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OneTick for MiFID II and MAR Surveillance

OneTick is capable of storing global market data for decades. OMD uses OneTick databases to provide customers with access to global normalized market data, including full depth of book data, for some markets going back 25 years. Our collection consists of well over 100 TB of data. Given this capacity, OneTIck is easily able to handle the largest firm's transactions flow for 7 years.

MiFID II requires the storage of "every reportable event", which includes events related to all stages of an order's life cycle. OneTick comes with pre-defined data models for common financial data objects such as order book changes and levels. OneTick comes with a general storage model that is easily able to represent all stages in an order's life cycle, including, for example, unexecuted orders and order amends. OneTick is able to represent and store complex financial records of all types, and has the flexibility to handle changes to record formats over time without the need to re-normalize data. OneTick records can include unstructured data such as text and binary data strings. OneTick supports a rich modeling language and tools for data model design.

Retrieved transactions and orders can be joined with other sources of data such as market data and news. Data streams can be joined by various criteria including flexible time-based join strategies and joining by foreign keys. When a OneTick platform is used for records retention, joining to and supplementing retained transactions history from our global market data archive is easy.

OneTick is future-proofed: as a time-series database that is tolerant of schema changes (no need to update the historical schema to adapt to a later change), OneTick is better suited than rigid relational databases are to storage requirements that are still in flux. With OneTick's powerful visual query language, clients can easily adapt retrieval queries to changes in regulatory requirements and business drivers.

OneTick solves the problem end-to-end: from real-time collection to elastic storage and compute, to sophisticated queries and query-building tools, to streaming analytics, to visual dashboard design tools, to advanced visualizations (e.g. dynamic grids, zoomable charts, and order-book heat maps), to finished MAR and MiFID II regulatory solutions, the OneTick platform solves the whole problem of high volume transactions data management, not just one slice of it.

 


  • features1
    • MiFID II requires the use of 'compliance' storage, i.e. write once, read many or WORM storage
    • OneTick is already being used for regulatory records retention by a number of sophisticated clients, including an options exchange and the London office of a global bank which is using it now for MAR records retention
    • OneTick is expandable, featuring a massively scalable, fault-tolerant architecture. It also integrates with Hadoop and Apache Sparc and can be used in the Amazon AWS environment
  • benefits icon
    • OneTick databases can be searched using a highly flexible query language based on a graph paradigm that is much more powerful than the relational database model
    • OneTick is efficient for high volumes of data. It can process millions of records per second in a highly parallel manner, potentially load-balanced across multiple cores and database hosts
    • Covers the investment life cycle, including customizable pre-trade decision support, real-time monitoring for ‘held’ and ‘not held’ order flows, and historic analysis
    • OneTick databases support millisecond, microsecond, and nanosecond timestamp precision, and multiple timestamps per record
    • OneTick's query language makes it easy to manage and join data collected in multiple timezones with differing timestamp precisions
  • More on OneTick for MiFID II and MAR:

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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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