As well as OneTick Cloud providing access to retrieve data, OneTick provides an award winning analytics layer designed for Trading Analytics.

The Analytics Platforms leverages Parquet, optimizing storage and compute for fast analytics.

Storage is optimized to ensure relevant data is stored on the fastest disk and in-memory for real time venues.

Logic is executed close to the data at C++ speeds, parallelized across CPUs.

This provides performance orders of magnitude faster than analytics based on s3 Parquet retrieval.

It also leverages real time collection from the Options-IT Atlas Feed, and in-memory hosting for real team time venues, where access is provided subject to exchange agreements.

Analytics can be executed via:

  1. REST API

  2. SQL

  3. Python

While the OneTick Cloud MCP Server, accelerates your development and deployment of fast analytics.

Queries that make take minutes in Python against S3, become seconds using the OneTick Analytics Platform.

Code that takes 100's of lines to write, become trivial when using our built in functions for analyzing market data and order flow.

REST API

The REST API provides end points for data retrieval and pre-built analytics for:

  • Selecting Symbology

  • Selecting Retrieval of Data adjusted for Corporate Actions

  • Retrieving Symbol and Market Snapshots

  • Joining Trades to Prevailing Quotes

  • Retrieving Quote Snapshots with Offsets

  • Calculating Custom Trade Bars

  • Rebuilding Order Books

  • Calculating Order Book Bars

  • Issue SQL

SQL

Provides SQL access to execute Trading Analytics via SQL, Python, and Arrow Flight.

Everything possible via the REST end points is available via SQL. SQL, however provides flexibility to go beyond the fixed analytical end points.

OneTick SQL is optimized for financial market data analytics.

Going beyond standard SQL to include Time series analysis plus extensions for trading analytics across L1 and L3 book depth.

100's of SQL examples are available for review in our dashboards and documentation.

Additionally the OneTick Cloud MCP and Skills allows you to enter natural language and generate the correct SQL syntax.

As SQL queries get more complex; for examples multiple layers of nesting, or analytics that require state quants typically move to our Python API.

Python

Provides a Pandas like API to execute Trading Analytics

Everything that is possible is SQL is possible in Python followed a Pandas like syntax.

Unlike Pandas, the logic is executed close to the data at C++ speeds, parallelized across CPUS.

100's of Python examples are available for review in our dashboards and documentation.

Additionally the OneTick Cloud MCP and Skills allows you to enter natural language and generate the correct Python syntax.