Why observability platforms break down with tick data

Most observability platforms were built for application logs, traces, and infra metrics. They shine when granularity is in seconds or minutes.

But when you step into capital markets - where data arrives tick by tick, packet by packet in nanoseconds - the game changes.

Here’s where the cracks show:

• Throughput - Millions of ticks/sec can swamp ingestion pipelines designed for web traffic. Dropped messages = blind spots.
• Granularity - Platforms aggregate to 1s+ windows; trading needs microsecond precision to detect gaps or skew.
• Latency measurement - tools live in ms; exchanges live in µs/ns. Clock sync is non-existent.
• Protocol awareness - FIX, ITCH, OUCH, SBE… not JSON. Without custom adapters, the data is unreadable.
• Retention economics - Tick telemetry explodes storage and cost; most vendors roll up or discard raw data.
• Actionability - Alerts firing in minutes are useless when a 10µs delay can cost millions.

That’s why capital market players rely on specialised telemetry stacks or custom in parallel with generic observability.

Observability is not one-size-fits-all. When data runs at market speed, you need systems designed for lossless ingestion, protocol decoding, and nanosecond precision.