TickVault Financial Big Data Management Platform Compatible with Thomson Reuters Tick History
To demonstrate the platform compatibility, TickSmith has launched a demonstration portal at https://trdata.tickvault.com.
This demonstration site allows users to demo the TickVault software platform pre-loaded with a sample 3 months of Thomson Reuters Tick History from various exchanges. The site further allows users to access and visualize Thomson Reuters Time and Sales, and Market Depth data. Users can also access data using REST APIs.
The Thomson Reuters Tick History provides microsecond, time-stamped tick data dating back to January 1996 and covering more than 45 million OTC and exchange-traded global instruments. This data, two petabytes in size, is recorded from the Thomson Reuters real-time feeds covering both OTC and exchange traded instruments across over 400 trading venues and third-party contributed data. The compatibility between Tick History and TickVault now allows buy side institutions to store the entire database of Tick History in-house rather than only selected portions due to data capacity issues.
“TickVault provides data management for the new generation of big data scientists”, explains Tony Bussieres, SVP Development of TickSmith. “It combines a ready to use solution with the scalability and open nature of the Hadoop ecosystem. It is ideal to centralize all sources of financial data and extract all types of analytics in order to get new insights and opportunities.”
“Whether you are ensuring compliance, back-testing your strategies, performing quantitative research, building market volatility, financial econometrics, machine learning or algorithmic models, you need to have access to as much data as possible”, added Francis Wenzel, TickSmith’s CEO. “TickVault provides the solution to manage and easily work with multiple large data sets including Thomson Reuters Tick History.”
The demonstration portal runs on TickVault, a comprehensive platform used by trading and risk groups, regulators, exchanges and data vendors who need to accumulate, transform, analyse and disseminate huge amounts of financial data from quote feeds, trading systems, event feeds and more. With multiple specialized tools and modules, the platform provides easy access to files, data, analytics, time-series, workflow and reports via point and click interfaces and APIs. TickVault can be deployed on a firm’s Hadoop cluster and in the Cloud.
TickSmith, with its TickVault platform, is a leader in Big Data applications for Capital Markets and financial services. TickVault is used for data centralization and distribution, market surveillance, strategy discovery and analytics. For more information, visit www.ticksmith.com.
TickSmith received the 2015 Innovator Award for Best New Hadoop-Based Platform for Management of Brokerage Data by the FIA, the world’s leading trade organization for the futures, options, and cleared swaps markets.