The data platform behind every QXX dataset.
QXX ingests, normalizes and serves financial data through one queryable surface — so you integrate once and reach real-time streams and decades of history exactly the same way.
From raw markets to one query surface.
Four stages turn fragmented sources into normalized, queryable data — real-time and historical, through a single schema.
Ingest at the source
Connect to any source — market venues, on-chain networks, APIs and streams — capturing every event with precise, nanosecond timestamps.
Normalize to one schema
We decode, deduplicate, reconcile and map raw data to unified, typed entities and identifiers across every dataset.
Query & stream
Run SQL one-shot over full history, or subscribe with emit changes to a live result — one streaming-SQL surface, no separate systems.
Deliver anywhere
Reach data via SQL, gRPC/WebSocket streams, REST and bulk Parquet exports — in our cloud or inside your VPC.
One pipeline, many ways in.
Sources flow up through ingestion and normalization into a shared history store and event bus — then out through every access method.
Engineered for production workloads.
Data you can put in front of a trading desk or a risk committee — redundant, reconciled and monitored.
Redundant pipelines
Every source is ingested by independent, redundant collectors with automatic failover.
Continuous reconciliation
Derived data is cross-checked against sources so divergences are caught before they reach you.
Automatic backfill
Gaps are detected and backfilled — history stays complete and point-in-time correct.
Monitored 24/7
Freshness, completeness and latency are watched with alerting and a public status page.
Per-dataset SLAs
Uptime and freshness commitments tailored to each dataset and deployment.
Secure by design
Encryption everywhere, least-privilege access and complete audit logging.
See the platform on your data.
Book a demo and we'll run QXX against the datasets, latency and volumes you care about.
Usage-based pricing · Free tier · SOC 2–aligned