OneTick Trade Surveillance

The fastest and most advanced trade analytics platform

It's performance, superior features and unmatched functionality have led OneTick Database to be embraced by leading banks, brokerages, data vendors, exchanges, hedge funds, market makers and mutual funds.

OneTick is the premier enterprise-wide solution for tick data capture, streaming analytics, data management and research

A Smarter Solution for Data Management

OneTick is the premier enterprise-wide solution for tick data capture, streaming analytics, data management and research.

With its superior features and unmatched functionality, OneTick is being embraced enthusiastically by leading hedge funds, mutual funds, banks, brokerages, market makers, data vendors and exchanges.

No Limitations

OneTick has no limitations on data volumes, peak rates or length of stored history, and it collects every tick for all asset class types including equities, fixed income, futures, FX and options, as well as full order book data.

Powerful Analytical Tools

OneTick's powerful analytical tools enable clients to run historical simulations and back-tests, develop trading and market-making strategies, build transaction-cost models, perform real-time surveillance and answer regulatory compliance requirements.

Uniform Access to Global Historical Data

OneTick captures, compresses, archives and provides uniform access to global historical data, up to and including the latest tick.

Lower Total Cost of Ownership

OneTick’s proprietary time series database is a unified, multi-asset class platform that includes a fully integrated streaming analytics engine and built-in business logic to eliminate the need for multiple disparate systems. The system provides the lowest total cost of ownership available.

Historical, Real-Time and Reference Data

Combine querying and replaying of historical tick data with streaming analytics. Publish real time analytics and signals. Query intraday and historical data with minimal latency. Apply corporate actions with easy.

Transaction Data Support

Handle complex order management and flow covering Order parent/child relationships, portfolio allocations, placements and executed trades of the order. Traverse through the life of an order with ease and drill down views into order flow organized by symbol, side, PM, trader, day, month or other time period

Trusted by

Integrated database

Access one integrated database for tick capture, retrieval and archiving

Connect through APIs

Connect directly to leading market data vendors through standard APIs.

Powerful analytics

Leverage powerful analytics for quick data analysis

Reduce costs

Reduce total cost of ownership by eliminating implementation and integration costs

Slash strategy time

Slash strategy time to production through an integrated data management system

Collaborate with experts

Work with market data experts that understand your business

Multi-threaded 64-bit server architecture

No limitations on data volumes, peak rates or length of stored history.

Ability to handle all market data globally (over 10+ billion messages per day)

Bulk processing rate of more than 10 million ticks per second, per core

Real-time collection of 400K-600K messages per second, per core (depending on the data feed)

Intraday loaders can insert about 600K messages per second per core (depends on the normalization complexity)

Multiple physical tick servers each running 1+ tick server processes

Virtual databases and multiple real-time collector mounts

Any number of collectors on any number of nodes

Any amount of storage accessible from the query engines (aka tick servers). Includes support for multiple file systems.

Multiple multi-threaded tick server processes on one physical server

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A TECHNICAL PRODUCT OVERVIEW

Discover what makes OneTick tick.

Attain a thorough understanding of time series data, the components of the OneTick product from data modeling to data capture to query building.

Learn more about common use cases, deployment scenarios and administration and management of OneTick installations.

ADVANCED Analytics

OneTick is built from the ground up to understand market data. Its engine is finely-tuned to understand the nuances of trading, quoting and order book processing.

We provide a broad set of in-built functions we call Event Processors focused on trading and quantitative research for tick data.

While we are asset-class neutral, our library of analytical functions provides a means to research the relationship between trades and quotes, to instantly merge Order Books from multiple sources, to convert currencies for cross-border arbitrage and hundreds of other in-built functions expressly purposed for analysing markets.

These analytics functions or Event Processors are easily amenable to other data such as executions, RFQ systems and user-definable content.

GRAPHICAL QUERY DESIGNER AND PYTHON SCRIPTING

The Query Designer is a visual design tool enabling a user to graphically construct or model queries using a collection of query elements called Event Processors.

Event Processors are nodes on a graph and can be linked in series or in parallel using a directed graph construct. A query’s graph is assembled using a drag-n-drop, “paint a canvas” metaphor. Each Event Processor has its own unique parameter set.

Parameter values can be simple static values, reference values (i.e. tick stream fields), evaluated conditions, or user-supplied input (e.g. aggregation interval) that can be supplied at query runtime.

Our Python interface provides data scientists and quantitative researchers with the convenience of Python and the performance of OneTick.

Python interface

Python interface used to create and run OneTick queries

Innovative

Headless approach to development

Flexible Support

Support for commonly used packages (i.e. Matplotlib, NumPy, Pandas and Jupyter notebooks)

Cloud Data

Directly access OneTick’s Cloud and /or locally stored data

Real-time Alerts

Applications such as a real-time execution quality monitor can be configured to generate alerts on various conditions.

These events can flow into an existing, configurable alert management workflow dashboard for reviewing, assigning, commenting on, and closing execution quality alerts.

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Machine Learning

OneTick analytics have been extended to incorporate Machine Learning (ML) capabilities, using well-known open source ML libraries.

Customers can use OneTick's machine learning event processors for training, prediction, performance evaluation, and real-time learning/prediction on-the-fly. These operations can be performed natively within OneTick, without having to export any data.

OneTick's ML algorithms address common machine learning categories such as classification, regression, and clustering. Specific algorithms include support vector machines, relevance vector machines, kernel ridge regression, and k-means clustering. The trained models are themselves stored as OneTick databases.

OneTick's ML algorithms address common machine learning categories such as classification, regression, and clustering.

Specific algorithms include support vector machines, relevance vector machines, kernel ridge regression, and k-means clustering.

The trained models are themselves stored as OneTick databases.

DEPLOY ON PREMISES

IN THE CLOUD OR HYBRID

Deploy OneTick efficiently and safely

The OneTick platform can be fully deployed on-premise, fully hosted by OneMarketData on our private cloud (or public cloud) or a hybrid where a portion of the infrastructure is hosted/managed by OneMarketData and a portion is deployed on premise.

Elastic "burst" license fee models available for massive queries against hundreds or thousands of cores.

Visual Dashboard Designer

OneTick includes a dashboard designer that can be used to build new dashboards both for visualizing results of queries in historical or real-time CEP mode, and as control interfaces.

Visual Dashboards support historical and real-time CEP queries. OneTick Dashboards can run either as deployed Windows applications or as HTML5 web-based dashboards

View Queries

View real-time streaming or historical data using the same queries.

Table Sorting

Dynamic table sorting (tables can re-sort as data updates arrive)

Tabs Option

Chart and table tabs can be torn off (desktop version)

Chart zooming

Zoom-in into the charts to visualize your data differently

Filter Tabs

Offering the option of table filter header row

High Capacity

Capable of receiving high volumes of streaming data, and a million+ rows in tables.

Multiple Charts

Flexible support for multiple time series in charts

OneTick Time-Series Database

OneMarketData