Hi, I have invested some time into building a patent around computing of time series data streams and applying it to the US stock market I am building large real time derivative data from incoming quote feeds and then using aggregations to build a multi-day perspective and am now just integrating an automated trading platform into it. I described it pretty well in this github discussion and if nothing else it will make you think, looking for some honest feedback critical or positive, is this stuff already out there? Are there systems doing this today. In Summary it reacts to real-time anomalies across several thousands of securities and starting to place automated trades around it. The back end took years to write, looking for some feedback! https://github.com/medovarszki/ibkrfacade/discussions/8#discussion-5424276