Raising the Bar for Data Management
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Trade Surveillance

Protect and Monitor your Trading

Increasing trade automation and market structure provide fertile ground to a broad spectrum of abusive behaviors and compliance obligations. This has set the stage for increasing regulatory oversight where the burden of proof rests with market participants to demonstrate control over their trading. Market surveillance demands sophisticated technologies for real-time alerting leveraging high-performance data management and analytics.

Created by OneMarketData to perform intraday trade surveillance for executing brokers and market makers, the OneTick Market Surveillance Service delivers an integrated, real-time examination of order flow for regulated entities supporting end-to-end breach detection, alert workflow management and historical replay activities. Designed by market experts, it is a complete out-of-the-box solution including pre-coded compliance rules, parametrized alert thresholds, email notification, alert monitors, visual dashboards and market data.

Built on top of the OneTick proprietary tick database and stream processing platform, the solution is comprised of pre-built, configurable alert rules and monitors along with the tools and user interface to manage, track and audit alerts. Surveillance alerts are built as OneTick query models. The OneTick platform provides a modeling tool for the rapid design, development and deployment of custom surveillance alerts.


  • features1OneTick Market Surveillance comes with a built-in set of Alerts designed to meet the needs of introducing and executing brokers. These include:

    • Layering & Spoofing
    • High/Unusual Volume Detection
    • Quote Stuffing
    • Order-to-Cancel Ratio
    • Marking the Close
    • Wash Trading



    Additionally, OneTick Market Surveillance supports the surveillance and compliance needs of market makers:

    • Compliance for continuous quoting
    • Locked/Crossed markets
    • Maximum quote width and quote size
    • Cross instrument/cross market manipulation
    • Momentum ignition detection
  • benefits icon
    • A Comprehensive, Out-of-the-box Solution - OneTick Market Surveillance includes pre-coded compliance rules, parameterized alert thresholds, email notification, alert monitors and visual dashboards and market data.

    • Multiple Deployment Options – OneTick Market Surveillance solution is a fully packaged solution that can be in-house deployed or as a hosted subscription service fully managed by OneMarketData. All you need to provide are your orders and executions - either on-line or in batch for analysis.

    • Flexible Notifications – includes real time / intraday alerts through visual dashboards and email notifications and T+1 reports.

    • Budget Friendly – outsource your trade surveillance and compliance obligations at a cost far below in house development and competitive products.

    • Extensible Features - built on top of the OneTick proprietary tick database and stream processing platform, OneTick Market Surveillance is comprised of pre-built, configurable alert rules in support of executing brokers; layering and spoofing, quote stuffing, wash trading, marking the close and many more. Along with the tools and user interface to manage, track and audit alerts, new alert definitions are easily added using the OneTick model construction tool.
  • More on Market Surveillance:

    videopressdocumentOneTick Market Surv

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In the Media

Ross Dubin ATMonitor VideoRoss Dubin talks to ATMonitor about OneTick's Solutions

Twitter Feed

OneMarketData Longest consecutive sequence of trades with increasing prices on 4/26 was 8 $REN trades that started at 15:22:25.735
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OneMarketData Highest number of trades within 1 second on 4/26: $BAC with 624 trades between 13:33:06.344 and 13:33:07.343
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Address

New York / New Jersey:
   Baker Waterfront Plaza 2
   Hudson Place, 6th Floor
   Hoboken, NJ 07030

Tel: +1 201 710 5977

Chicago:
 
OneMarketData LLC
   200 South Wacker Drive
   Suite 2400
   Chicago, IL  60606

Tel: +1 312 544 0092

London:
   OneMarketData LLC
   Dawson House
   5 Jewry Street
   London, EC3N 2EX - UK

Tel: +44 (0)203 857 5290

Tokyo:

Tel: +81 (90) 6510-6673

About Us

OneMarketData is a leading provider of software and data for the financial industry. Our flagship product, OneTick is a comprehensive suite for time-series data management and real-time analytical event processing. Proprietary traders, hedge funds and investment banks can leverage the built-in capabilities of OneTick for quantitative research, transaction cost analysis, surveillance and back-testing.   Built by Wall Street experts, the OneTick suite offers enterprise technology to address the most demanding requirements…

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