmic execution.
Total market vision. Our premiere institutional tier.