Capital Markets. Six workloads, one endpoint.
Broking, exchanges, clearing & institutional — the workloads below need more than one data model at once, which is exactly why they stall on a stitched stack.
Retail and institutional brokers, exchanges and clearing corporations, investment banks and proprietary trading firms operating under SEBI's 2026 framework.
The forcing function.
From April 2026, SEBI requires an exchange-assigned ID on each algorithmic order, with full lifecycle logging auditable on demand — and the consolidated Stock Brokers Regulations 2026 replaced the 1992 rulebook. Retail and F&O volumes have exploded, and SEBI is itself scaling AI to catch manipulation. Brokers need graph-based detection of their own — over the same store that holds tick data, client records and research embeddings.
The surveillance graph — spoofing, layering and circular trading are coordinated shapes across accounts and fund flows.
exchange-assigned Algo-ID and full order-lifecycle auditability mandated by SEBI
cyber-resilience and residency obligations demanding local control and full trails
time-series, vector, graph, search and relational — five licences become one
Six workloads, five query shapes.
Almost no workload here needs only one data model — which is why single-model databases deliver it only with a second system and a sync problem.
Model accounts, orders and fund flows as a live graph to surface spoofing, layering, circular trading and front-running rings invisible to siloed rule engines.
Coordinated patterns detected before the exchange raises them — a finding, not a penalty.
Full order-lifecycle logging keyed to exchange Algo-IDs, spanning OMS, risk and execution, answerable in plain language on demand.
Regulator-grade evidence produced on request rather than reconstructed under deadline.
Multilingual retrieval across research reports, filings and earnings calls, joined live with market data and the client's actual holdings.
Research leverage per analyst; advisory scaled without proportional headcount.
KYC, holdings, risk profile and interactions unified — graph relationships plus semantic search drive next-best-action and retention.
Higher revenue per active client and measurably lower attrition.
Positions, exposure and pre-trade limits in one store — kill-switch triggers and margin breaches queryable instantly, with no BI backlog.
Intraday risk visibility; fewer surprise breaches at settlement.
Post-trade best-execution, slippage and venue analytics — pattern search over historical fills joined with live and reference data for sharper routing.
Basis points recovered on execution quality, compounding across volume.
Impact statements are directional targets referenced to published industry research — calibrate against your own baseline.
The stack this replaces in Capital Markets.
Five licences, five sync jobs, five security perimeters — collapsed into one atomic store.
Surveillance, research and risk on one auditable substrate — built for the 2026 rulebook rather than retrofitted to it.