The Latest from OneTick Cloud | AI-Ready Market Data as a Service

In this workshop, Peter Simpson demonstrates how you can use OneTick Cloud to access on-demand Level-3 Market Data sourced from US Equity Exchange PCAPs, to analyze both market structure across venues and microstructure within venues.

This new standardized US Level 3 book depth offering allows quants and analysts to analyze unified US equities and options market data with nanosecond-precision, in a research-ready format, without the heavy burden of in-house engineering. See every individual order, execution, modification, and cancellation on the order book.

About OneTick Cloud:

OneTick Cloud is a high-quality, on-demand managed time-series data and analytics platform that provides instant, global, AI-ready market data, seamlessly fueling compute and analytics engines. It offers a single vendor end-to-end solution, significantly reducing the time to value.

KX and OneTick are the only vendor delivering AI-ready, hydrated, temporal market data as a managed service. Our data is pre-normalized across 250+ venues and 30+ years of history, point-in-time with no look-ahead bias, machine-readable from day one, and fed natively into Python, SQL, and KDB-X.

Save time, money, and resources by letting the KX OneTick team clean feeds, map symbols, and align timestamps so your quants, analysts, and AI models can do their work.

Webinar Agenda:

OneTick Cloud Datasets

• L1 through to L3
• Real Time, Intraday and Historic
• Global Equities, Futures, Spreads & Options

Calculating Market Structure Metrics

• Calculating US Trade Volume Types, by Venue
• Comparing Exchange Trades against NBBO
• Comparing Exchange Quotes against NBBO

Calculating & Visualizing Books

• Single and Consolidated Books Across Time
• Single & Consolidated Books at a Point in Time
• Replaying Composite Markets

Calculating Market Microstructure Metrics

• Sweeps to Book Level
• Sweeps to Price Skew
• Sweeps to Accumulated Quantity
• Order & Order Msg Metrics
• Trade & Cancel Durations

This session is designed for financial professionals who are interested in learning about both available Book Depth datasets and analysis techniques. The workshop will focus on SQL and Python market structure and microstructure analysis.

Speaker:

• Peter Simpson, OneTick Product Owner, KX

Watch the Recording: