Institutional-grade data feeds and deep historical datasets for the Indian markets. We supply the raw intelligence—you execute your trades on your own independent trading platforms.
Empowering your models with clean, structured, and continuous market data.
Access real-time and historical derivatives data. Leverage tick-by-tick options Greeks and deep Open Interest analysis.
Run long-term equity backtests flawlessly. Historical cash market datasets meticulously adjusted for all corporate actions.
Backtest commodity strategies seamlessly. Perfectly stitched continuous contracts optimized for accurate backtesting.
Gain deep visibility. Access real-time weightages, rebalancing data, and precise tick data for key sectoral indices.
Access continuous, highly granular historical tick data to pressure-test your systems across multiple market cycles.
Connect via robust WebSockets to receive normalized, clean, and structured real-time feeds ready for immediate modeling.
We do not host a trading platform, and no trades are executed through us. We simply provide the best data infrastructure in the industry for quants, developers, and institutions.
We are exclusively a data provision service. We do not offer a terminal and we do not route trades.
You retain complete control to execute on any retail brokerage or institutional desk of your choosing.
With zero conflict of interest, our singular focus is delivering neutral, unmanipulated market feeds.
Uptime SLA
Ultra-Low Latency
Years of History
Data Vendor Focus
"LLUBRAEB's perfectly stitched MCX continuous contracts completely eliminated the rolling errors we used to face. We appreciate their pure-data approach."
"Integrating LLUBRAEB’s WebSocket feeds into our proprietary system took a fraction of the time we budgeted. The options Greeks are spot-on."
"We spent months scrubbing historical F&O datasets before finding LLUBRAEB. Their clean archives and robust APIs saved our team countless hours."
See how different market participants utilize our pristine infrastructure.
Calculate real-time Greeks and Implied Volatility surfaces on the fly without relying on heavy local computing overhead.
Feed clean, normalized tick and minute-level data directly into your execution engines to capture fleeting market inefficiencies.
Power your proprietary applications, charting software, and portfolio tracking tools with reliable, institutional-grade backend feeds.
Enterprise data quality without the hidden platform fees. Connect with our team to discuss historical data dumps, live feeds, or bespoke enterprise infrastructure.
Have specific data formatting or latency requirements? Reach out to our engineering team and we'll respond within 24 hours.
Contact Us