About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Datawatch Adds Panopticon Streams Real-Time Stream Processing Engine

Subscribe to our newsletter

Datawatch has increased the speed of real-time streaming and time series data analytics with stream processing engine Panopticon Streams. The engine can be used as a stand-alone solution or in conjunction with Panopticon’s Visual Analytics platform.

Peter Simpson, vice president of visualisation strategy at Datawatch Panopticon, says: “Capital markets customers will benefit from Panopticon Streams’ support of several key use cases, including best execution, real-time P&L, transaction cost analysis and trader and trading surveillance.

“The addition of the engine’s capabilities means we now offer a general purpose streaming analytics platform. It has applications anywhere organisations need to identify anomalies and outliers, investigate their causes, back test potential solutions, and then alter their business processes to address the issue. Given the software’s ability to handle real-time and time series data, we believe it will be most useful in electronic trading, telecommunications, energy, and IoT applications.”

The combination of stream processing, rapid data comprehension through visual analysis, faster investigation through time series analysis and playback down to the individual tick, is designed to help organisations make timely, more informed decisions that have immediate financial impact.

Built on the Apache Kafka platform, Panopticon’s solutions enable business users to build sophisticated Kafka data flows with no coding. Users who understand the business problems can create their own data flows, which can use information from a number of sources and incorporate joins, aggregations, conflations, calculations, unions and mergers, and alerts. Analysts can visualise processed data using Panopticon Visual Analytics and deliver it to Kafka, Kx kdb+, InfluxDb, or any SqL database.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

Glimpse Markets Partners with Boltzbit to Embed Live-learning AI into Fixed Income Workflows

Glimpse Markets, the buy-side data sharing network focused on the cash bond markets, has partnered with Boltzbit, the deeptech AI company, to embed live-learning, agent-based AI directly into its buy-side bond data-sharing platform, as part of a multi-phase integration programme set to begin in early 2026. Rather than positioning AI as a downstream analytics layer,...

EVENT

TEST Event page 2

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Corporate Actions

Corporate actions has been a popular topic of discussion over the last few months, with the DTCC’s plans for XBRL and ISO interoperability, as well as the launch of Swift’s new self-testing service for corporate actions messaging, STaQS, among others. However, it has not been a good start to the year for many of the...