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

LiquidityBook Moves Infrastructure into the AWS Cloud

Subscribe to our newsletter

LiquidityBook has joined the Amazon Web Services (AWS) community having completed the migration of its Software-as-a-Service (SaaS) buy- and sell-side trading solutions to the cloud provider’s global data centres. As a result, the company has points of presence in AWS regions in the US and Europe, and ability to scale up globally across Europe, the US, Asia-Pacific and LatAm as client need arises.

LiquidityBook started using AWS for some infrastructure components when it moved to a fully SaaS based model with the 2013 release of its next generation LBX suite. Earlier this year, it began a project to move to a full Infrastructure-as-a-Service (IaaS) model, migrating its entire infrastructure to the cloud. The company’s solutions include order management, portfolio management, execution management, FIX network connectivity, compliance and pre- and post-trade processing.

The decision to move to AWS was made, in part, to meet growth in client wins and to be able to spin up additional data centres in response to regional client demand for LiquidityBook services.

The move also delivers technical benefits. LiquidityBook chief architect Andy Carroll, who was brought on earlier this year to lead the AWS migration effort, says: “We were an early adopter of the web for both the front- and back-end of our platform for multiple reasons – simplicity, extensibility, flexibility and scalability to name a few. Amazon has been a fantastic partner for us since we developed our next-gen platform, and we’re happy to have moved our infrastructure to it to create a resilient data centre mesh globally.”

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

UK Equity Consolidated Tape and EU MiFIR – Two Data Regimes, One Control Problem

The UK’s proposed equity consolidated tape is framed as a response to long-standing fragmentation in equity market data. By aggregating post-trade information and an attributed best bid and offer across trading venues, the tape is intended to provide a single, standardised view of UK equity trading. At the same time, transaction reporting under the Markets...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

Complex Event Processing

Over the past couple of years, Complex Event Processing has emerged as a hot technology for the financial markets, and its flexibility has been leveraged in applications as diverse as market data cleansing, to algorithmic trading, to compliance monitoring, to risk management. CEP is a solution to many problems, which is one reason why the...