Tick-by-Tick Database module stores, manages and delivers historical trade & quote data. Data subsets can be accessed using web interfaces, file transfer or a REST API for client server communication.
Historical market data transformation and normalization into a consolidated repository
Query by symbol, by time range and extract data to a documented file format
Online data visualisation and charting
Level 1, full depth, roll-ups, market statistics, …
In addition the module includes the following features:
User contract agreement
Trial accounts with sample data
Book Replay module is a powerful historical data replay and analysis tool, allowing users to view the consolidated order book and trade data at any point in time. Brokers and traders can use the tool to reconstruct the events around their trade to determine whether there was a missed opportunity or an unforeseen event and refine their trading strategy.
Note: the Tick-by-Tick Database is a prerequisite
Visualize and browse trading history per symbol
Shows updated statistics/analytics at any point in time
Works with any source of data
Supports Level 1 and Level 2 data
Can combine data from multiple sources into unique books
FILE INVENTORY FOR DISTRIBUTION
The File Inventory module provides a comprehensive solution to manage and distribute large quantity of flat-files containing data from multiple sources.
This module scans data repositories to take inventory of files and combines this with indexing information to automate the creation of file profiles.
Designed to work with millions of files
Support local or network storage
Support cloud storage such as AWS S3
Through powerful and simple to use APIs, TickVault makes available all the data that is in TickVault and available through the File Inventory module.
Retrieve and manage authorisation token
List datasets and fields
Retrieve dataset, per instrument, down to the field
The platform’s Report module works with the large and disparate data sets that are managed by TickVault and leverage the massive computing capabilities built into the platform. Multiple report types can be configured and automated in the platform accessible through a web portal interface or deliver by e-mail in your inbox.
- Market reports and analytics across multiple trading venues
- Broker, venue and instrument performance, including market depth statistics
- Best execution reports for compliance or performance review
- Specific compliance requirements such as FRTB and MiFID RTS 27/28
- Instrument statistics, across one multiple trading venues
- Relationship between market data, trades and traders
- Data integrity and completeness
- Event impact and exceptions
- On screen and machine readable
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