VIYON MarketsInstitutional Intelligence

Trading Intelligence
for Professional Desks

VIYON Markets delivers signal-grade market data, millisecond execution analytics, and professional strategy infrastructure — engineered for the demands of institutional trading operations.

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Open Positions7
Win Rate68.4%
Execution Latency<4ms avg
Risk EngineAll Checks Pass

Real-Time Data Feeds

Sub-millisecond market data across equities, derivatives, forex, and crypto asset classes.

Strategy Backtesting

High-fidelity historical simulation across millions of tick records with slippage and fee modelling.

Automated Execution

Algorithmic order routing with smart order splitting and exchange failover capabilities.

Risk Management

Pre-trade and intraday risk checks with configurable circuit breakers and position limits.

The Problem

Challenges in Professional Trading Infrastructure

Institutional desks face compounding infrastructure problems that erode alpha and operational efficiency.

High-Latency Data Feeds

Third-party data providers with 250ms+ delays make short-term strategy execution economically unviable.

Signal Noise & False Positives

Unfiltered market data creates thousands of false signals, leading to overtrading and unnecessary risk exposure.

Fragmented Execution Paths

Managing multiple broker APIs, connectivity failovers, and order states across systems increases operational risk.

Inadequate Risk Controls

Static pre-trade filters fail to respond to intraday volatility, leaving positions dangerously exposed.

No Centralised Strategy Hub

Research analysts, quants, and traders work in silos, preventing unified strategy lifecycle management.

Limited Historical Data Access

Expensive or incomplete tick-level historical data restricts the quality and depth of backtesting frameworks.

VIYON Markets solves these infrastructure bottlenecks at every layer

From millisecond data ingestion through to post-trade reconciliation — VIYON Markets provides an integrated stack purpose-built for professional trading operations.

Core Capabilities

Built for Institutional-Grade Trading

VIYON Markets delivers every layer of the trading stack — from live data ingestion through to post-trade reconciliation.

Real-Time Market Data

Sub-millisecond feeds across NSE, BSE, MCX equities, F&O, commodities, forex, and crypto markets.

Strategy Backtesting

Tick-accurate historical simulation with realistic fill modelling, slippage estimation, and fee calculation.

Automated Execution

Smart order routing with multi-broker failover, partial fill management, and latency-optimised dispatch.

Risk Management

Real-time intraday risk engine with position limits, drawdown circuit breakers, and volatility-triggered halts.

Multi-Asset Support

Unified API surface across equities, derivatives, currencies, commodities, and digital assets.

Analytics Suite

Performance attribution, alpha decay analysis, factor exposure, and trade-level P&L breakdown.

Signal Alerting

Configurable signal triggers on technical indicators, order book events, and news sentiment feeds.

Compliance Controls

Built-in regulatory checks with pre-trade and post-trade compliance validation and audit logs.

Trading Architecture

How VIYON Markets Works

A complete trading lifecycle — from market data ingestion through signal generation, risk controls, execution, and performance attribution.

Step 01

Market Data Ingestion

Live Feed Connection

Connect to exchange gateways and market data vendors for real-time tick and Level 2 order book feeds.

Step 02

Signal Generation

Strategy Engine

Custom alpha models process market data against configurable indicators, patterns, and ML predictions.

Step 03

Risk Pre-Check

Pre-Trade Validation

Every order passes through position limits, margin checks, and regulatory compliance gates before dispatch.

Step 04

Order Execution

Smart Routing

Orders route to the optimal exchange venue with latency-minimised smart order splitting and fill confirmation.

Step 05

Performance Logging

Post-Trade Analytics

Every fill is recorded, and strategy performance is continuously attributed against benchmark indices.

Step 06

Strategy Backtesting

Continuous Improvement

Updated strategies are validated against tick-level historical data before live deployment approval.

Interface Design

Product Screenshots Showcase

Explore the VIYON Markets trading terminal, strategy editor, risk dashboard, and analytics suite.

Trading Terminal

Trading Terminal

Live multi-asset terminal with real-time order book, tick charts, and one-click order entry.

Strategy Editor

Strategy Editor

Visual and code-first strategy builder with live signal preview and parameter tuning.

Backtest Results

Backtest Results

Detailed backtest performance reports with equity curves, drawdown charts, and trade distributions.

Risk Dashboard

Risk Dashboard

Real-time intraday risk exposure monitor with position-level P&L and circuit breaker status.

Market Screener

Market Screener

Configurable screener scanning thousands of instruments against technical and fundamental filters.

Order Management

Order Management

Complete order lifecycle management with fill confirmation, modification, and audit trail.

Analytics & Attribution

Analytics & Attribution

Post-trade performance attribution with factor exposure analysis and alpha decay curves.

Mobile Trading View

Mobile Trading View

Mobile-first monitoring interface for on-the-go portfolio and alert management.

Business Case

Why Trading Desks Choose VIYON Markets

Measurable infrastructure improvements that directly translate into execution quality and operational risk reduction.

99.99%

System Uptime SLA

Exchange-grade reliability with redundant connectivity paths and automatic failover mechanisms.

<4ms

Avg. Order Execution

Latency-optimised order dispatch paths from signal to exchange acknowledgement.

68%+

Strategy Win Rates

Backtested mean win rates across curated systematic strategies on historical Indian market data.

Multi-Asset

Coverage Breadth

Unified coverage across NSE, BSE, MCX, NCDEX, forex pairs, and major crypto markets.

Legacy Infrastructure vs. VIYON Markets

AreaLegacy StackVIYON Markets
Market Data Latency100–500ms (vendor feeds)<1ms (direct gateway)
Backtesting SpeedHours of manual calculationSeconds on tick data
Risk MonitoringEOD position reviewsReal-time intraday engine
Strategy DeploymentDeveloper-led code releasesNo-code visual deployment
Platform Reliability
System Availability (SLA)99%
Order Fill Rate on Market Signals97%
Pre-Trade Risk Check Pass Rate100%

Risk-first design: Every trade passes pre-trade validation, intraday margin checks, and post-trade compliance reporting before settlement.

Institutional Access

Upgrade Your Trading Infrastructure with VIYON Markets

Deploy professional-grade market data, automated execution, and systematic strategy management for your trading desk.

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