AWS Publishes Quant Research Paper Using CryptoStruct’s High-Accuracy Data

We are happy to share that our partner, AWS, has published a detailed quant research paper leveraging the highly accurate data provided by CryptoStruct. This research explores the trade-offs between performance, cost, and quant developer productivity.

Highlights from the AWS Research

AWS utilized CryptoStruct’s normalized historical market data to build and analyze high-performance quant research platforms. Their findings highlight the role of reliable and precise data in optimizing algorithmic trading strategies.

You can explore the full white paper here: Build a High-Performance Quant Research Platform with Apache Iceberg

Why Choose CryptoStruct for Market Data?

Real-Time Market Data:

• Ultra low-latency feeds for real-time trading.
• Normalized API across 20+ global exchanges.
• Always co-located to ensure minimal latency and jitter.
• Enhanced feed arbitrage mechanisms.
• Free trial available to experience our data firsthand.

Historical Market Data:

• Comprehensive tick-by-tick data with full depth.
• Public trades and top-of-book.
• Time-stamped in co-location and fully normalized.
• Download a sample here: CryptoStruct Historical Data Sample