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.
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.
PLATFORM CORE FEATURES
The following lists the core components always deployed as part of the base platform.
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
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
White label to your colors and logo
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
Single sign-on integration using
Support for two-factor authentication
Strong authentication with pass phrase and image
Password reset process
Encrypted data transfer
WORKFLOW MANAGEMENT, MONITORING & AUDIT LOGS
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 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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