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.