The Tradetech Daily

OneMarketData

OneMarketData

Contact
Nathan SmolenskyEmail: nathan.smolensky@onetick.comTel: +1 617 733 6371

OneTick Database is an enterprise-wide solution for tick data collection, management and research. It allows users to build queries and analyse data rapidly, while lowering the cost of ownership. OneTick’s stream processing software may be used for TCA across all markets and asset classes, including equities, futures, options, and FX. OneTick can handle data in any time interval, from up-to-the-millisecond real time feeds to intra-day data to end-of-day information.

Benchmarks

Calculations include standard VWAP, average spread
or volume profile statistics, which are included in the library as
out-of-the-box engines. With built-in functions and complete analytical
engines, OneTick also lets clients build customised analytics on the fly using
available components or by dynamically adding their own analytical components,
which can be used and stored alongside pre-programmed functions.

Reporting & consultancy

OneTick provides access for ad-hoc, custom
reporting. It also offers a wide variety of visualisation tools, including the
graphical capabilities of Datawatch Desktop, a OneMarketData partner. For
customized solutions, OneMarketData provides consulting services for data
management. The team includes industry experts who have developed critical
infrastructure for statistical arbitrage and algorithmic trading groups.

Pre-trade analysis

OneTick provides the stream-processing and database
management software and support needed for clients to execute any pre-trade
analytics they see fit.

Future plans

Onetick is constantly implementing standardisation to follow OpenTCA guidelines. It continues to make product enhancements based on industry standards and client demands, and to offer deployment services including hosted and cloud.