Comprehensive solution designed to meet growing market demand for the critical data needed to drive quant strategies
New York, NY and London, U.K., June 14, 2011 - OneMarketData, LLC, a leader in tick data management and analytics, today announced the release of OneQuantData, a comprehensive repository of historical reference and pricing data designed specifically for the global equities market. The fully integrated solution harnesses the power of OneTick®, the market-leading complex event processing (CEP) and tick data management solution. The agile, intuitive platform delivers fast access to multiple data types, including company and product information, corporate actions, earnings, daily prices and trading volumes, and allows quants to spend their time analyzing data rather than processing it.
OneQuantData leverages OneTick's intuitive graphical interface and can be deployed across a variety of use cases, from conducting discriminating portfolio performance and valuation analysis to performing accurate mark-to-market for daily fair value accounting. Users can also tap OneQuantData to create custom indicator calculations, including beta, momentum, earnings growth, historical volatility and average daily volume. The platform is also available for comprehensive quantitative research, strategy development and thorough back-testing through bull, bear and other market-impacting conditions. Other features include:
- Access to data on complementary 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
"Today's researchers and portfolio managers need instant access to vast amounts of historical reference and pricing data in a flexible, cost-effective and comprehensive solution that can support even the most quantitative-driven trading strategies," said Leonid Frants, President and Founder of OneMarketData. "It is critical for those engaged in analysis of the equity markets to have access to solutions that can keep up with both the pace of trading and the pace of change in the marketplace. Quants and analysts can now use OneQuantData as the foundation for their research, from developing strategy models to creating custom index calculations."
OneQuantData incorporates multiple data feeds from a variety of sources, which are combined, cleansed and normalized to produce a single consolidated database. Daily updates are managed by OneMarketData, as are tasks involved with maintaining product master data, including assigning ID numbers to new products, linking symbol changes and applying corrections when needed. The solution currently covers US data and will include global coverage in Q4 2011. OneQuantData is delivered as a series of ready to use OneTick Accelerator Databases and is available for purchase today.
OneMarketData is a leading provider of enterprise tick data solutions for financial institutions worldwide. The company offers a suite of solutions, including OneTick® and OneQuantData. OneTick, the company's flagship product, is a comprehensive business solution designed to fully address the market's need for intraday data collection, archiving, retrieval, and analytics across a wide spectrum of users from various departments. OneQuantData harnesses the power of OneTick to deliver a comprehensive repository of historical reference and pricing data designed specifically for the global equities market. More information about OneMarketData is available at www.onetick.com.