Options trading,
engineered for speed and discipline.
TenXOptions is the internal trading system behind our NSE and MCX options desk — a live data pipeline, signal engine, and execution layer built to run the same way, every session.
One platform, the full pipeline
From raw tick to executed order, every stage of the desk runs on infrastructure built and operated in-house.
Real-Time Market Data
Tick-level futures and options data streamed live across NSE equity derivatives and MCX commodities — indexed and stored for sub-second recall.
Systematic Signal Engine
Momentum, OI-absorption, and volatility-driven signal models run continuously across the option chain, scored and ranked in real time.
Risk-First Execution
Position sizing, trailing stops, and daily loss limits are enforced at the order layer before any trade reaches the market.
Durable Analytics
Every session's ticks, candles, and trades are archived to Postgres end-of-day for next-day research — nothing is lost between sessions.
Low-Latency Pipeline
Redis Streams and TimeSeries back the entire live path, from raw tick ingestion through 1m/5m/15m aggregation to signal emission.
Access-Controlled by Design
Every surface — dashboard and API alike — sits behind Google-account authentication with an explicit allowlist. No open endpoints.
Restricted to authorized personnel
The live dashboard, order book, and account data are only accessible to approved Google accounts. If you're on the desk, sign in below — everyone else, this is as far as it goes.