SRSE is a custom storage engine built on MySQL to access all live records passing through the SpiderRock Message Bus.

Hosted within the SpiderRock cloud environment, SRSE is an organized data layer and a high throughput querying mechanism via which clients can integrate their entire trading environment across compliance, research, trading, and risk.  


The scope of integration with SRSE varies from client to client – from simple to robust. Below is a complete integration example that supports the client’s compliance, trading, and risk requirements.


Our high throughput MySQL API (SRSE) allows bulk select and insert actions across our custom-designed live databases.


Bulk Select Action

Users can efficiently select large amounts of the most up-to-date, in-memory records within the SpiderRock system using SQL Select commands via their script language of choice.

Bulk Insert Action

Users can efficiently insert orders, theoretical values, position files, and other compliance records directly into the SpiderRock system using SQL Insert commands via their script language of choice.


SR Live

  • High throughput bulk access to full market data universe
  • US quotes & prints across all asset classes including RFQs, and COBs
  • Product definition tables (OCC, CME, ICE, & Equity NMS)

SR Theo

  • Manage buy/sell volatilities for trading ideas & risk
  • Upload parameterized or splined theo volatility surfaces
  • Download per-strike theo volatilities, price, and greeks

SR Analytics

  • Live and prior day SpiderRock surfaces, implied volatilities, and greeks
  • Rate curve, dividend, and earning estimates
  • Historical underlying volatility tables

SR Risk

  • Start-of-day and prior day positions and marks
  • Query for executions and done away trades
  • Live position greeks and all available SR risk slides

SR Trade

  • Upload simple and complex orders across all asset classes
  • Upload done away trades
  • Management of live orders and fills

SR Control

  • View & manage symbol and user supervisory risk controls
  • Manage borrow rates, locates, and restricted trading lists
  • Integrated with SpiderRock GUI tools for user-friendly compliance support

Consult With Us

SRSE offers an elegant and powerful solution to integrate complex requirements. Our team of experts is well-suited to guide and advise the most appropriate deployment.

Learn how to streamline the management of your trading, risk and compliance requirements with SRSE.