High frequency traders (HFT) can execute large volumes of trades in extremely short time intervals (milliseconds down to microseconds), which can create the potential to manipulate financial markets to their advantage. HFT is executed within time scales that are technically hard to monitor and audit by exchanges, Self Regulated Organizations (SROs), and other regulatory bodies. HFT generates large data sets, which require knowledge of efficient programming techniques to retrieve, manipulate, and validate data quality. Our client’s quantitative researchers and financial engineers were spending significant resources developing extensive analyses to: 1) interpret and manipulate HFT data and applications; 2) utilize quantitative analytics; and 3) implement scoring models. Aretec was tasked with the challenge of developing a platform that supported our client’s significant objective of addressing HFT and promoting fairness in US markets.