OneQUANTDATA
Comprehensive Global Pricing and Reference Data
OneQuantData is a comprehensive repository of historical reference and pricing data designed specifically for the global equities market. Leveraging our experience in financial data analysis, storage and retrieval, OneQuantData is a fully integrated solution that harnesses the power of OneTick™, the industry-leading tick data management solution.
Reference and Historical Pricing Data You Need Now
OneQuantData offers much more than historical data from traditional market data vendors; it also maps that raw data as a comprehensive historical dataset with immediate accessibility using the OneTick™ high performance database and graphical modeling technology.
Because quant researchers and portfolio managers need instant access to reams of historical data, OneQuantData includes data on company and product information, corporate actions, earnings, daily prices and trading volumes. In addition to covering global equities data, OneQuantData also provides information on complementary asset classes, including warrants, mutual funds, indices, ETFs and stock index futures. It also includes symbol maps and identifier continuity across the global equity universe.
OneQuantData leverages the same technology as OneTick™, and allows users to construct solutions that require deep history, reference data and the latest tick using the same OneTick™ graphical designer. "OneQuantData's reference data capabilities provides us with timely, accurate corporate actions data and symbols maps, allowing us to maintain a reliable historical tick database that serves as the foundation for all of our quantitative research and alpha generation," says Simon Chang from Jefferies, a global securities and investment banking group.
The solution supports a variety of use cases, including strategy models, portfolio valuations and custom index calculations. Users have access to long-term historical data and up-to-the-microsecond tick data, which is accurately adjusted with underlying corporate actions information from a single comprehensive platform.
Cost Effective, Agile and Comprehensive
- Access to data on asset classes, including warrants, mutual funds, pink sheets, indices, ETFs and stock index futures
- Access to descriptive information on company names, market cap, shares outstanding, announced earnings, dividends, and more
- Data modeling on three levels, including company, security and exchange-level modeling
- Symbol mappings and unique IDs that are assigned and managed by OneMarketData's team of experts, thus ensuring the highest quality of data and continuity across a range of over 100,000 global symbols
- Reference information for corporate actions that are represented as additive/multiplicative adjustments
- Complete history of symbol name changes and mappings between CUSIP, ISIN, SEDOL, and Ticker across the global universe
OneQuantData Frequently Asked Questions
Who is the target audience for OQD?
- The target audience for OneQuantData is anyone engaged in analysis of the equity markets. Daily historical data is an excellent complement to tick data, and it is beneficial to have more than one source of data
What are the core features and benefits of OQD?
- Multiple data feeds are combined, cleansed and normalized to produce a single consolidated database, which is pre-loaded into OneTick
- Eliminates the need to comb through tickby-tick data to get open, close, high-low and volume for each security every day, build loaders to process historical and daily feeds, or integrate multiple data sources in different formats
- OneMarketData handles all tasks involved with maintaining product master data, including daily updates, assigning ID numbers to new products, linking symbol changes and applying corrections when needed
- Easily design your own analysis for things such as:
- Back-testing Trading Strategies
- Portfolio Valuations
- Custom Index Calculations
- Custom indicator calculations such as beta, momentum, earnings growth, historical volatility and average daily volume
- Unadjusted data and a fully integrated reference file for performing corporate actions adjusted calculations gives the ability to work with the data in whichever form best suits your application
Why do you need OQD?
- OneQuantData provides a completely integrated solution of product master data, corporate action data, and pricing data, allowing you to spend your time analyzing data, not processing it
- OneQuantData can be used as a primary or secondary source of daily data
- Managing daily data presents challenges that can often cause firms to miss out on valuable information for both alpha and risk control. OneQuantData presents important data in a unified, cohesive manner, allowing users to quickly and easily access it for a variety of purposes
How is it superior to the competition?
- OneQuantData is fully integrated into OneTick. It is scrubbed, and fully organized across the global equities universe and ready for your analysis. There is no need to switch to a separate tool to use OneQuantData
Is there international content in OQD?
- Yes. OneQuantData will initially launch with US data and then expand to global coverage in Q4 2011
What ease of use benefits do I gain vs. going directly to a raw market data vendor?
- Without OneQuantData, custom programming is always a requirement to pre-process historical market data, link it to reference and corporation action information and manage vendor format changes from past years. More time is spent in the data processing phase and less on the data analysis phase. OneQuantData simplifies this process and puts the data you need at your fingertips
Is there a total cost of ownership benefit?
- Less time and money is spent developing loaders and providing daily support
How is it delivered, in what format?
- OneQuantData is delivered as a series of ready-to-use OneTick Accelerator Databases
Learn More about OneQuantData