Point In Time TCA API

Point in Time, Time Series API

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Point In Time TCA API

SmartData API v1-1b - Longer

 

The OneTick Cloud Point-In-Time TCA API is designed to allow you to step back to any moment in time and extract the data you need for TCA analysis across multiple markets and with the knowledge that you are accessing clean data.

You could hire a team and spend months building out a bespoke system to deliver clean TCA data, only to find yourself needing to adjust your system to changing market conditions. In times of exploding volumes and volatility, in-house systems may not all be able to scale, we can help with the OneTick TCA API.

To help you achieve optimal efficacy and efficiency for Market Data as a Service (MDAAS) in these times of heightened volatility we offer both high flexibility in functionality and personalization in customer service. Our Point In Time API will remove challenges and expedite your project.


Key Features

  • Point in Time API – allows you to identify the adjusted and unadjusted quotes and trades within a nanosecond interval, eliminating the need to store all trades and quotes.
  • Cloud access – to over 200 venues will trade and quotes, supporting all venue trade and auction conditions.
  • Composite Trades and Quotes for all EU and Asia markets – over 30 venues are aggregated to provide attributed quote and trade details for each interval.
  • Current and Historical Symbol Mapping and Cross Reference – CUSIP, SEDOL, ISIN, FIGI, Exchange ticker and vendor symbologies.
  • Raw ticks – data you need at the finest level.

Powerful benefits

  • Customization capabilities – Query tool, tailored client service.
  • Value for Cost  – Flexible price points and use cases support easy POC.
  • Scalability - Emphasis on variable cost structure means low fixed investment required, and thus a lower-entry barrier than others.
  • Proof of Concept – Easily implemented and fully supported.
  • Budget Friendly – Outsource your bespoke TCA analysis at a cost far below in house development and with more functionality than others

THE DATA

  • Global Coverage – 200 markets globally, North America, UK, Japan, Hong Kong and more
  • Clean Data – Our specialists figure out all the nuances of historical data, such as times of day for auctions vs. regular trading hours
  • Corporation Actions – Gain access to full corporation action data 

Customers

OneTick Cloud's Point in Time TCA API is in use by some of the largest Global Asset managers to support sophisticated high performance TCA calculations across millions of transactions, where it has a solid reputation.  One customer at a leading Asset Manager described it as "All in one solution, packaged up nicely, easy to plug and play, met our needs, outstanding service.” 

How will WE support you?

  • Set-up and implementation – data filtering, custom volatility metrics, latency, and optimization.
  • Best practices  – TCA and analytics.
USINg PYTHON?
  • Python Package – We have built this with an API Python package to ease the integration into your existing Python applications

SUMMARY

Before you buy all the raw historical data and try to roll your own TCA, consider how you could use our API solution to save time and money. Our experienced support team will walk you topics such as Data Filtering, Custom Volatility Metrics and improving Latency, so that you can spend time fine tuning your TCA calculations and improving services. Call us today to learn how we can help you.

 

Full Methodology found here PIT Methodology.

 

EASY POC

Fully supported POCs to get you started rapidly, with experienced market data and TCA professionals

Budget-friendly

API access to the data you need at a cost you can afford

Technology

Built on top of ONETICK Cloud the ONETICK TCA API offers clean data at scale on a system relied upon by many leading firms.

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