The Power of R
The R environment has become increasingly popular in the quantitative finance community. To be truly competitive, quantitative firms need a way to capture and analyze ever increasing volumes of market data. That is why OneMarketData has integrated OneTick, the one solution for tick data management and analytics, with the R environment.
Seamless R Integration
As the only out-of-the-box solution with a seamless integration to R, OneTick empowers users to analyze data at speeds much faster than are possible with separate systems using open database connectivity.
It also diminishes time spent integrating data, so quants can focus on developing profitable quantitative strategies instead of cleaning and standardizing datasets.
The powerful combination of OneTick and the R environment allows quantitative professionals to quickly become far more productive than they could be using the R environment alone. With OneTick and R, users can:
- Seamlessly take advantage of OneTick's performance and R's open source analytics and packages
- Significantly increase performance and reduce time to results in R
- Complete otherwise difficult to implement backtesting models
- Run R code directly inside of OneTick
- Use OneTick's GUI to write queries and call them from R
OneTick captures, compresses, archives and provides uniform access to global historical data, up to and including the latest tick.
OneTick has no limitations on data volumes, peak rates or length of stored history, and it collects every tick for all asset class types.
Advanced Analytics
Take advantage of OneTick's built-in business logic such as:
- Powerful high-level business logic primitives
- Vendor-independent order book building and analytics functionality
- Multiple order book consolidation
- Corrections/cancellations logic
- Portfolio pricing on a tick by tick basis
- Corporate actions adjustments (symbol change logic, symbol map logic, futures rolls, option chaining, exchange holidays)
R is supported on the following operating systems:
- Linux, Windows, Solaris, Solaris on Intel, 32 or 64 bit (Windows 64-bit via Revolution R Enterprise)