Point In Time TCA API

OneMarketData

 

remove challenges and expedite your project

All in one solution, packaged up nicely, easy to plug and play, outstanding service.

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.

SmartData API v1-1b - Longer

The OneTick Cloud Point-In-Time TCA API 

Fine tune your TCA calculations and improve services

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.

Full Methodology found here PIT Methodology.

How will be support?

  • Set-up and implementation – data filtering, custom volatility metrics, latency, and optimization.
  • Best practices  – TCA and analytics.

Using Python?

  • Python Package – Built with an API Python package to ease the integration into your existing Python applications

onetick-whitepaper TCA API

OneTick Point in Time TCA webinar video

Learn To Build Your TCA Applications In Weeks To Months, Not Months To Years

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The Data

ONETICK TCA API offers clean data at scale on a system relied upon by many leading firms.

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

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

Are you ready to outsmart your competition?

Empower your quantitative research and trading with OneTick's precision data & analytics today!

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