OneTick Time-Series Database

Features Built for OneTick

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

PERFORMANCE

OneTick is designed to be the fastest and most advanced trade analytics platform.  

SCALABILITY

The OneTick trade analytics platform can deliver in real-time, at scale, through any market turbulence.  

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.

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.

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.

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.