Modules 2017-06-30T19:29:57+00:00

TICKVAULT PLATFORM MODULES

The following lists the business application modules that can be deployed in addition to the base platform.

Tick-by-Tick Database

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

  • Custom reports

  • Level 1, full depth, roll-ups, market statistics, …

In addition the module includes the following features:

  • User contract agreement

  • Subscription management

  • Trial accounts with sample data

BOOK REPLAY

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

REST API

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

  • File listing

  • File download

TRADE REPORTING

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

MARKETPLACE ADVANCED INSIGHTS

The module is designed to help market participants better understand how they are performing, how their peers are behaving and how they can adjust their strategies.

> Learn More

  • Participant performance
  • Trade dynamics
  • Market comparisons

RESOURCES

Get additional related information by browsing our resource library

RESOURCE LIBRARY
  • Case studies, whitepapers

  • Webinar

  • Demo sites

See TickVault in action!

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