High Frequency Surveillance

High frequency surveillance refers to the real-time monitoring of trading activity that occurs at millisecond speeds, aimed at detecting manipulative patterns as they happen. Given the speed of algorithmic trading, traditional post-trade analysis is often insufficient to prevent damage.

High frequency surveillance uses dedicated hardware and low-latency software to analyze every tick of the order book and every transaction event. It identifies signs of layering, spoofing, and other automated manipulative tactics before they can destabilize the market.

This proactive approach is essential for maintaining integrity in modern, tech-driven financial markets. It requires a deep understanding of both the trading strategies employed and the underlying network architecture of the exchange.