OneMarketData News

OneMarketData Launches European Composite Trade and Quote (ECTQ) Database to Support Specific Demands of Transaction Cost Analysis

 

 

 

OneMarketData Launches European Composite Trade and Quote (ECTQ) Database to Support Specific Demands of Transaction Cost Analysis

New York, NY –June10, 2020: OneMarketData, LLC, a leader in tick data management and analytics, today announced its European Composite Trade and Quote (ECTQ) database. Designed to provide support for Transaction Cost Analysis (TCA) and regulatory solutions in today’s challenging market environment, the ECTQ service eliminates the need for firms to construct their own tick database from raw data files, saving significant time, resources and expense.

Aggregating 33 market sources, including exchanges, multilateral trading facilities (MTFs) and dark pools, the ECTQ service covers over 18,000 entities which trade across more than one venue. Subscribers can easily access the service using OneTick and OneTickCloud on either a per ISIN or all ISIN universe,andwill have access to historical data from May 1, 2018,with current days’ composite data available prior to the following days’ market open (T+1).

The OneTick ECTQ service offers users multiple benefits, including:

  • Symbol mapping – ISINs are mapped to historical and current symbols which trade across multiple venues, and data can be provided in either the trading or base currency.
  • Adjustment factors – Composite trades can be delivered adjusted or unadjusted, for current and historical data.
  • Data aggregation – ECTQ includes a daily storage universe of venues in excess of 40GB, which is required to identify and compute composite data, and over 20TB to store the data for a 24- month period.
  • Timestamps – All trades are ordered by exchange matching engine timestamp using OneTick’s cloud server aggregation technology, and published timestamps are also supported from Trades and Quotes to address inconsistent timestamp granularity.
  • Trade conditions – Can be attributed to each trade and filtered to include only relevant trades, such as Auction trades and Off Book trades.

 

“Recent volatility has significantly increased market volumes and message rates, increasing the infrastructure necessary to collect and aggregate intraday tick data.  ECTQ consolidates these sources and enables clients to access just the data they need, without the significant overhead associated with

maintaining their own tick data infrastructure, reference data and high performance time series database” said Jeff Banker, Senior Vice President at OneMarketData.

About OneMarketData

OneMarketData is a leading provider of software solutions for the financial industry. Our OneTick platform is a smarter data management solution to get you in the game now. OneTick is a comprehensive suite for time-series data management, real-time event processing and analytics to address the most demanding requirements. Equity, Futures and Options proprietary traders, hedge funds, asset managers and investment banks can leverage the built-in capabilities of OneTick for quantitative research, transaction cost analysis, surveillance and back testing. Built by Wall Street experts, the OneTick suite of products is an enterprise-wide tick data capture and storage solution offering analytical modelling tools, global history across equities and futures markets and reference data. In 2015, OneMarketData acquired Tick Data, LLC, the first and leading provider of historical intraday market data, to marry the industry’s most powerful analytics platform with the cleanest, most reliable historical intraday data available. More information about OneMarketData is available at www.onetick.com

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OneMarketData@articulatecomms.com

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