Deutsche Bank Enhances Trade Surveillance with TimeBase
article28 Jul 2025
Background
Deutsche Bank’s Trade Surveillance platform monitors suspicious trading patterns to detect market abuse. To scale with increasing data demands, the bank sought a more efficient system to streamline investigations and support real-time analytics.
Challenges
Deltix concluded that Deutsche Bank faced the following critical limitations in its legacy system, impacting performance and scalability:
- Waiting several hours when processing large, multiplexed data streams
- High latency when extracting data from multiple sources
- Scripts that were too large and complex
Solution
Deutsche Bank adopted
TimeBase, a
FINOS time-series database, for its high-performance data streaming, persistence, and real-time analytics capabilities. Key features include:
- Low-latency streaming for faster data consumption and insights
- Multiplexing capabilities to integrate disparate data streams seamlessly
- In-memory processing, eliminating disk reliance and reducing lag
- SQL-like query language (QQL) for concise and efficient scripting
- Built-in mathematical functions for real-time computations
- Unified API for historical and live time-series data queries
Results
By integrating TimeBase into its Trade Surveillance platform, Deutsche Bank reduced query and data processing times from hours to minutes and improved efficiency by over 30% for complex alerts requiring order book analysis and replay. The system also delivered faster, lag-free UI response times, enhancing the user experience. Moreover, TimeBase provided significant cost savings compared to legacy solutions like KDB+ and OneTickTSDB.
