on demand webinar

Workshop: SQL Trading Analytics against Historical Tick Data Confirmation

Learn how to use SQL queries against historical tick data for your trading analytics.

Go beyond standard SQL database capabilities to meet your trading analytics needs using OneTick's Tick Analytics Platform. In this workshop, OneTick Product Owner, Peter Simpson, demonstrates how to perform trading analytics with SQL queries against historical tick data, including L1 (Trades and Quotes), L2 (Book Depth - Market by Level), and L3 (Book Depth - Market by Order) data.

 
What's in the Webinar?
  • Retrieving Prevailing Prices at a point in time
  • As Of Join (e.g. Joining Trades to Prevailing Quotes)
  • Creating OHLC Bars (e.g. Minute Bars)
  • Creating Cumulative Metrics
  • Creating Rolling Aggregations (e.g. SMA)
  • TWAP Calculation
  • Mark Outs (e.g. Price Decay)
  • Order Book Retrieval
  • Order Book Depth
What will you love about OneTick?
 

OneTick provides real-time, intra-day and historic data and analytics on trading activity leading to actionable insights for sales, trading, and surveillance. With hundreds of customers, you know that OneTick is a recognized platform you can trust. We will cover these many powerful advantages to OneTick, and show you how, together, we can meet your business needs.