Future smart cities in India would be powered by data emerging from various infrastructure nodes. The current state of infrastructure which is disintegrated and disconnected from each other does not allow the development of smart interconnected and integrated smart city applications. We are building an open source data exchange platform for smart cities with a focus on high velocity or real-time data. Through this, we envision to connect different stakeholders in a smart city like data producers and consumers to each other to enable a data economy, improve collaboration and simplify access to real-time data. The goal is to maintain high data quality, low latency, well-defined data sharing standards and easy deployability across different platforms. This would enable anyone to build integrated mobility applications from multi-modal route planning to inter-connected traffic signals managing traffic using AI.