Institutional strategies often require intelligence that sits outside standard coverage universes. Whether you need niche emerging market transcripts, custom supply chain surveys, or a sentiment model trained on your specific investment framework, Nextmark’s Custom Data Solutions team functions as an extension of your internal data engineering unit.
We handle the sourcing, the compliance scrubbing, and the vectorization—so your quants can focus solely on the signal.
Standard feeds cover the S&P 500. We go where you need us.
Request automated transcript pipelines for specific Micro-Cap, Emerging Market, or OTC entities not in our core universe.
We can build ephemeral pipelines to capture and transcribe specific industry conferences, analyst days, or competitor product launches.
We ingest and translate local-language filings and audio from non-English speaking markets (e.g., Japan, Brazil, SE Asia) into structured English datasets.
Don’t just scrape data, create it. Leverage our Nextyn connectivity to generate proprietary datasets.
We run large-scale, anonymized surveys across our vast expert network to structure "soft" signals (e.g., "Rate your inventory buildup 1-10").
Recurring, structured interviews with supply chain managers in specific verticals, delivered as a quantitative time-series feed.
Your view of "Bullish" is unique. Your data should be too.
We fine-tune our sentiment scoring models based on your firm’s historical trade data or specific analyst inputs.
We map all unstructured text data directly to your internal Security_Master_ID or portfolio mappings, ensuring zero friction in your backtests.
Every custom dataset we build is subjected to the same rigorous compliance framework as our core product.
All custom primary research undergoes AI + Human review to strip MNPI and PII.
Every data point comes with a full audit trail of origin, timestamp, and modification history.
We can enforce strict "Do Not Call" or "Do Not Scrape" lists based on your restricted securities.
Nextmark eliminates the infrastructure bottleneck. We do not treat data engineering as a back-office utility; we treat it as a front-office priority. Whether you need to scrape a niche emerging market or structure a proprietary survey, we turn your raw investment thesis into a compliant, production-grade data pipeline in days, not quarters. We handle the complexity, the proxies, and the uptime—so you can capitalize on the signal before it decays.
Don't let logistics kill your thesis. Launch the pipeline.
You define the thesis. We map the data sources and technical feasibility (24-48 Hours).
We spin up a sandbox pipeline and deliver a sample dataset for your backtesting.
Once validated, we containerize the pipeline and set up real-time delivery SLAs.
We monitor source changes, schema updates, and uptime 24/7.

Our team of experienced financial advisors is here to provide personalized guidance and support.
Compliance is our primary infrastructure, not an afterthought. Unlike generic scrapers, every custom pipeline we build operates under a strict "Compliance Wrapper." We utilize a double-redaction protocol—proprietary NLP filters followed by human compliance officer review—to strip Potential Material Non-Public Information (MNPI) and Personally Identifiable Information (PII) before the data ever hits your S3 bucket. We also maintain full provenance logs, providing a complete audit trail of where and when every data point was sourced.
Yes. We understand that alpha erodes with access. For bespoke datasets where you define the unique thesis and source targets, we offer Exclusive Retention Periods. During this window, you are the sole market participant with access to the feed, allowing you to capitalize on the signal before it becomes commoditized or added to our general library.
Absolutely. Our engineering goes beyond simple HTML parsing. We deploy "Analog-to-Digital" pipelines capable of ingesting unstructured formats—such as PDF supply chain invoices, scanned regulatory filings, or image-based inventory logs. We OCR (Optical Character Recognition) the content, structure it into machine-readable JSON, and map it to your relevant tickers.
We do not treat scrapers as "set and forget" scripts. We treat them as live infrastructure. Our engineering team employs 24/7 Heuristic Monitoring that detects schema changes or broken layouts in real-time. In 95% of cases, our automated self-healing scripts adapt to the new structure instantly. for complex changes, our engineers patch the pipeline within hours, ensuring your feed remains continuous.
We deliver "Backtest-Ready" data. You won't receive a messy dump of raw text. We map every data point to standard financial identifiers (OpenFIGI, ISIN, Bloomberg Ticker) and can even ingest your internal Security_Master_ID to map the data directly to your portfolio's specific taxonomy, ensuring zero friction for your quant team.
Yes. This is the Nextmark advantage. Because we own a proprietary Expert Network, we can build "Survey-to-Signal" datasets. We can execute recurring, anonymized surveys across specific industry experts (e.g., "Monthly inventory sentiment from 500 semiconductor supply chain managers") and deliver the aggregated results as a structured, quantitative time-series feed.