Market Data

OneMarketData

 

On-demand service for global reference, corporate action and tick data time series

Access tick data and reference data for over 200+ global exchanges via the cloud, python, API or files.

Eliminating the need for local hardware, data collection, and data maintenance, letting you focus on application development by relying on a trusted source of time series data and analytics.

Over 200 exchange listed equities, options and derivatives dating back to 1970. Customers can acquire high-quality, normalized and cleansed data (on a T+1 basis) in the format they require.

ONETICK CLOUD

Focus on application development by relying on a trusted source of time series data and analytics

OneTick Cloud is a managed service of normalized and cleansed exchange and OTC data and analytics to support backtesting, algo development, transaction cost analysis, technical studies and charting applications.

OneTick Cloud is a securely-hosted & managed data service which provides on-demand analytics for creating custom datasets.

Customers can acquire high-quality, normalized and cleansed data (on a T+1 basis) in the format they require.

  • Easy Access & Flexibility
  • Data Normalization
  • Lower Total Cost of Ownership

FULLY-MANAGED AND HOSTED

SOLUTIONS

For hosted services, we protect customer information provided to and housed in a number of ways:

  • Encrypted session authentication
  • Encryption in flight (session encryption)
  • Physical data center security
  • Restrictions on access to specific named employees
  • Access and security policies
  • Termination and purge policies

On-demand access


For clients who do not require local collection of low latency exchange data, OneTickCloud offers a highly cost effective platform.

OneTickCloud eliminates the need for local hardware, data collection, and data maintenance, letting you focus on application development by relying on a trusted source of time series data and analytics.

Powerful Analytics


OneTickCloud offers subscribers a subset of the most powerful data analytics available in our OneTick software platform.

Choose from a set of predefined analytics with user defined parameters, or ask us to customize a query for on demand extraction.

Cost Effective


For clients who do not require local collection of low latency exchange data, OneTickCloud offers a highly cost effective platform.

OneTickCloud eliminates the need for local hardware, data collection, and data maintenance, letting you focus on application development by relying on a trusted source of time series data and analytics.

Top of Book & Full Depth for Global Markets

Current and historical data is available from over 200 exchanges with native trade and quote condition codes and all ticks disseminated by the exchange source.

Time Series Reference Data

Applied Identifier changes and corporate actions provide the ability to analyze time series data without the distraction of linking symbols and applying corporate action adjustment factors.

Flexible Subscription Packages

Access the service by market center or a symbol list which spans across multiple market centers.  Data is ready for access when you are.

OneTickCloud eliminates the need for local hardware, data collection, and data maintenance, letting you focus on application development by relying on a trusted source of time series data and analytics.

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Global Equities and Derivatives Exchanges Coverage

Global Equities and Derivatives Exchanges Coverage document includes the historical inception dates for each venue/MIC code, the precision of trade timestamps as provided by the exchange, the arrival timestamp precision as provided by the source, and Level 2 coverage.

Request ECTQ Data Sample

 

DATA ON-DEMAND

The Basics

OneMarketData collects, aggregates and maintains accurate Global Exchange Time-Series data from over 200 exchanges using multi-sourced, direct and aggregated feeds to enable the highest level of accuracy and precision for time-series analytics. This information is critical to maintaining a high quality database for trading, analytics and compliance.

Benefits:

  • Eliminate the time and expense associated with managing time series data
  • On-Demand access enable rapid analysis of new markets
  • Flexible subscription model removes the high overhead associated with managing a global database

Features:

  • Corporate Actions and Historical Adjustment Factors
  • Security Identifier Mappings (including CUSIP, Sedol and Bloomberg)
  • Standard and Custom Continuous Contracts
  • Highest Resolution Timestamps for Exchange reported Trades and Quotes
  • Detailed Trade Condition Codes
  • Level 1 and Level 2 Tick Data
  • O/H/L/C/V Data for all Global Equity Instruments
  • Tick and EOD prices, adjustment factors, dividends and corporate actions

 

  • Earnings dates and corporate events, such as Analyst Days
  • Over 200 global markets covered
  • Sophisticated Content Entitlements system which enable and track usage
  • Fast access to multiple data types, including company and product information, corporate actions, earnings, daily prices and trading volumes through OMD's OneQuantData service

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TICK HISTORY & REFERENCE DATA

Customized, Personalized Datasets

Global Equities and Derivatives Exchanges Coverage

Request Data Coverage

 

EUROPEAN COMPOSITE TRADE AND QUOTE (ECTQ) DATA

Focused on supporting the unique demands for Transaction Cost Analysis and Regulatory solutions

OneMarketData's ECTQ Data solves several key issues which eliminates the need to construct your own tick database, saving significant resources and expense

Symbol Mapping - ISINs are mapped to historical and current symbols which trade across multiple venues. Data can be provided in the trading or base currency.

Adjustment Factors - Composite trades can be provided adjusted or unadjusted, for current and historical data.

Timestamps - All trades are ordered by exchange matching engine timestamp using OneTick’s aggregation technology. To address inconsistent timestamp granularity, published timestamps are also supported for Trades and Quotes where available.

Trade Conditions – Attributed to each trade, which can be filtered to include only relevant trades, such as Auction trades or on On Book trades.

EUROPEAN COMPOSITE TRADE AND QUOTE (ECTQ) DATA

REQUEST DATA SAMPLE

Trade and Quote Sample files are provided for Vodafone (ISIN GB00BH4HKS39) for the date of May 4, 2020 for which 31,906 trades occurred across 19 venues. Each file includes the Published Timestamp, Matching Engine Timestamp, Trade Size/Type/Currency and Order Book, Off Book and Auction Trade Indicators.

Request ECTQ Data Sample