OneTick will appear as an additional feature into QuantFACTORY, the leading trading strategies development framework.

Through this license agreement, QuantHouse has embedded tick data engine OneTick into its comprehensive suite of QuantFACTORY solutions, which provide an integrated development environment across the quantitative research, development, back testing and execution lifecycle, to deliver extensive data management and additional analytics functionalities.

"In the current environment, financial institutions require solutions that deliver rich business functionality at a low total cost of ownership," said Leonid Frants, principal and founder of OneMarketData. "By embedding the OneTick tick data and analytics engine within the QuantFACTORY product suite, users have access to an even broader alpha generation solution that includes unmatched data management and analytics capabilities."

OneTick derives its uniqueness from its comprehensive business logic and rich analytical layer which is purpose-built for financial market data usage. OneTick Database leverages a proprietary high-performance, low-latency architecture that collects and processes millions of ticks per second on a single CPU and archives billions of ticks per day globally, providing uniform access to all tick data, up to and including the latest tick.

It easily tackles rapidly rising data volumes and real-time data rates, while servicing multiple concurrent user queries on large datasets that span decades. A multi-asset class solution with no limitations on data volumes, peak rates or length of stored history, OneTick empowers users to access one integrated database for all quantitative research needs.

"As current market volatility and uncertainty continues to reduce the lifespan of quantitative models, it is becoming clear that financial institutions need access to one unified source of market data for rapid strategy development and modification," said Psaid Ption," said Pierre Francois-Filet CEO of QuantHouse. "OneMarketData helps us solve this need by empowering QuantFACTORY users to leverage one complete source of real-time and historical data for developing, testing and modifying time-sensitive strategies."

The QuantFACTORY suite of products includes solutions for all parts of the quantitative development lifecycle:

• QuantDEVELOPER - to develop and back test trading strategies
• QuantDATACENTER - the market data management module
• QuantENGINE - the strategy container to execute trading strategies

These products empower clients to develop a total quantitative solution where users can develop trading strategies, test them on historical and real-time tick data, and then execute them - all on one unified platform.