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TickVault 2017-04-05T17:32:26+00:00

INTRODUCING TICKVAULT

WHERE BIG DATA TECHNOLOGY MEETS FINANCIAL MARKETS

TickVault

TickVault is our big data platform for recording, storing, transforming, analyzing and delivering structured and unstructured financial data such as trade & quote history, news and events, research, corporate actions and more. It is ideal for exchanges, data vendors, trading groups and regulators who need to cost effectively manage and extract value from mountains of financial data.

TickVault Platform Data Flow Diagram Overview

The platform, based on hadoop technology, was designed to accelerate internal project development and management of data by providing APIs and integrating with existing business tools used such as Matlab, R, Excel, etc. A unified web portal provides easy data access and distribution. All accesses are secured by entitlement modules allowing fine grained permissioning.

The platform manages both structured and unstructured data including exchange & tick data, reference data, FIX messages, back-office data, financial & media content, PDFs, time-series, statements and more.

We help organizations transform their data into a measurable competitive advantage that will deliver impact to their business

PLATFORM CORE FEATURES

The following lists the core components always deployed as part of the base platform.

DATA MANAGEMENT

The platform works with a variety of data types, both structured and unstructured. Data is loaded from files and feeds in near real time. The platform works with Terabyte and Petabytes of data and is highly scalable and flexible. Analytics and reporting can be run against these massive data sets.

The platform’s core includes powerful data transformation and processing capabilities. This ensures that readily available data is delivered to end-users based for their specific applications.

  • Data normalization
  • Data derivations, combination of different data types
  • Reports and analytics

  • Batch file reader

  • Streaming reader

WEB PORTAL & SERVICES

All platform modules are components developed on top of a common Web Portal & Services architecture that speeds up project development and delivery. Our comprehensive web interfaces give you instantaneous point and click access to your data.

  • Data visualization and charting tools

  • Point and click data access

  • Dashboards

  • White label to your colors and logo

  • Multilingual

  • Administration Interface

  • Support of Google web analytics

ACCESS & IDENTITY MANAGEMENT

This module manages user authentication and authorization. This allows your to self manage user registration and entitlements through an administration user interface tool. The module provides granular levels of access control over your data.

  • Application role-based access control

  • Entitlements by application feature

  • Identity management using local or external provider

  • User self registration

  • Federation authentication

  • Single sign-on integration using

  • Support for two-factor authentication

  • Audit logging

  • Strong authentication with pass phrase and image

  • Password reset process

  • Encrypted data transfer

WORKFLOW MANAGEMENT, MONITORING & AUDIT LOGS

Monitor Dashboard Screenshots

TickVault provides monitoring system that alerts on unmet expectations. The monitor is configured with expectation of tasks to be done by a certain time if a task fails or is not done by that configured time the monitor can start an escalation process. Specific market calendars are supported

The monitor is the guardian of all processes running on TickVault and makes sure of alerting the right person if something is not going well. The monitor also has a web dashboard where we can see the latest events, the expected events and the one that triggered an alert. You can also find an access to all the event log.

TICKSMITH 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

RESOURCES

Get additional related information by browsing our resource library

RESOURCE LIBRARY
  • Case studies, whitepapers

  • Webinar

  • Demo sites

See TickVault in action!

BOOK A DEMO

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