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News and resources on capital markets, exchanges, trade execution and post-trade settlement.

OneMarketData launches market data research environment

Source: OneMarketData

Today OneMarketData LLC, a high-performance enterprise-wide solution for tick data, analytics and visualization, announced it has launched OneTick Market Data Research Environment (MDRE).

OneTick MDRE provides users streamlined access to market data, a library of analytics and a framework for machine learning. The new service allows users to easily access years of historical tick-by-tick market data on a T+1 basis from over 200 exchanges, covering global equities, futures, US equity options and crypto data.

At the core of MDRE is OneTick, the premier platform used by financial institutions to perform computationally intensive tick data analytics. With MDRE, quants can now write and run their own analytics in an easy to learn pandas-like Python API. MDRE includes an MLOps infrastructure and a data science framework for leveraging Machine Learning to create and manage models based on market data.

MDRE’s library is designed to help traders improve efficiencies and avoid common issues and pitfalls. The service includes:

• Trades and quotes from over 200 exchanges as well as minute bars and daily OHLCV
• Support for corporate action adjustments and different symbologies
• Ready-to-use TCA use cases and backtesting of trading strategies
• ML Framework for time series data with simple pipeline creation, built-in data pre-processing, feature selection, experiment tracking, model comparison and model serving
• Scalable hyperparameter tuning
• API access to a highly performant and scalable tick data analytics infrastructure with no installation or maintenance concerns

“OneMarketData has always focused on delivering market data solutions that offer our clients the most powerful tools to efficiently access, query and analyze market data. With OneTick’s MDRE, we’re giving traders and data scientists the fastest and easiest way to perform machine learning on tick-by-tick data to accelerate their implementations and improve trading performance. By leveraging MDRE’s pre-built use cases, any user can easily reap the full power of the OneTick platform and avoid programming limitations and common mistakes that can negatively impact trading operations,” said Ross Dubin, SVP, Global Head of Sales at OneMarketData.
 

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