Built for TrustOne platform for live risk, margin, and compliance. Plug it into your own stack instead of building it. See exposure across assets, desks, and regions in one view. Set limits, track results, and catch odd orders as they happen.
Risk decisions are made in real time, at the same speed as trading.
Accurate capital enforcement using live data.
Immediate, rule-driven responses, fully controlled by Risk Managers.
Risk adapts continuously to live market data.
Loss limits that react instantly to market movement.
Live insight into system behavior and trader risk.
Smarter aggressive and passive price checks than traditional risk systems.
Always-on protection against excessive risk.
Walk through gPrecision with our team on a live environment using your workflows, venues, and reporting obligations.
Guides covering the regulations and workflows this module handles.
gPrecision checks orders before they reach a venue. It reads live prices and current positions. It applies credit and capital limits, catches bad or duplicate orders, and enforces position, concentration, and restricted-list rules.
SEC Rule 15c3-5 makes these checks part of the order path. A firm with market access must block orders that break its credit or capital limits. The firm must also control those limits itself, not the vendor and not the client.
So limits need live prices and current positions on every order. Each check needs a saved record of what it saw. gPrecision runs inside the routing path, so no check reads an end-of-day file.
SEC Rule 15c3-5 changed pre-trade risk. Watching orders after the fact is no longer enough. A firm with market access must stop orders that break its credit or capital limits. The firm must control those limits itself, not a vendor and not a client.
So each order needs a live check. That check reads current prices and current positions. It also leaves a record of what it saw at the time.
gPrecision runs inside the routing path. No check reads an end-of-day file. When you change a limit during the day, the next order uses the new value.
It provides the pre-trade layer the rule asks for. Credit and capital limits, bad-order checks, duplicate checks, and restricted lists all run before execution. The firm sets and owns the limits.
Every check is saved. The written compliance program stays yours, but the technology part is covered.
Limits are checked against live prices and current positions, not a static file. So a size or exposure check reflects what the order would really do right now.
That matters most in fast markets, when static limits go wrong.
Checks run inside the routing path, not as an outside call. Overhead is microseconds to a few milliseconds, depending on the setup. A separate risk service usually costs more time than the checks themselves.
Yes. Limits sit at firm, desk, account, trader, and strategy level. The tightest one wins. Changes take effect on the next order, not the next day.
Yes, as long as that flow passes through gPrecision on the order path. Watching trades after they happen does not meet a pre-trade rule.
So the integration point matters, and we set it during onboarding.
The order is rejected before it reaches the venue. The trader sees the reason right away. The event is saved with the limit, the value checked, and the price data used.
Supervisors can review breaches by desk or by trader.
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One order book, one trading front end, and one link to global venues. Built for fast, institutional-grade execution.
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