Data in the capital markets is different. It’s high frequency and high volume. Even a regional bank can process over a billion events a day; the biggest firms process trillions. Delays in processing are not acceptable. Some decisions must be made in seconds, not minutes, hours, or days.

Processing high-frequency market data for low-latency decision-making isn’t for the faint of heart; it’s for the best, the brightest, and the most creative technologists.

How do leading firms rise to this challenge? How do they leverage vector databases and generative AI? How can prompt engineering change the game? 

This eBook provides an inside look at seven case studies from market leaders who are breaking new ground with real-time and historical data, the secrets to their success, and where they’re going next by leveraging bleeding-edge opportunities with AI, prompting, LLMs, and more.

In the capital markets, real-time data isn’t oil, it’s oxygen. We’ll explore seven innovative case studies and the secrets of their success.