Introduction to 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, research, and analytics engines.

Hydrate KDB-X with OneTick Cloud:

Data hydration is the process of taking raw, fragmented, or asynchronous financial data and standardizing, enriching, and cleaning it so it becomes AI-ready. It bridges the gap between raw unstructured data (like raw exchange ticks) and actionable machine learning and quantitative analysis.

The hydration process involves several steps:

• Cleaning and Normalization: Eliminating errors, correcting biases, and aligning irregular timestamps across hundreds of different trading venues.

• Temporal Fidelity: Structuring the data so it is point-in-time correct, which prevents "look-ahead bias" during backtesting and agentic reasoning.

• Enrichment: Filling critical data gaps and adding contextual depth, such as cross-referencing prices with market regime scores or news feeds.

For algorithmic trading and AI agents, hydrated data is crucial because it eliminates the "data tax"—the 70% to 80% of time quants typically spend cleaning feeds. By providing fully harmonized, audit-ready time-series data, it allows trading systems to operate without the data gaps that cause hallucinations or inaccurate predictions.

Benefits of the Managed Data Service:

OneTick Cloud 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.

Workshop Description:

In this workshop, Peter Simpson demonstrates how you can use on-demand market data, without having to self-collect, store, and manage it. The workshop will focus on retrieving both historic data and trading analytics metrics into KDB-X.

Topics Include:

OneTick Cloud Datasets:

• L1 through to L3

• Real Time, Intraday and Historic

• Global Equities, Futures, Spreads & Options

OneTick Cloud Module:

• Install

• Instantiation & Configuration

Retrieving Data & Trading Analytics Metrics:

• Trades, Quotes, NBBO, 1 Minute Trade & Quote Bars, and Daily Metrics

• Book Depth from Market by Level (MBL) to Market by Order

• Applying Corporate Actions to Adjust Historic Pricing

• Querying for Futures Continuous Contracts

• Querying for Alternative Symbologies including Bloomberg, FIGI, ISIN, SEDOL and CUSIP

• Market Structure Metrics

• Market Microstructure Metrics

• TCA Metrics, including Period Stats & Mark Outs

This session is designed for KDB financial professionals interested in simplifying their market data pipelines for quantitative development within KDB-X. And how to accelerate data onboarding from months to minutes.

Save Your Seat Today: Register Here